umappp 0.1.2

data/vendor/Eigen/src/SparseQR/SparseQR.h

@@ -0,0 +1,758 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012-2013 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_SPARSE_QR_H
+#define EIGEN_SPARSE_QR_H
+
+namespace Eigen {
+
+template<typename MatrixType, typename OrderingType> class SparseQR;
+template<typename SparseQRType> struct SparseQRMatrixQReturnType;
+template<typename SparseQRType> struct SparseQRMatrixQTransposeReturnType;
+template<typename SparseQRType, typename Derived> struct SparseQR_QProduct;
+namespace internal {
+  template <typename SparseQRType> struct traits<SparseQRMatrixQReturnType<SparseQRType> >
+  {
+    typedef typename SparseQRType::MatrixType ReturnType;
+    typedef typename ReturnType::StorageIndex StorageIndex;
+    typedef typename ReturnType::StorageKind StorageKind;
+    enum {
+      RowsAtCompileTime = Dynamic,
+      ColsAtCompileTime = Dynamic
+    };
+  };
+  template <typename SparseQRType> struct traits<SparseQRMatrixQTransposeReturnType<SparseQRType> >
+  {
+    typedef typename SparseQRType::MatrixType ReturnType;
+  };
+  template <typename SparseQRType, typename Derived> struct traits<SparseQR_QProduct<SparseQRType, Derived> >
+  {
+    typedef typename Derived::PlainObject ReturnType;
+  };
+} // End namespace internal
+
+/**
+  * \ingroup SparseQR_Module
+  * \class SparseQR
+  * \brief Sparse left-looking QR factorization with numerical column pivoting
+  * 
+  * This class implements a left-looking QR decomposition of sparse matrices
+  * with numerical column pivoting.
+  * When a column has a norm less than a given tolerance
+  * it is implicitly permuted to the end. The QR factorization thus obtained is 
+  * given by A*P = Q*R where R is upper triangular or trapezoidal. 
+  * 
+  * P is the column permutation which is the product of the fill-reducing and the
+  * numerical permutations. Use colsPermutation() to get it.
+  * 
+  * Q is the orthogonal matrix represented as products of Householder reflectors. 
+  * Use matrixQ() to get an expression and matrixQ().adjoint() to get the adjoint.
+  * You can then apply it to a vector.
+  * 
+  * R is the sparse triangular or trapezoidal matrix. The later occurs when A is rank-deficient.
+  * matrixR().topLeftCorner(rank(), rank()) always returns a triangular factor of full rank.
+  * 
+  * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<>
+  * \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module 
+  *  OrderingMethods \endlink module for the list of built-in and external ordering methods.
+  * 
+  * \implsparsesolverconcept
+  *
+  * The numerical pivoting strategy and default threshold are the same as in SuiteSparse QR, and
+  * detailed in the following paper:
+  * <i>
+  * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
+  * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011.
+  * </i>
+  * Even though it is qualified as "rank-revealing", this strategy might fail for some 
+  * rank deficient problems. When this class is used to solve linear or least-square problems
+  * it is thus strongly recommended to check the accuracy of the computed solution. If it
+  * failed, it usually helps to increase the threshold with setPivotThreshold.
+  * 
+  * \warning The input sparse matrix A must be in compressed mode (see SparseMatrix::makeCompressed()).
+  * \warning For complex matrices matrixQ().transpose() will actually return the adjoint matrix.
