tomoto 0.1.0

data/vendor/eigen/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h

@@ -0,0 +1,97 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to LAPACKe
+ *    Householder QR decomposition of a matrix with column pivoting based on
+ *    LAPACKE_?geqp3 function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H
+#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by LAPACKe */
+
+#define EIGEN_LAPACKE_QR_COLPIV(EIGTYPE, LAPACKE_TYPE, LAPACKE_PREFIX, EIGCOLROW, LAPACKE_COLROW) \
+template<> template<typename InputType> inline \
+ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >& \
+ColPivHouseholderQR<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> >::compute( \
+              const EigenBase<InputType>& matrix) \
+\
+{ \
+  using std::abs; \
+  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW, Dynamic, Dynamic> MatrixType; \
+  typedef MatrixType::RealScalar RealScalar; \
+  Index rows = matrix.rows();\
+  Index cols = matrix.cols();\
+\
+  m_qr = matrix;\
+  Index size = m_qr.diagonalSize();\
+  m_hCoeffs.resize(size);\
+\
+  m_colsTranspositions.resize(cols);\
+  /*Index number_of_transpositions = 0;*/ \
+\
+  m_nonzero_pivots = 0; \
+  m_maxpivot = RealScalar(0);\
+  m_colsPermutation.resize(cols); \
+  m_colsPermutation.indices().setZero(); \
+\
+  lapack_int lda = internal::convert_index<lapack_int,Index>(m_qr.outerStride()); \
+  lapack_int matrix_order = LAPACKE_COLROW; \
+  LAPACKE_##LAPACKE_PREFIX##geqp3( matrix_order, internal::convert_index<lapack_int,Index>(rows), internal::convert_index<lapack_int,Index>(cols), \
+                              (LAPACKE_TYPE*)m_qr.data(), lda, (lapack_int*)m_colsPermutation.indices().data(), (LAPACKE_TYPE*)m_hCoeffs.data()); \
+  m_isInitialized = true; \
+  m_maxpivot=m_qr.diagonal().cwiseAbs().maxCoeff(); \
+  m_hCoeffs.adjointInPlace(); \
+  RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold(); \
+  lapack_int *perm = m_colsPermutation.indices().data(); \
+  for(Index i=0;i<size;i++) { \
+    m_nonzero_pivots += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);\
+  } \
+  for(Index i=0;i<cols;i++) perm[i]--;\
+\
+  /*m_det_pq = (number_of_transpositions%2) ? -1 : 1;  // TODO: It's not needed now; fix upon availability in Eigen */ \
+\
+  return *this; \
+}
+
+EIGEN_LAPACKE_QR_COLPIV(double,   double,        d, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_LAPACKE_QR_COLPIV(float,    float,         s, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float,  c, ColMajor, LAPACK_COL_MAJOR)
+
+EIGEN_LAPACKE_QR_COLPIV(double,   double,        d, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_LAPACKE_QR_COLPIV(float,    float,         s, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_LAPACKE_QR_COLPIV(dcomplex, lapack_complex_double, z, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_LAPACKE_QR_COLPIV(scomplex, lapack_complex_float,  c, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_LAPACKE_H

data/vendor/eigen/Eigen/src/QR/CompleteOrthogonalDecomposition.h

@@ -0,0 +1,562 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Rasmus Munk Larsen <rmlarsen@google.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H
+#define EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H
+
+namespace Eigen {
+
+namespace internal {
+template <typename _MatrixType>
+struct traits<CompleteOrthogonalDecomposition<_MatrixType> >
+    : traits<_MatrixType> {
+  enum { Flags = 0 };
+};
+
+}  // end namespace internal
+
+/** \ingroup QR_Module
+  *
+  * \class CompleteOrthogonalDecomposition
+  *
+  * \brief Complete orthogonal decomposition (COD) of a matrix.
+  *
+  * \param MatrixType the type of the matrix of which we are computing the COD.
