tomoto 0.1.0

data/vendor/eigen/Eigen/src/Eigenvalues/ComplexEigenSolver.h

@@ -0,0 +1,346 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Claire Maurice
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_COMPLEX_EIGEN_SOLVER_H
+#define EIGEN_COMPLEX_EIGEN_SOLVER_H
+
+#include "./ComplexSchur.h"
+
+namespace Eigen { 
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class ComplexEigenSolver
+  *
+  * \brief Computes eigenvalues and eigenvectors of general complex matrices
+  *
+  * \tparam _MatrixType the type of the matrix of which we are
+  * computing the eigendecomposition; this is expected to be an
+  * instantiation of the Matrix class template.
+  *
+  * The eigenvalues and eigenvectors of a matrix \f$ A \f$ are scalars
+  * \f$ \lambda \f$ and vectors \f$ v \f$ such that \f$ Av = \lambda v
+  * \f$.  If \f$ D \f$ is a diagonal matrix with the eigenvalues on
+  * the diagonal, and \f$ V \f$ is a matrix with the eigenvectors as
+  * its columns, then \f$ A V = V D \f$. The matrix \f$ V \f$ is
+  * almost always invertible, in which case we have \f$ A = V D V^{-1}
+  * \f$. This is called the eigendecomposition.
+  *
+  * The main function in this class is compute(), which computes the
+  * eigenvalues and eigenvectors of a given function. The
+  * documentation for that function contains an example showing the
+  * main features of the class.
+  *
+  * \sa class EigenSolver, class SelfAdjointEigenSolver
+  */
+template<typename _MatrixType> class ComplexEigenSolver
+{
+  public:
+
+    /** \brief Synonym for the template parameter \p _MatrixType. */
+    typedef _MatrixType MatrixType;
+
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+    /** \brief Scalar type for matrices of type #MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
+
+    /** \brief Complex scalar type for #MatrixType.
+      *
+      * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
+      * \c float or \c double) and just \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef std::complex<RealScalar> ComplexScalar;
+
+    /** \brief Type for vector of eigenvalues as returned by eigenvalues().
+      *
+      * This is a column vector with entries of type #ComplexScalar.
+      * The length of the vector is the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, ColsAtCompileTime, 1, Options&(~RowMajor), MaxColsAtCompileTime, 1> EigenvalueType;
+
+    /** \brief Type for matrix of eigenvectors as returned by eigenvectors().
+      *
+      * This is a square matrix with entries of type #ComplexScalar.
+      * The size is the same as the size of #MatrixType.
+      */
+    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> EigenvectorType;
+
+    /** \brief Default constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute().
+      */
+    ComplexEigenSolver()
+            : m_eivec(),
+              m_eivalues(),
+              m_schur(),
+              m_isInitialized(false),
+              m_eigenvectorsOk(false),
+              m_matX()
+    {}
+
+    /** \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 ComplexEigenSolver()
+      */
+    explicit ComplexEigenSolver(Index size)
+            : m_eivec(size, size),
+              m_eivalues(size),
+              m_schur(size),
+              m_isInitialized(false),
+              m_eigenvectorsOk(false),
+              m_matX(size, size)
+    {}
+
+    /** \brief Constructor; computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are
+      *    computed.
+      *
+      * This constructor calls compute() to compute the eigendecomposition.
+      */
+    template<typename InputType>
+    explicit ComplexEigenSolver(const EigenBase<InputType>& matrix, bool computeEigenvectors = true)
+            : m_eivec(matrix.rows(),matrix.cols()),
+              m_eivalues(matrix.cols()),
+              m_schur(matrix.rows()),
+              m_isInitialized(false),
+              m_eigenvectorsOk(false),
+              m_matX(matrix.rows(),matrix.cols())
+    {
+      compute(matrix.derived(), computeEigenvectors);
+    }
+
+    /** \brief Returns the eigenvectors of given matrix.
+      *
+      * \returns  A const reference to the matrix whose columns are the eigenvectors.
+      *
+      * \pre Either the constructor
+      * ComplexEigenSolver(const MatrixType& matrix, bool) or the member
+      * function compute(const MatrixType& matrix, bool) has been called before
+      * to compute the eigendecomposition of a matrix, and
+      * \p computeEigenvectors was set to true (the default).