+  * 
+  */
+template<typename _MatrixType, typename _OrderingType>
+class SparseQR : public SparseSolverBase<SparseQR<_MatrixType,_OrderingType> >
+{
+  protected:
+    typedef SparseSolverBase<SparseQR<_MatrixType,_OrderingType> > Base;
+    using Base::m_isInitialized;
+  public:
+    using Base::_solve_impl;
+    typedef _MatrixType MatrixType;
+    typedef _OrderingType OrderingType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef SparseMatrix<Scalar,ColMajor,StorageIndex> QRMatrixType;
+    typedef Matrix<StorageIndex, Dynamic, 1> IndexVector;
+    typedef Matrix<Scalar, Dynamic, 1> ScalarVector;
+    typedef PermutationMatrix<Dynamic, Dynamic, StorageIndex> PermutationType;
+
+    enum {
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    
+  public:
+    SparseQR () :  m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
+    { }
+    
+    /** Construct a QR factorization of the matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa compute()
+      */
+    explicit SparseQR(const MatrixType& mat) : m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false),m_isEtreeOk(false)
+    {
+      compute(mat);
+    }
+    
+    /** Computes the QR factorization of the sparse matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa analyzePattern(), factorize()
+      */
+    void compute(const MatrixType& mat)
+    {
+      analyzePattern(mat);
+      factorize(mat);
+    }
+    void analyzePattern(const MatrixType& mat);
+    void factorize(const MatrixType& mat);
+    
+    /** \returns the number of rows of the represented matrix. 
+      */
+    inline Index rows() const { return m_pmat.rows(); }
+    
+    /** \returns the number of columns of the represented matrix. 
+      */
+    inline Index cols() const { return m_pmat.cols();}
+    
+    /** \returns a const reference to the \b sparse upper triangular matrix R of the QR factorization.
+      * \warning The entries of the returned matrix are not sorted. This means that using it in algorithms
+      *          expecting sorted entries will fail. This include random coefficient accesses (SpaseMatrix::coeff()),
+      *          and coefficient-wise operations. Matrix products and triangular solves are fine though.
+      *
+      * To sort the entries, you can assign it to a row-major matrix, and if a column-major matrix
+      * is required, you can copy it again:
+      * \code
+      * SparseMatrix<double>          R  = qr.matrixR();  // column-major, not sorted!
+      * SparseMatrix<double,RowMajor> Rr = qr.matrixR();  // row-major, sorted
+      * SparseMatrix<double>          Rc = Rr;            // column-major, sorted
+      * \endcode
+      */
+    const QRMatrixType& matrixR() const { return m_R; }
+    
+    /** \returns the number of non linearly dependent columns as determined by the pivoting threshold.
+      *
+      * \sa setPivotThreshold()
+      */
+    Index rank() const
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      return m_nonzeropivots; 
+    }
+    
+    /** \returns an expression of the matrix Q as products of sparse Householder reflectors.
+    * The common usage of this function is to apply it to a dense matrix or vector
+    * \code
+    * VectorXd B1, B2;
+    * // Initialize B1
+    * B2 = matrixQ() * B1;
+    * \endcode
+    *
+    * To get a plain SparseMatrix representation of Q:
+    * \code
+    * SparseMatrix<double> Q;
+    * Q = SparseQR<SparseMatrix<double> >(A).matrixQ();
+    * \endcode
+    * Internally, this call simply performs a sparse product between the matrix Q
+    * and a sparse identity matrix. However, due to the fact that the sparse
+    * reflectors are stored unsorted, two transpositions are needed to sort
+    * them before performing the product.
+    */
+    SparseQRMatrixQReturnType<SparseQR> matrixQ() const 
+    { return SparseQRMatrixQReturnType<SparseQR>(*this); }
+    
+    /** \returns a const reference to the column permutation P that was applied to A such that A*P = Q*R
+      * It is the combination of the fill-in reducing permutation and numerical column pivoting.
+      */
+    const PermutationType& colsPermutation() const
+    { 
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_outputPerm_c;
+    }
+    
+    /** \returns A string describing the type of error.
+      * This method is provided to ease debugging, not to handle errors.
+      */
+    std::string lastErrorMessage() const { return m_lastError; }
+    
+    /** \internal */
+    template<typename Rhs, typename Dest>
+    bool _solve_impl(const MatrixBase<Rhs> &B, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+
+      Index rank = this->rank();
+      
+      // Compute Q^* * b;
+      typename Dest::PlainObject y, b;
+      y = this->matrixQ().adjoint() * B;
+      b = y;
+      
+      // Solve with the triangular matrix R
+      y.resize((std::max<Index>)(cols(),y.rows()),y.cols());
+      y.topRows(rank) = this->matrixR().topLeftCorner(rank, rank).template triangularView<Upper>().solve(b.topRows(rank));
+      y.bottomRows(y.rows()-rank).setZero();
+      
+      // Apply the column permutation
+      if (m_perm_c.size())  dest = colsPermutation() * y.topRows(cols());
+      else                  dest = y.topRows(cols());
+      
+      m_info = Success;
+      return true;
+    }
+
+    /** Sets the threshold that is used to determine linearly dependent columns during the factorization.