+  *
+  * This class performs a rank-revealing complete orthogonal decomposition of a
+  * matrix  \b A into matrices \b P, \b Q, \b T, and \b Z such that
+  * \f[
+  *  \mathbf{A} \, \mathbf{P} = \mathbf{Q} \,
+  *                     \begin{bmatrix} \mathbf{T} &  \mathbf{0} \\
+  *                                     \mathbf{0} & \mathbf{0} \end{bmatrix} \, \mathbf{Z}
+  * \f]
+  * by using Householder transformations. Here, \b P is a permutation matrix,
+  * \b Q and \b Z are unitary matrices and \b T an upper triangular matrix of
+  * size rank-by-rank. \b A may be rank deficient.
+  *
+  * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
+  * 
+  * \sa MatrixBase::completeOrthogonalDecomposition()
+  */
+template <typename _MatrixType>
+class CompleteOrthogonalDecomposition {
+ public:
+  typedef _MatrixType MatrixType;
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+  };
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename MatrixType::StorageIndex StorageIndex;
+  typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
+  typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime>
+      PermutationType;
+  typedef typename internal::plain_row_type<MatrixType, Index>::type
+      IntRowVectorType;
+  typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
+  typedef typename internal::plain_row_type<MatrixType, RealScalar>::type
+      RealRowVectorType;
+  typedef HouseholderSequence<
+      MatrixType, typename internal::remove_all<
+                      typename HCoeffsType::ConjugateReturnType>::type>
+      HouseholderSequenceType;
+  typedef typename MatrixType::PlainObject PlainObject;
+
+ private:
+  typedef typename PermutationType::Index PermIndexType;
+
+ public:
+  /**
+   * \brief Default Constructor.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via
+   * \c CompleteOrthogonalDecomposition::compute(const* MatrixType&).
+   */
+  CompleteOrthogonalDecomposition() : m_cpqr(), m_zCoeffs(), m_temp() {}
+
+  /** \brief Default Constructor with memory preallocation
+   *
+   * Like the default constructor but with preallocation of the internal data
+   * according to the specified problem \a size.
+   * \sa CompleteOrthogonalDecomposition()
+   */
+  CompleteOrthogonalDecomposition(Index rows, Index cols)
+      : m_cpqr(rows, cols), m_zCoeffs((std::min)(rows, cols)), m_temp(cols) {}
+
+  /** \brief Constructs a complete orthogonal decomposition from a given
+   * matrix.
+   *
+   * This constructor computes the complete orthogonal decomposition of the
+   * matrix \a matrix by calling the method compute(). The default
+   * threshold for rank determination will be used. It is a short cut for:
+   *
+   * \code
+   * CompleteOrthogonalDecomposition<MatrixType> cod(matrix.rows(),
+   *                                                 matrix.cols());
+   * cod.setThreshold(Default);
+   * cod.compute(matrix);
+   * \endcode
+   *
+   * \sa compute()
+   */
+  template <typename InputType>
+  explicit CompleteOrthogonalDecomposition(const EigenBase<InputType>& matrix)
+      : m_cpqr(matrix.rows(), matrix.cols()),
+        m_zCoeffs((std::min)(matrix.rows(), matrix.cols())),
+        m_temp(matrix.cols())
+  {
+    compute(matrix.derived());
+  }
+
+  /** \brief Constructs a complete orthogonal decomposition from a given matrix
+    *
+    * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
+    *
+    * \sa CompleteOrthogonalDecomposition(const EigenBase&)
+    */
+  template<typename InputType>
+  explicit CompleteOrthogonalDecomposition(EigenBase<InputType>& matrix)
+    : m_cpqr(matrix.derived()),
+      m_zCoeffs((std::min)(matrix.rows(), matrix.cols())),
+      m_temp(matrix.cols())
+  {
+    computeInPlace();
+  }
+
+
+  /** This method computes the minimum-norm solution X to a least squares
+   * problem \f[\mathrm{minimize} \|A X - B\|, \f] where \b A is the matrix of
+   * which \c *this is the complete orthogonal decomposition.
+   *
+   * \param b the right-hand sides of the problem to solve.
+   *
+   * \returns a solution.