+      *
+      * This function returns a matrix whose columns are the eigenvectors. Column
+      * \f$ k \f$ is an eigenvector corresponding to eigenvalue number \f$ k
+      * \f$ as returned by eigenvalues().  The eigenvectors are normalized to
+      * have (Euclidean) norm equal to one. The matrix returned by this
+      * function is the matrix \f$ V \f$ in the eigendecomposition \f$ A = V D
+      * V^{-1} \f$, if it exists.
+      *
+      * Example: \include ComplexEigenSolver_eigenvectors.cpp
+      * Output: \verbinclude ComplexEigenSolver_eigenvectors.out
+      */
+    const EigenvectorType& eigenvectors() const
+    {
+      eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec;
+    }
+
+    /** \brief Returns the eigenvalues of given matrix.
+      *
+      * \returns A const reference to the column vector containing the eigenvalues.
+      *
+      * \pre Either the constructor
+      * ComplexEigenSolver(const MatrixType& matrix, bool) or the member
+      * function compute(const MatrixType& matrix, bool) has been called before
+      * to compute the eigendecomposition of a matrix.
+      *
+      * This function returns a column vector containing the
+      * eigenvalues. Eigenvalues are repeated according to their
+      * algebraic multiplicity, so there are as many eigenvalues as
+      * rows in the matrix. The eigenvalues are not sorted in any particular
+      * order.
+      *
+      * Example: \include ComplexEigenSolver_eigenvalues.cpp
+      * Output: \verbinclude ComplexEigenSolver_eigenvalues.out
+      */
+    const EigenvalueType& eigenvalues() const
+    {
+      eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
+      return m_eivalues;
+    }
+
+    /** \brief Computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed.
+      * \param[in]  computeEigenvectors  If true, both the eigenvectors and the
+      *    eigenvalues are computed; if false, only the eigenvalues are
+      *    computed.
+      * \returns    Reference to \c *this
+      *
+      * This function computes the eigenvalues of the complex matrix \p matrix.
+      * The eigenvalues() function can be used to retrieve them.  If
+      * \p computeEigenvectors is true, then the eigenvectors are also computed
+      * and can be retrieved by calling eigenvectors().
+      *
+      * The matrix is first reduced to Schur form using the
+      * ComplexSchur class. The Schur decomposition is then used to
+      * compute the eigenvalues and eigenvectors.
+      *
+      * The cost of the computation is dominated by the cost of the
+      * Schur decomposition, which is \f$ O(n^3) \f$ where \f$ n \f$
+      * is the size of the matrix.
+      *
+      * Example: \include ComplexEigenSolver_compute.cpp
+      * Output: \verbinclude ComplexEigenSolver_compute.out
+      */
+    template<typename InputType>
+    ComplexEigenSolver& compute(const EigenBase<InputType>& matrix, bool computeEigenvectors = true);
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "ComplexEigenSolver is not initialized.");
+      return m_schur.info();
+    }
+
+    /** \brief Sets the maximum number of iterations allowed. */
+    ComplexEigenSolver& setMaxIterations(Index maxIters)
+    {
+      m_schur.setMaxIterations(maxIters);
+      return *this;
+    }
+
+    /** \brief Returns the maximum number of iterations. */
+    Index getMaxIterations()
+    {
+      return m_schur.getMaxIterations();
+    }
+
+  protected:
+    
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+    }
+    
+    EigenvectorType m_eivec;
+    EigenvalueType m_eivalues;
+    ComplexSchur<MatrixType> m_schur;
+    bool m_isInitialized;
+    bool m_eigenvectorsOk;
+    EigenvectorType m_matX;
+
+  private:
+    void doComputeEigenvectors(RealScalar matrixnorm);
+    void sortEigenvalues(bool computeEigenvectors);
+};
+
+
+template<typename MatrixType>
+template<typename InputType>
+ComplexEigenSolver<MatrixType>& 
+ComplexEigenSolver<MatrixType>::compute(const EigenBase<InputType>& matrix, bool computeEigenvectors)
+{
+  check_template_parameters();
+  
+  // this code is inspired from Jampack
+  eigen_assert(matrix.cols() == matrix.rows());
+
+  // Do a complex Schur decomposition, A = U T U^*
+  // The eigenvalues are on the diagonal of T.