+      *
+      * In practice, if during the factorization the norm of the column that has to be eliminated is below
+      * this threshold, then the entire column is treated as zero, and it is moved at the end.
+      */
+    void setPivotThreshold(const RealScalar& threshold)
+    {
+      m_useDefaultThreshold = false;
+      m_threshold = threshold;
+    }
+    
+    /** \returns the solution X of \f$ A X = B \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const Solve<SparseQR, Rhs> solve(const MatrixBase<Rhs>& B) const 
+    {
+      eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+      eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+      return Solve<SparseQR, Rhs>(*this, B.derived());
+    }
+    template<typename Rhs>
+    inline const Solve<SparseQR, Rhs> solve(const SparseMatrixBase<Rhs>& B) const
+    {
+          eigen_assert(m_isInitialized && "The factorization should be called first, use compute()");
+          eigen_assert(this->rows() == B.rows() && "SparseQR::solve() : invalid number of rows in the right hand side matrix");
+          return Solve<SparseQR, Rhs>(*this, B.derived());
+    }
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the QR factorization reports a numerical problem
+      *          \c InvalidInput if the input matrix is invalid
+      *
+      * \sa iparm()          
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+
+    /** \internal */
+    inline void _sort_matrix_Q()
+    {
+      if(this->m_isQSorted) return;
+      // The matrix Q is sorted during the transposition
+      SparseMatrix<Scalar, RowMajor, Index> mQrm(this->m_Q);
+      this->m_Q = mQrm;
+      this->m_isQSorted = true;
+    }
+
+    
+  protected:
+    bool m_analysisIsok;
+    bool m_factorizationIsok;
+    mutable ComputationInfo m_info;
+    std::string m_lastError;
+    QRMatrixType m_pmat;            // Temporary matrix
+    QRMatrixType m_R;               // The triangular factor matrix
+    QRMatrixType m_Q;               // The orthogonal reflectors
+    ScalarVector m_hcoeffs;         // The Householder coefficients
+    PermutationType m_perm_c;       // Fill-reducing  Column  permutation
+    PermutationType m_pivotperm;    // The permutation for rank revealing
+    PermutationType m_outputPerm_c; // The final column permutation
+    RealScalar m_threshold;         // Threshold to determine null Householder reflections
+    bool m_useDefaultThreshold;     // Use default threshold
+    Index m_nonzeropivots;          // Number of non zero pivots found
+    IndexVector m_etree;            // Column elimination tree
+    IndexVector m_firstRowElt;      // First element in each row
+    bool m_isQSorted;               // whether Q is sorted or not
+    bool m_isEtreeOk;               // whether the elimination tree match the initial input matrix
+    
+    template <typename, typename > friend struct SparseQR_QProduct;
+    
+};
+
+/** \brief Preprocessing step of a QR factorization 
+  * 
+  * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+  * 
+  * In this step, the fill-reducing permutation is computed and applied to the columns of A
+  * and the column elimination tree is computed as well. Only the sparsity pattern of \a mat is exploited.
+  * 
+  * \note In this step it is assumed that there is no empty row in the matrix \a mat.
