tomoto 0.2.2 → 0.3.0

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

@@ -14,6 +14,18 @@
 
 namespace Eigen { 
 
+namespace internal {
+template<typename _MatrixType> struct traits<HouseholderQR<_MatrixType> >
+ : traits<_MatrixType>
+{
+  typedef MatrixXpr XprKind;
+  typedef SolverStorage StorageKind;
+  typedef int StorageIndex;
+  enum { Flags = 0 };
+};
+
+} // end namespace internal
+
 /** \ingroup QR_Module
   *
   *
@@ -42,20 +54,19 @@ namespace Eigen {
   * \sa MatrixBase::householderQr()
   */
 template<typename _MatrixType> class HouseholderQR
+        : public SolverBase<HouseholderQR<_MatrixType> >
 {
   public:
 
     typedef _MatrixType MatrixType;
+    typedef SolverBase<HouseholderQR> Base;
+    friend class SolverBase<HouseholderQR>;
+
+    EIGEN_GENERIC_PUBLIC_INTERFACE(HouseholderQR)
     enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
       MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
       MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
     };
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename MatrixType::RealScalar RealScalar;
-    // FIXME should be int
-    typedef typename MatrixType::StorageIndex StorageIndex;
     typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, (MatrixType::Flags&RowMajorBit) ? RowMajor : ColMajor, MaxRowsAtCompileTime, MaxRowsAtCompileTime> MatrixQType;
     typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
     typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
@@ -121,6 +132,7 @@ template<typename _MatrixType> class HouseholderQR
       computeInPlace();
     }
 
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
     /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
       * *this is the QR decomposition, if any exists.
       *
@@ -137,11 +149,8 @@ template<typename _MatrixType> class HouseholderQR
       */
     template<typename Rhs>
     inline const Solve<HouseholderQR, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
-    {
-      eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
-      return Solve<HouseholderQR, Rhs>(*this, b.derived());
-    }
+    solve(const MatrixBase<Rhs>& b) const;
+    #endif
 
     /** This method returns an expression of the unitary matrix Q as a sequence of Householder transformations.
       *
@@ -204,28 +213,30 @@ template<typename _MatrixType> class HouseholderQR
 
     inline Index rows() const { return m_qr.rows(); }
     inline Index cols() const { return m_qr.cols(); }
-    
+
     /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
       * 
       * For advanced uses only.
       */
     const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
-    
+
     #ifndef EIGEN_PARSED_BY_DOXYGEN
     template<typename RhsType, typename DstType>
-    EIGEN_DEVICE_FUNC
     void _solve_impl(const RhsType &rhs, DstType &dst) const;
+
+    template<bool Conjugate, typename RhsType, typename DstType>
+    void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
     #endif
 
   protected:
-    
+
     static void check_template_parameters()
     {
       EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
     }
 
     void computeInPlace();
-    
+
     MatrixType m_qr;
     HCoeffsType m_hCoeffs;
     RowVectorType m_temp;
@@ -292,7 +303,7 @@ template<typename MatrixQR, typename HCoeffs,
   bool InnerStrideIsOne = (MatrixQR::InnerStrideAtCompileTime == 1 && HCoeffs::InnerStrideAtCompileTime == 1)>
 struct householder_qr_inplace_blocked
 {
-  // This is specialized for MKL-supported Scalar types in HouseholderQR_MKL.h
+  // This is specialized for LAPACK-supported Scalar types in HouseholderQR_LAPACKE.h
   static void run(MatrixQR& mat, HCoeffs& hCoeffs, Index maxBlockSize=32,
       typename MatrixQR::Scalar* tempData = 0)
   {
@@ -350,15 +361,10 @@ template<typename RhsType, typename DstType>
 void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
 {
   const Index rank = (std::min)(rows(), cols());
-  eigen_assert(rhs.rows() == rows());
 
   typename RhsType::PlainObject c(rhs);
 
-  // Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
-  c.applyOnTheLeft(householderSequence(
-    m_qr.leftCols(rank),
-    m_hCoeffs.head(rank)).transpose()
-  );
+  c.applyOnTheLeft(householderQ().setLength(rank).adjoint() );
 
   m_qr.topLeftCorner(rank, rank)
       .template triangularView<Upper>()
@@ -367,6 +373,25 @@ void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) c
   dst.topRows(rank) = c.topRows(rank);
   dst.bottomRows(cols()-rank).setZero();
 }
+
+template<typename _MatrixType>
+template<bool Conjugate, typename RhsType, typename DstType>
+void HouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
+{
+  const Index rank = (std::min)(rows(), cols());
+
+  typename RhsType::PlainObject c(rhs);
+
+  m_qr.topLeftCorner(rank, rank)
+      .template triangularView<Upper>()
+      .transpose().template conjugateIf<Conjugate>()
+      .solveInPlace(c.topRows(rank));
+
+  dst.topRows(rank) = c.topRows(rank);
+  dst.bottomRows(rows()-rank).setZero();
+
+  dst.applyOnTheLeft(householderQ().setLength(rank).template conjugateIf<!Conjugate>() );
+}
 #endif
 
 /** Performs the QR factorization of the given matrix \a matrix. The result of

data/vendor/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h

@@ -74,13 +74,35 @@ class SPQR : public SparseSolverBase<SPQR<_MatrixType> >
     };
   public:
     SPQR() 
-      : m_ordering(SPQR_ORDERING_DEFAULT), m_allow_tol(SPQR_DEFAULT_TOL), m_tolerance (NumTraits<Scalar>::epsilon()), m_useDefaultThreshold(true)
+      : m_analysisIsOk(false),
+        m_factorizationIsOk(false),
+        m_isRUpToDate(false),
+        m_ordering(SPQR_ORDERING_DEFAULT),
+        m_allow_tol(SPQR_DEFAULT_TOL),
+        m_tolerance (NumTraits<Scalar>::epsilon()),
+        m_cR(0),
+        m_E(0),
+        m_H(0),
+        m_HPinv(0),
+        m_HTau(0),
+        m_useDefaultThreshold(true)
     { 
       cholmod_l_start(&m_cc);
     }
     
     explicit SPQR(const _MatrixType& matrix)
-    : m_ordering(SPQR_ORDERING_DEFAULT), m_allow_tol(SPQR_DEFAULT_TOL), m_tolerance (NumTraits<Scalar>::epsilon()), m_useDefaultThreshold(true)
+      : m_analysisIsOk(false),
+        m_factorizationIsOk(false),
+        m_isRUpToDate(false),
+        m_ordering(SPQR_ORDERING_DEFAULT),
+        m_allow_tol(SPQR_DEFAULT_TOL),
+        m_tolerance (NumTraits<Scalar>::epsilon()),
+        m_cR(0),
+        m_E(0),
+        m_H(0),
+        m_HPinv(0),
+        m_HTau(0),
+        m_useDefaultThreshold(true)
     {
       cholmod_l_start(&m_cc);
       compute(matrix);
@@ -220,7 +242,7 @@ class SPQR : public SparseSolverBase<SPQR<_MatrixType> >
     
     /** \brief Reports whether previous computation was successful.
       *
-      * \returns \c Success if computation was succesful,
+      * \returns \c Success if computation was successful,
       *          \c NumericalIssue if the sparse QR can not be computed
       */
     ComputationInfo info() const