+  m_schur.compute(matrix.derived(), computeEigenvectors);
+
+  if(m_schur.info() == Success)
+  {
+    m_eivalues = m_schur.matrixT().diagonal();
+    if(computeEigenvectors)
+      doComputeEigenvectors(m_schur.matrixT().norm());
+    sortEigenvalues(computeEigenvectors);
+  }
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+  return *this;
+}
+
+
+template<typename MatrixType>
+void ComplexEigenSolver<MatrixType>::doComputeEigenvectors(RealScalar matrixnorm)
+{
+  const Index n = m_eivalues.size();
+
+  matrixnorm = numext::maxi(matrixnorm,(std::numeric_limits<RealScalar>::min)());
+
+  // Compute X such that T = X D X^(-1), where D is the diagonal of T.
+  // The matrix X is unit triangular.
+  m_matX = EigenvectorType::Zero(n, n);
+  for(Index k=n-1 ; k>=0 ; k--)
+  {
+    m_matX.coeffRef(k,k) = ComplexScalar(1.0,0.0);
+    // Compute X(i,k) using the (i,k) entry of the equation X T = D X
+    for(Index i=k-1 ; i>=0 ; i--)
+    {
+      m_matX.coeffRef(i,k) = -m_schur.matrixT().coeff(i,k);
+      if(k-i-1>0)
+        m_matX.coeffRef(i,k) -= (m_schur.matrixT().row(i).segment(i+1,k-i-1) * m_matX.col(k).segment(i+1,k-i-1)).value();
+      ComplexScalar z = m_schur.matrixT().coeff(i,i) - m_schur.matrixT().coeff(k,k);
+      if(z==ComplexScalar(0))
+      {
+        // If the i-th and k-th eigenvalue are equal, then z equals 0.
+        // Use a small value instead, to prevent division by zero.
+        numext::real_ref(z) = NumTraits<RealScalar>::epsilon() * matrixnorm;
+      }
+      m_matX.coeffRef(i,k) = m_matX.coeff(i,k) / z;
+    }
+  }
+
+  // Compute V as V = U X; now A = U T U^* = U X D X^(-1) U^* = V D V^(-1)
+  m_eivec.noalias() = m_schur.matrixU() * m_matX;
+  // .. and normalize the eigenvectors
+  for(Index k=0 ; k<n ; k++)
+  {
+    m_eivec.col(k).normalize();
+  }
+}
+
+
+template<typename MatrixType>
+void ComplexEigenSolver<MatrixType>::sortEigenvalues(bool computeEigenvectors)
+{
+  const Index n =  m_eivalues.size();
+  for (Index i=0; i<n; i++)
+  {
+    Index k;
+    m_eivalues.cwiseAbs().tail(n-i).minCoeff(&k);
+    if (k != 0)
+    {
+      k += i;
+      std::swap(m_eivalues[k],m_eivalues[i]);
+      if(computeEigenvectors)
+	m_eivec.col(i).swap(m_eivec.col(k));
+    }
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_EIGEN_SOLVER_H

data/vendor/eigen/Eigen/src/Eigenvalues/ComplexSchur.h

@@ -0,0 +1,459 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Claire Maurice
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_COMPLEX_SCHUR_H
+#define EIGEN_COMPLEX_SCHUR_H
+
+#include "./HessenbergDecomposition.h"
+
+namespace Eigen { 
+
+namespace internal {
+template<typename MatrixType, bool IsComplex> struct complex_schur_reduce_to_hessenberg;
+}
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class ComplexSchur
+  *
+  * \brief Performs a complex Schur decomposition of a real or complex square matrix
+  *
+  * \tparam _MatrixType the type of the matrix of which we are
+  * computing the Schur decomposition; this is expected to be an
+  * instantiation of the Matrix class template.
+  *
+  * Given a real or complex square matrix A, this class computes the
+  * Schur decomposition: \f$ A = U T U^*\f$ where U is a unitary
+  * complex matrix, and T is a complex upper triangular matrix.  The
+  * diagonal of the matrix T corresponds to the eigenvalues of the
+  * matrix A.