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
+{
+  eigen_assert(mat.isCompressed() && "SparseQR requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to SparseQR");
+  // Copy to a column major matrix if the input is rowmajor
+  typename internal::conditional<MatrixType::IsRowMajor,QRMatrixType,const MatrixType&>::type matCpy(mat);
+  // Compute the column fill reducing ordering
+  OrderingType ord; 
+  ord(matCpy, m_perm_c); 
+  Index n = mat.cols();
+  Index m = mat.rows();
+  Index diagSize = (std::min)(m,n);
+  
+  if (!m_perm_c.size())
+  {
+    m_perm_c.resize(n);
+    m_perm_c.indices().setLinSpaced(n, 0,StorageIndex(n-1));
+  }
+  
+  // Compute the column elimination tree of the permuted matrix
+  m_outputPerm_c = m_perm_c.inverse();
+  internal::coletree(matCpy, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
+  m_isEtreeOk = true;
+  
+  m_R.resize(m, n);
+  m_Q.resize(m, diagSize);
+  
+  // Allocate space for nonzero elements: rough estimation
+  m_R.reserve(2*mat.nonZeros()); //FIXME Get a more accurate estimation through symbolic factorization with the etree
+  m_Q.reserve(2*mat.nonZeros());
+  m_hcoeffs.resize(diagSize);
+  m_analysisIsok = true;
+}
+
+/** \brief Performs the numerical QR factorization of the input matrix
+  * 
+  * The function SparseQR::analyzePattern(const MatrixType&) must have been called beforehand with
+  * a matrix having the same sparsity pattern than \a mat.
+  * 
+  * \param mat The sparse column-major matrix
+  */
+template <typename MatrixType, typename OrderingType>
+void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
+{
+  using std::abs;
+  
+  eigen_assert(m_analysisIsok && "analyzePattern() should be called before this step");
+  StorageIndex m = StorageIndex(mat.rows());
+  StorageIndex n = StorageIndex(mat.cols());
+  StorageIndex diagSize = (std::min)(m,n);
+  IndexVector mark((std::max)(m,n)); mark.setConstant(-1);  // Record the visited nodes
+  IndexVector Ridx(n), Qidx(m);                             // Store temporarily the row indexes for the current column of R and Q
+  Index nzcolR, nzcolQ;                                     // Number of nonzero for the current column of R and Q
+  ScalarVector tval(m);                                     // The dense vector used to compute the current column
+  RealScalar pivotThreshold = m_threshold;
+  
+  m_R.setZero();
+  m_Q.setZero();
+  m_pmat = mat;
+  if(!m_isEtreeOk)
+  {
+    m_outputPerm_c = m_perm_c.inverse();
+    internal::coletree(m_pmat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
+    m_isEtreeOk = true;
+  }
+
+  m_pmat.uncompress(); // To have the innerNonZeroPtr allocated
+  
+  // Apply the fill-in reducing permutation lazily:
+  {
+    // If the input is row major, copy the original column indices,
+    // otherwise directly use the input matrix
+    // 
+    IndexVector originalOuterIndicesCpy;
+    const StorageIndex *originalOuterIndices = mat.outerIndexPtr();
+    if(MatrixType::IsRowMajor)
+    {
+      originalOuterIndicesCpy = IndexVector::Map(m_pmat.outerIndexPtr(),n+1);
+      originalOuterIndices = originalOuterIndicesCpy.data();
+    }
+    
+    for (int i = 0; i < n; i++)
+    {
+      Index p = m_perm_c.size() ? m_perm_c.indices()(i) : i;
+      m_pmat.outerIndexPtr()[p] = originalOuterIndices[i]; 
+      m_pmat.innerNonZeroPtr()[p] = originalOuterIndices[i+1] - originalOuterIndices[i]; 
+    }
+  }
+  
+  /* Compute the default threshold as in MatLab, see:
+   * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
+   * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3 
+   */
+  if(m_useDefaultThreshold) 
+  {
+    RealScalar max2Norm = 0.0;
+    for (int j = 0; j < n; j++) max2Norm = numext::maxi(max2Norm, m_pmat.col(j).norm());
+    if(max2Norm==RealScalar(0))
+      max2Norm = RealScalar(1);
+    pivotThreshold = 20 * (m + n) * max2Norm * NumTraits<RealScalar>::epsilon();
+  }
+  
+  // Initialize the numerical permutation
+  m_pivotperm.setIdentity(n);
+  
+  StorageIndex nonzeroCol = 0; // Record the number of valid pivots
+  m_Q.startVec(0);
+
+  // Left looking rank-revealing QR factorization: compute a column of R and Q at a time
+  for (StorageIndex col = 0; col < n; ++col)
+  {
+    mark.setConstant(-1);
+    m_R.startVec(col);
+    mark(nonzeroCol) = col;
+    Qidx(0) = nonzeroCol;
+    nzcolR = 0; nzcolQ = 1;
+    bool found_diag = nonzeroCol>=m;
+    tval.setZero(); 
+    
+    // Symbolic factorization: find the nonzero locations of the column k of the factors R and Q, i.e.,
+    // all the nodes (with indexes lower than rank) reachable through the column elimination tree (etree) rooted at node k.