+   *
+   */
+  template <typename Rhs>
+  inline const Solve<CompleteOrthogonalDecomposition, Rhs> solve(
+      const MatrixBase<Rhs>& b) const {
+    eigen_assert(m_cpqr.m_isInitialized &&
+                 "CompleteOrthogonalDecomposition is not initialized.");
+    return Solve<CompleteOrthogonalDecomposition, Rhs>(*this, b.derived());
+  }
+
+  HouseholderSequenceType householderQ(void) const;
+  HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); }
+
+  /** \returns the matrix \b Z.
+   */
+  MatrixType matrixZ() const {
+    MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols());
+    applyZAdjointOnTheLeftInPlace(Z);
+    return Z.adjoint();
+  }
+
+  /** \returns a reference to the matrix where the complete orthogonal
+   * decomposition is stored
+   */
+  const MatrixType& matrixQTZ() const { return m_cpqr.matrixQR(); }
+
+  /** \returns a reference to the matrix where the complete orthogonal
+   * decomposition is stored.
+   * \warning The strict lower part and \code cols() - rank() \endcode right
+   * columns of this matrix contains internal values.
+   * Only the upper triangular part should be referenced. To get it, use
+   * \code matrixT().template triangularView<Upper>() \endcode
+   * For rank-deficient matrices, use
+   * \code
+   * matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>()
+   * \endcode
+   */
+  const MatrixType& matrixT() const { return m_cpqr.matrixQR(); }
+
+  template <typename InputType>
+  CompleteOrthogonalDecomposition& compute(const EigenBase<InputType>& matrix) {
+    // Compute the column pivoted QR factorization A P = Q R.
+    m_cpqr.compute(matrix);
+    computeInPlace();
+    return *this;
+  }
+
+  /** \returns a const reference to the column permutation matrix */
+  const PermutationType& colsPermutation() const {
+    return m_cpqr.colsPermutation();
+  }
+
+  /** \returns the absolute value of the determinant of the matrix of which
+   * *this is the complete orthogonal decomposition. It has only linear
+   * complexity (that is, O(n) where n is the dimension of the square matrix)
+   * as the complete orthogonal decomposition has already been computed.
+   *
+   * \note This is only for square matrices.
+   *
+   * \warning a determinant can be very big or small, so for matrices
+   * of large enough dimension, there is a risk of overflow/underflow.
+   * One way to work around that is to use logAbsDeterminant() instead.
+   *
+   * \sa logAbsDeterminant(), MatrixBase::determinant()
+   */
+  typename MatrixType::RealScalar absDeterminant() const;
+
+  /** \returns the natural log of the absolute value of the determinant of the
+   * matrix of which *this is the complete orthogonal decomposition. It has
+   * only linear complexity (that is, O(n) where n is the dimension of the
+   * square matrix) as the complete orthogonal decomposition has already been
+   * computed.
+   *
+   * \note This is only for square matrices.
+   *
+   * \note This method is useful to work around the risk of overflow/underflow
+   * that's inherent to determinant computation.
+   *
+   * \sa absDeterminant(), MatrixBase::determinant()
+   */
+  typename MatrixType::RealScalar logAbsDeterminant() const;
+
+  /** \returns the rank of the matrix of which *this is the complete orthogonal
+   * decomposition.
+   *
+   * \note This method has to determine which pivots should be considered
+   * nonzero. For that, it uses the threshold value that you can control by
+   * calling setThreshold(const RealScalar&).
+   */
+  inline Index rank() const { return m_cpqr.rank(); }
+
+  /** \returns the dimension of the kernel of the matrix of which *this is the
+   * complete orthogonal decomposition.
+   *
+   * \note This method has to determine which pivots should be considered
+   * nonzero. For that, it uses the threshold value that you can control by
+   * calling setThreshold(const RealScalar&).
+   */
+  inline Index dimensionOfKernel() const { return m_cpqr.dimensionOfKernel(); }
+
+  /** \returns true if the matrix of which *this is the decomposition represents
+   * an injective linear map, i.e. has trivial kernel; false otherwise.
+   *
+   * \note This method has to determine which pivots should be considered
+   * nonzero. For that, it uses the threshold value that you can control by
+   * calling setThreshold(const RealScalar&).