+  *
+  * Call the function compute() to compute the Schur decomposition of
+  * a given matrix. Alternatively, you can use the 
+  * ComplexSchur(const MatrixType&, bool) constructor which computes
+  * the Schur decomposition at construction time. Once the
+  * decomposition is computed, you can use the matrixU() and matrixT()
+  * functions to retrieve the matrices U and V in the decomposition.
+  *
+  * \note This code is inspired from Jampack
+  *
+  * \sa class RealSchur, class EigenSolver, class ComplexEigenSolver
+  */
+template<typename _MatrixType> class ComplexSchur
+{
+  public:
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+    /** \brief Scalar type for matrices of type \p _MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
+
+    /** \brief Complex scalar type for \p _MatrixType. 
+      *
+      * This is \c std::complex<Scalar> if #Scalar is real (e.g.,
+      * \c float or \c double) and just \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef std::complex<RealScalar> ComplexScalar;
+
+    /** \brief Type for the matrices in the Schur decomposition.
+      *
+      * This is a square matrix with entries of type #ComplexScalar. 
+      * The size is the same as the size of \p _MatrixType.
+      */
+    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> ComplexMatrixType;
+
+    /** \brief Default constructor.
+      *
+      * \param [in] size  Positive integer, size of the matrix whose Schur decomposition will be computed.
+      *
+      * The default constructor is useful in cases in which the user
+      * intends to perform decompositions via compute().  The \p size
+      * parameter is only used as a hint. It is not an error to give a
+      * wrong \p size, but it may impair performance.
+      *
+      * \sa compute() for an example.
+      */
+    explicit ComplexSchur(Index size = RowsAtCompileTime==Dynamic ? 1 : RowsAtCompileTime)
+      : m_matT(size,size),
+        m_matU(size,size),
+        m_hess(size),
+        m_isInitialized(false),
+        m_matUisUptodate(false),
+        m_maxIters(-1)
+    {}
+
+    /** \brief Constructor; computes Schur decomposition of given matrix. 
+      * 
+      * \param[in]  matrix    Square matrix whose Schur decomposition is to be computed.
+      * \param[in]  computeU  If true, both T and U are computed; if false, only T is computed.
+      *
+      * This constructor calls compute() to compute the Schur decomposition.
+      *
+      * \sa matrixT() and matrixU() for examples.
+      */
+    template<typename InputType>
+    explicit ComplexSchur(const EigenBase<InputType>& matrix, bool computeU = true)
+      : m_matT(matrix.rows(),matrix.cols()),
+        m_matU(matrix.rows(),matrix.cols()),
+        m_hess(matrix.rows()),
+        m_isInitialized(false),
+        m_matUisUptodate(false),
+        m_maxIters(-1)
+    {
+      compute(matrix.derived(), computeU);
+    }
+
+    /** \brief Returns the unitary matrix in the Schur decomposition. 
+      *
+      * \returns A const reference to the matrix U.
+      *
+      * It is assumed that either the constructor
+      * ComplexSchur(const MatrixType& matrix, bool computeU) or the
+      * member function compute(const MatrixType& matrix, bool computeU)
+      * has been called before to compute the Schur decomposition of a
+      * matrix, and that \p computeU was set to true (the default
+      * value).
+      *
+      * Example: \include ComplexSchur_matrixU.cpp
+      * Output: \verbinclude ComplexSchur_matrixU.out
+      */
+    const ComplexMatrixType& matrixU() const
+    {
+      eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
+      eigen_assert(m_matUisUptodate && "The matrix U has not been computed during the ComplexSchur decomposition.");
+      return m_matU;
+    }
+
+    /** \brief Returns the triangular matrix in the Schur decomposition. 
+      *
+      * \returns A const reference to the matrix T.
+      *
+      * It is assumed that either the constructor
+      * ComplexSchur(const MatrixType& matrix, bool computeU) or the
+      * member function compute(const MatrixType& matrix, bool computeU)
+      * has been called before to compute the Schur decomposition of a
+      * matrix.
+      *
+      * Note that this function returns a plain square matrix. If you want to reference
+      * only the upper triangular part, use:
+      * \code schur.matrixT().triangularView<Upper>() \endcode 
+      *
+      * Example: \include ComplexSchur_matrixT.cpp
+      * Output: \verbinclude ComplexSchur_matrixT.out
+      */
+    const ComplexMatrixType& matrixT() const
+    {
+      eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
+      return m_matT;
+    }
+
+    /** \brief Computes Schur decomposition of given matrix. 
+      * 
+      * \param[in]  matrix  Square matrix whose Schur decomposition is to be computed.
+      * \param[in]  computeU  If true, both T and U are computed; if false, only T is computed.
+
+      * \returns    Reference to \c *this
+      *
+      * The Schur decomposition is computed by first reducing the
+      * matrix to Hessenberg form using the class
+      * HessenbergDecomposition. The Hessenberg matrix is then reduced
+      * to triangular form by performing QR iterations with a single
+      * shift. The cost of computing the Schur decomposition depends
+      * on the number of iterations; as a rough guide, it may be taken
+      * on the number of iterations; as a rough guide, it may be taken
+      * to be \f$25n^3\f$ complex flops, or \f$10n^3\f$ complex flops
+      * if \a computeU is false.
+      *
+      * Example: \include ComplexSchur_compute.cpp
+      * Output: \verbinclude ComplexSchur_compute.out
+      *
+      * \sa compute(const MatrixType&, bool, Index)
+      */
+    template<typename InputType>
+    ComplexSchur& compute(const EigenBase<InputType>& matrix, bool computeU = true);
+    
+    /** \brief Compute Schur decomposition from a given Hessenberg matrix
+     *  \param[in] matrixH Matrix in Hessenberg form H
+     *  \param[in] matrixQ orthogonal matrix Q that transform a matrix A to H : A = Q H Q^T
+     *  \param computeU Computes the matriX U of the Schur vectors
+     * \return Reference to \c *this
+     * 
+     *  This routine assumes that the matrix is already reduced in Hessenberg form matrixH
+     *  using either the class HessenbergDecomposition or another mean. 
+     *  It computes the upper quasi-triangular matrix T of the Schur decomposition of H
+     *  When computeU is true, this routine computes the matrix U such that 
+     *  A = U T U^T =  (QZ) T (QZ)^T = Q H Q^T where A is the initial matrix
+     * 
+     * NOTE Q is referenced if computeU is true; so, if the initial orthogonal matrix
+     * is not available, the user should give an identity matrix (Q.setIdentity())
+     * 
+     * \sa compute(const MatrixType&, bool)
+     */
+    template<typename HessMatrixType, typename OrthMatrixType>
+    ComplexSchur& computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ,  bool computeU=true);
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "ComplexSchur is not initialized.");
+      return m_info;
+    }
+
+    /** \brief Sets the maximum number of iterations allowed. 
+      *
+      * If not specified by the user, the maximum number of iterations is m_maxIterationsPerRow times the size
+      * of the matrix.
+      */
+    ComplexSchur& setMaxIterations(Index maxIters)
+    {
+      m_maxIters = maxIters;
+      return *this;
+    }
+
+    /** \brief Returns the maximum number of iterations. */
+    Index getMaxIterations()
+    {
+      return m_maxIters;
+    }
+
+    /** \brief Maximum number of iterations per row.
+      *
+      * If not otherwise specified, the maximum number of iterations is this number times the size of the
+      * matrix. It is currently set to 30.