+   */
+  inline bool isInjective() const { return m_cpqr.isInjective(); }
+
+  /** \returns true if the matrix of which *this is the decomposition represents
+   * a surjective linear map; false otherwise.
+   *
+   * \note This method has to determine which pivots should be considered
+   * nonzero. For that, it uses the threshold value that you can control by
+   * calling setThreshold(const RealScalar&).
+   */
+  inline bool isSurjective() const { return m_cpqr.isSurjective(); }
+
+  /** \returns true if the matrix of which *this is the complete orthogonal
+   * decomposition is invertible.
+   *
+   * \note This method has to determine which pivots should be considered
+   * nonzero. For that, it uses the threshold value that you can control by
+   * calling setThreshold(const RealScalar&).
+   */
+  inline bool isInvertible() const { return m_cpqr.isInvertible(); }
+
+  /** \returns the pseudo-inverse of the matrix of which *this is the complete
+   * orthogonal decomposition.
+   * \warning: Do not compute \c this->pseudoInverse()*rhs to solve a linear systems.
+   * It is more efficient and numerically stable to call \c this->solve(rhs).
+   */
+  inline const Inverse<CompleteOrthogonalDecomposition> pseudoInverse() const
+  {
+    return Inverse<CompleteOrthogonalDecomposition>(*this);
+  }
+
+  inline Index rows() const { return m_cpqr.rows(); }
+  inline Index cols() const { return m_cpqr.cols(); }
+
+  /** \returns a const reference to the vector of Householder coefficients used
+   * to represent the factor \c Q.
+   *
+   * For advanced uses only.
+   */
+  inline const HCoeffsType& hCoeffs() const { return m_cpqr.hCoeffs(); }
+
+  /** \returns a const reference to the vector of Householder coefficients
+   * used to represent the factor \c Z.
+   *
+   * For advanced uses only.
+   */
+  const HCoeffsType& zCoeffs() const { return m_zCoeffs; }
+
+  /** Allows to prescribe a threshold to be used by certain methods, such as
+   * rank(), who need to determine when pivots are to be considered nonzero.
+   * Most be called before calling compute().
+   *
+   * When it needs to get the threshold value, Eigen calls threshold(). By
+   * default, this uses a formula to automatically determine a reasonable
+   * threshold. Once you have called the present method
+   * setThreshold(const RealScalar&), your value is used instead.
+   *
+   * \param threshold The new value to use as the threshold.
+   *
+   * A pivot will be considered nonzero if its absolute value is strictly
+   * greater than
+   *  \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
+   * where maxpivot is the biggest pivot.
+   *
+   * If you want to come back to the default behavior, call
+   * setThreshold(Default_t)
+   */
+  CompleteOrthogonalDecomposition& setThreshold(const RealScalar& threshold) {
+    m_cpqr.setThreshold(threshold);
+    return *this;
+  }
+
+  /** Allows to come back to the default behavior, letting Eigen use its default
+   * formula for determining the threshold.
+   *
+   * You should pass the special object Eigen::Default as parameter here.
+   * \code qr.setThreshold(Eigen::Default); \endcode
+   *
+   * See the documentation of setThreshold(const RealScalar&).
+   */
+  CompleteOrthogonalDecomposition& setThreshold(Default_t) {
+    m_cpqr.setThreshold(Default);
+    return *this;
+  }
+
+  /** Returns the threshold that will be used by certain methods such as rank().
+   *
+   * See the documentation of setThreshold(const RealScalar&).
+   */
+  RealScalar threshold() const { return m_cpqr.threshold(); }
+
+  /** \returns the number of nonzero pivots in the complete orthogonal
+   * decomposition. Here nonzero is meant in the exact sense, not in a
+   * fuzzy sense. So that notion isn't really intrinsically interesting,
+   * but it is still useful when implementing algorithms.
+   *
+   * \sa rank()
+   */
+  inline Index nonzeroPivots() const { return m_cpqr.nonzeroPivots(); }
+
+  /** \returns the absolute value of the biggest pivot, i.e. the biggest
+   *          diagonal coefficient of R.