+      */
+    static const int m_maxIterationsPerRow = 30;
+
+  protected:
+    ComplexMatrixType m_matT, m_matU;
+    HessenbergDecomposition<MatrixType> m_hess;
+    ComputationInfo m_info;
+    bool m_isInitialized;
+    bool m_matUisUptodate;
+    Index m_maxIters;
+
+  private:  
+    bool subdiagonalEntryIsNeglegible(Index i);
+    ComplexScalar computeShift(Index iu, Index iter);
+    void reduceToTriangularForm(bool computeU);
+    friend struct internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>;
+};
+
+/** If m_matT(i+1,i) is neglegible in floating point arithmetic
+  * compared to m_matT(i,i) and m_matT(j,j), then set it to zero and
+  * return true, else return false. */
+template<typename MatrixType>
+inline bool ComplexSchur<MatrixType>::subdiagonalEntryIsNeglegible(Index i)
+{
+  RealScalar d = numext::norm1(m_matT.coeff(i,i)) + numext::norm1(m_matT.coeff(i+1,i+1));
+  RealScalar sd = numext::norm1(m_matT.coeff(i+1,i));
+  if (internal::isMuchSmallerThan(sd, d, NumTraits<RealScalar>::epsilon()))
+  {
+    m_matT.coeffRef(i+1,i) = ComplexScalar(0);
+    return true;
+  }
+  return false;
+}
+
+
+/** Compute the shift in the current QR iteration. */
+template<typename MatrixType>
+typename ComplexSchur<MatrixType>::ComplexScalar ComplexSchur<MatrixType>::computeShift(Index iu, Index iter)
+{
+  using std::abs;
+  if (iter == 10 || iter == 20) 
+  {
+    // exceptional shift, taken from http://www.netlib.org/eispack/comqr.f
+    return abs(numext::real(m_matT.coeff(iu,iu-1))) + abs(numext::real(m_matT.coeff(iu-1,iu-2)));
+  }
+
+  // compute the shift as one of the eigenvalues of t, the 2x2
+  // diagonal block on the bottom of the active submatrix
+  Matrix<ComplexScalar,2,2> t = m_matT.template block<2,2>(iu-1,iu-1);
+  RealScalar normt = t.cwiseAbs().sum();
+  t /= normt;     // the normalization by sf is to avoid under/overflow
+
+  ComplexScalar b = t.coeff(0,1) * t.coeff(1,0);
+  ComplexScalar c = t.coeff(0,0) - t.coeff(1,1);
+  ComplexScalar disc = sqrt(c*c + RealScalar(4)*b);
+  ComplexScalar det = t.coeff(0,0) * t.coeff(1,1) - b;
+  ComplexScalar trace = t.coeff(0,0) + t.coeff(1,1);
+  ComplexScalar eival1 = (trace + disc) / RealScalar(2);
+  ComplexScalar eival2 = (trace - disc) / RealScalar(2);
+
+  if(numext::norm1(eival1) > numext::norm1(eival2))
+    eival2 = det / eival1;
+  else
+    eival1 = det / eival2;
+
+  // choose the eigenvalue closest to the bottom entry of the diagonal
+  if(numext::norm1(eival1-t.coeff(1,1)) < numext::norm1(eival2-t.coeff(1,1)))
+    return normt * eival1;
+  else
+    return normt * eival2;
+}
+
+
+template<typename MatrixType>
+template<typename InputType>
+ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::compute(const EigenBase<InputType>& matrix, bool computeU)
+{
+  m_matUisUptodate = false;
+  eigen_assert(matrix.cols() == matrix.rows());
+
+  if(matrix.cols() == 1)
+  {
+    m_matT = matrix.derived().template cast<ComplexScalar>();
+    if(computeU)  m_matU = ComplexMatrixType::Identity(1,1);
+    m_info = Success;
+    m_isInitialized = true;
+    m_matUisUptodate = computeU;
+    return *this;
+  }
+
+  internal::complex_schur_reduce_to_hessenberg<MatrixType, NumTraits<Scalar>::IsComplex>::run(*this, matrix.derived(), computeU);
+  computeFromHessenberg(m_matT, m_matU, computeU);
+  return *this;
+}
+
+template<typename MatrixType>
+template<typename HessMatrixType, typename OrthMatrixType>
+ComplexSchur<MatrixType>& ComplexSchur<MatrixType>::computeFromHessenberg(const HessMatrixType& matrixH, const OrthMatrixType& matrixQ, bool computeU)
+{
+  m_matT = matrixH;
+  if(computeU)
+    m_matU = matrixQ;
+  reduceToTriangularForm(computeU);
+  return *this;
+}
+namespace internal {
+
+/* Reduce given matrix to Hessenberg form */
+template<typename MatrixType, bool IsComplex>
+struct complex_schur_reduce_to_hessenberg
+{
+  // this is the implementation for the case IsComplex = true
+  static void run(ComplexSchur<MatrixType>& _this, const MatrixType& matrix, bool computeU)
+  {
+    _this.m_hess.compute(matrix);
+    _this.m_matT = _this.m_hess.matrixH();
+    if(computeU)  _this.m_matU = _this.m_hess.matrixQ();
+  }
+};
+
+template<typename MatrixType>
+struct complex_schur_reduce_to_hessenberg<MatrixType, false>
+{
+  static void run(ComplexSchur<MatrixType>& _this, const MatrixType& matrix, bool computeU)
+  {
+    typedef typename ComplexSchur<MatrixType>::ComplexScalar ComplexScalar;
+
+    // Note: m_hess is over RealScalar; m_matT and m_matU is over ComplexScalar
+    _this.m_hess.compute(matrix);
+    _this.m_matT = _this.m_hess.matrixH().template cast<ComplexScalar>();
+    if(computeU)  
+    {
+      // This may cause an allocation which seems to be avoidable
+      MatrixType Q = _this.m_hess.matrixQ(); 
+      _this.m_matU = Q.template cast<ComplexScalar>();
+    }
+  }
+};
+
+} // end namespace internal
+
+// Reduce the Hessenberg matrix m_matT to triangular form by QR iteration.
+template<typename MatrixType>
+void ComplexSchur<MatrixType>::reduceToTriangularForm(bool computeU)
+{  
+  Index maxIters = m_maxIters;
+  if (maxIters == -1)
+    maxIters = m_maxIterationsPerRow * m_matT.rows();
+
+  // The matrix m_matT is divided in three parts. 
+  // Rows 0,...,il-1 are decoupled from the rest because m_matT(il,il-1) is zero. 
+  // Rows il,...,iu is the part we are working on (the active submatrix).
+  // Rows iu+1,...,end are already brought in triangular form.
+  Index iu = m_matT.cols() - 1;
+  Index il;
+  Index iter = 0; // number of iterations we are working on the (iu,iu) element
+  Index totalIter = 0; // number of iterations for whole matrix
+
+  while(true)
+  {
+    // find iu, the bottom row of the active submatrix
+    while(iu > 0)
+    {
+      if(!subdiagonalEntryIsNeglegible(iu-1)) break;
+      iter = 0;
+      --iu;
+    }
+
+    // if iu is zero then we are done; the whole matrix is triangularized
+    if(iu==0) break;
+
+    // if we spent too many iterations, we give up
+    iter++;
+    totalIter++;
+    if(totalIter > maxIters) break;
+
+    // find il, the top row of the active submatrix
+    il = iu-1;
+    while(il > 0 && !subdiagonalEntryIsNeglegible(il-1))
+    {
+      --il;
+    }
+
+    /* perform the QR step using Givens rotations. The first rotation
+       creates a bulge; the (il+2,il) element becomes nonzero. This
+       bulge is chased down to the bottom of the active submatrix. */
+
+    ComplexScalar shift = computeShift(iu, iter);
+    JacobiRotation<ComplexScalar> rot;
+    rot.makeGivens(m_matT.coeff(il,il) - shift, m_matT.coeff(il+1,il));
+    m_matT.rightCols(m_matT.cols()-il).applyOnTheLeft(il, il+1, rot.adjoint());
+    m_matT.topRows((std::min)(il+2,iu)+1).applyOnTheRight(il, il+1, rot);
+    if(computeU) m_matU.applyOnTheRight(il, il+1, rot);
+
+    for(Index i=il+1 ; i<iu ; i++)
+    {
+      rot.makeGivens(m_matT.coeffRef(i,i-1), m_matT.coeffRef(i+1,i-1), &m_matT.coeffRef(i,i-1));
+      m_matT.coeffRef(i+1,i-1) = ComplexScalar(0);
+      m_matT.rightCols(m_matT.cols()-i).applyOnTheLeft(i, i+1, rot.adjoint());
+      m_matT.topRows((std::min)(i+2,iu)+1).applyOnTheRight(i, i+1, rot);
+      if(computeU) m_matU.applyOnTheRight(i, i+1, rot);
+    }
+  }
+
+  if(totalIter <= maxIters)
+    m_info = Success;
+  else
+    m_info = NoConvergence;
+
+  m_isInitialized = true;
+  m_matUisUptodate = computeU;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_SCHUR_H