+   */
+  inline RealScalar maxPivot() const { return m_cpqr.maxPivot(); }
+
+  /** \brief Reports whether the complete orthogonal decomposition was
+   * succesful.
+   *
+   * \note This function always returns \c Success. It is provided for
+   * compatibility
+   * with other factorization routines.
+   * \returns \c Success
+   */
+  ComputationInfo info() const {
+    eigen_assert(m_cpqr.m_isInitialized && "Decomposition is not initialized.");
+    return Success;
+  }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+  template <typename RhsType, typename DstType>
+  EIGEN_DEVICE_FUNC void _solve_impl(const RhsType& rhs, DstType& dst) const;
+#endif
+
+ protected:
+  static void check_template_parameters() {
+    EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+  }
+
+  void computeInPlace();
+
+  /** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$.
+   */
+  template <typename Rhs>
+  void applyZAdjointOnTheLeftInPlace(Rhs& rhs) const;
+
+  ColPivHouseholderQR<MatrixType> m_cpqr;
+  HCoeffsType m_zCoeffs;
+  RowVectorType m_temp;
+};
+
+template <typename MatrixType>
+typename MatrixType::RealScalar
+CompleteOrthogonalDecomposition<MatrixType>::absDeterminant() const {
+  return m_cpqr.absDeterminant();
+}
+
+template <typename MatrixType>
+typename MatrixType::RealScalar
+CompleteOrthogonalDecomposition<MatrixType>::logAbsDeterminant() const {
+  return m_cpqr.logAbsDeterminant();
+}
+
+/** Performs the complete orthogonal decomposition of the given matrix \a
+ * matrix. The result of the factorization is stored into \c *this, and a
+ * reference to \c *this is returned.
+ *
+ * \sa class CompleteOrthogonalDecomposition,
+ * CompleteOrthogonalDecomposition(const MatrixType&)
+ */
+template <typename MatrixType>
+void CompleteOrthogonalDecomposition<MatrixType>::computeInPlace()
+{
+  check_template_parameters();
+
+  // the column permutation is stored as int indices, so just to be sure:
+  eigen_assert(m_cpqr.cols() <= NumTraits<int>::highest());
+
+  const Index rank = m_cpqr.rank();
+  const Index cols = m_cpqr.cols();
+  const Index rows = m_cpqr.rows();
+  m_zCoeffs.resize((std::min)(rows, cols));
+  m_temp.resize(cols);
+
+  if (rank < cols) {
+    // We have reduced the (permuted) matrix to the form
+    //   [R11 R12]
+    //   [ 0  R22]
+    // where R11 is r-by-r (r = rank) upper triangular, R12 is
+    // r-by-(n-r), and R22 is empty or the norm of R22 is negligible.
+    // We now compute the complete orthogonal decomposition by applying
+    // Householder transformations from the right to the upper trapezoidal
+    // matrix X = [R11 R12] to zero out R12 and obtain the factorization
+    // [R11 R12] = [T11 0] * Z, where T11 is r-by-r upper triangular and
+    // Z = Z(0) * Z(1) ... Z(r-1) is an n-by-n orthogonal matrix.
+    // We store the data representing Z in R12 and m_zCoeffs.
+    for (Index k = rank - 1; k >= 0; --k) {
+      if (k != rank - 1) {
+        // Given the API for Householder reflectors, it is more convenient if
+        // we swap the leading parts of columns k and r-1 (zero-based) to form
+        // the matrix X_k = [X(0:k, k), X(0:k, r:n)]
+        m_cpqr.m_qr.col(k).head(k + 1).swap(
+            m_cpqr.m_qr.col(rank - 1).head(k + 1));
+      }
+      // Construct Householder reflector Z(k) to zero out the last row of X_k,
+      // i.e. choose Z(k) such that
+      // [X(k, k), X(k, r:n)] * Z(k) = [beta, 0, .., 0].
+      RealScalar beta;
+      m_cpqr.m_qr.row(k)
+          .tail(cols - rank + 1)
+          .makeHouseholderInPlace(m_zCoeffs(k), beta);
+      m_cpqr.m_qr(k, rank - 1) = beta;
+      if (k > 0) {
+        // Apply Z(k) to the first k rows of X_k
+        m_cpqr.m_qr.topRightCorner(k, cols - rank + 1)
+            .applyHouseholderOnTheRight(
+                m_cpqr.m_qr.row(k).tail(cols - rank).transpose(), m_zCoeffs(k),
+                &m_temp(0));
+      }
+      if (k != rank - 1) {
+        // Swap X(0:k,k) back to its proper location.
+        m_cpqr.m_qr.col(k).head(k + 1).swap(
+            m_cpqr.m_qr.col(rank - 1).head(k + 1));
+      }
+    }
+  }
+}
+
+template <typename MatrixType>
+template <typename Rhs>
+void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
+    Rhs& rhs) const {
+  const Index cols = this->cols();
+  const Index nrhs = rhs.cols();
+  const Index rank = this->rank();
+  Matrix<typename MatrixType::Scalar, Dynamic, 1> temp((std::max)(cols, nrhs));
+  for (Index k = 0; k < rank; ++k) {
+    if (k != rank - 1) {
+      rhs.row(k).swap(rhs.row(rank - 1));
+    }
+    rhs.middleRows(rank - 1, cols - rank + 1)
+        .applyHouseholderOnTheLeft(
+            matrixQTZ().row(k).tail(cols - rank).adjoint(), zCoeffs()(k),
+            &temp(0));
+    if (k != rank - 1) {
+      rhs.row(k).swap(rhs.row(rank - 1));
+    }
+  }
+}
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template <typename _MatrixType>
+template <typename RhsType, typename DstType>
+void CompleteOrthogonalDecomposition<_MatrixType>::_solve_impl(
+    const RhsType& rhs, DstType& dst) const {
+  eigen_assert(rhs.rows() == this->rows());
+
+  const Index rank = this->rank();
+  if (rank == 0) {
+    dst.setZero();
+    return;
+  }
+
+  // Compute c = Q^* * rhs
+  // Note that the matrix Q = H_0^* H_1^*... so its inverse is
+  // Q^* = (H_0 H_1 ...)^T
+  typename RhsType::PlainObject c(rhs);
+  c.applyOnTheLeft(
+      householderSequence(matrixQTZ(), hCoeffs()).setLength(rank).transpose());
+
+  // Solve T z = c(1:rank, :)
+  dst.topRows(rank) = matrixT()
+                          .topLeftCorner(rank, rank)
+                          .template triangularView<Upper>()
+                          .solve(c.topRows(rank));
+
+  const Index cols = this->cols();
+  if (rank < cols) {
+    // Compute y = Z^* * [ z ]
+    //                   [ 0 ]
+    dst.bottomRows(cols - rank).setZero();
+    applyZAdjointOnTheLeftInPlace(dst);
+  }
+
+  // Undo permutation to get x = P^{-1} * y.
+  dst = colsPermutation() * dst;
+}
+#endif
+
+namespace internal {
+
+template<typename DstXprType, typename MatrixType>
+struct Assignment<DstXprType, Inverse<CompleteOrthogonalDecomposition<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename CompleteOrthogonalDecomposition<MatrixType>::Scalar>, Dense2Dense>
+{
+  typedef CompleteOrthogonalDecomposition<MatrixType> CodType;
+  typedef Inverse<CodType> SrcXprType;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename CodType::Scalar> &)
+  {
+    dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.rows()));
+  }
+};
+
+} // end namespace internal
+
+/** \returns the matrix Q as a sequence of householder transformations */
+template <typename MatrixType>
+typename CompleteOrthogonalDecomposition<MatrixType>::HouseholderSequenceType
+CompleteOrthogonalDecomposition<MatrixType>::householderQ() const {
+  return m_cpqr.householderQ();
+}
+
+/** \return the complete orthogonal decomposition of \c *this.
+  *
+  * \sa class CompleteOrthogonalDecomposition
+  */
+template <typename Derived>
+const CompleteOrthogonalDecomposition<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::completeOrthogonalDecomposition() const {
+  return CompleteOrthogonalDecomposition<PlainObject>(eval());
+}
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H