+    // Note: if the diagonal entry does not exist, then its contribution must be explicitly added,
+    // thus the trick with found_diag that permits to do one more iteration on the diagonal element if this one has not been found.
+    for (typename QRMatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp)
+    {
+      StorageIndex curIdx = nonzeroCol;
+      if(itp) curIdx = StorageIndex(itp.row());
+      if(curIdx == nonzeroCol) found_diag = true;
+      
+      // Get the nonzeros indexes of the current column of R
+      StorageIndex st = m_firstRowElt(curIdx); // The traversal of the etree starts here
+      if (st < 0 )
+      {
+        m_lastError = "Empty row found during numerical factorization";
+        m_info = InvalidInput;
+        return;
+      }
+
+      // Traverse the etree 
+      Index bi = nzcolR;
+      for (; mark(st) != col; st = m_etree(st))
+      {
+        Ridx(nzcolR) = st;  // Add this row to the list,
+        mark(st) = col;     // and mark this row as visited
+        nzcolR++;
+      }
+
+      // Reverse the list to get the topological ordering
+      Index nt = nzcolR-bi;
+      for(Index i = 0; i < nt/2; i++) std::swap(Ridx(bi+i), Ridx(nzcolR-i-1));
+       
+      // Copy the current (curIdx,pcol) value of the input matrix
+      if(itp) tval(curIdx) = itp.value();
+      else    tval(curIdx) = Scalar(0);
+      
+      // Compute the pattern of Q(:,k)
+      if(curIdx > nonzeroCol && mark(curIdx) != col ) 
+      {
+        Qidx(nzcolQ) = curIdx;  // Add this row to the pattern of Q,
+        mark(curIdx) = col;     // and mark it as visited
+        nzcolQ++;
+      }
+    }
+
+    // Browse all the indexes of R(:,col) in reverse order
+    for (Index i = nzcolR-1; i >= 0; i--)
+    {
+      Index curIdx = Ridx(i);
+      
+      // Apply the curIdx-th householder vector to the current column (temporarily stored into tval)
+      Scalar tdot(0);
+      
+      // First compute q' * tval
+      tdot = m_Q.col(curIdx).dot(tval);
+
+      tdot *= m_hcoeffs(curIdx);
+      
+      // Then update tval = tval - q * tau
+      // FIXME: tval -= tdot * m_Q.col(curIdx) should amount to the same (need to check/add support for efficient "dense ?= sparse")
+      for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq)
+        tval(itq.row()) -= itq.value() * tdot;
+
+      // Detect fill-in for the current column of Q
+      if(m_etree(Ridx(i)) == nonzeroCol)
+      {
+        for (typename QRMatrixType::InnerIterator itq(m_Q, curIdx); itq; ++itq)
+        {
+          StorageIndex iQ = StorageIndex(itq.row());
+          if (mark(iQ) != col)
+          {
+            Qidx(nzcolQ++) = iQ;  // Add this row to the pattern of Q,
+            mark(iQ) = col;       // and mark it as visited
+          }
+        }
+      }
+    } // End update current column
+    
+    Scalar tau = RealScalar(0);
+    RealScalar beta = 0;
+    
+    if(nonzeroCol < diagSize)
+    {
+      // Compute the Householder reflection that eliminate the current column
+      // FIXME this step should call the Householder module.
+      Scalar c0 = nzcolQ ? tval(Qidx(0)) : Scalar(0);
+      
+      // First, the squared norm of Q((col+1):m, col)
+      RealScalar sqrNorm = 0.;
+      for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq)));
+      if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0))
+      {
+        beta = numext::real(c0);
+        tval(Qidx(0)) = 1;
+      }
+      else
+      {
+        using std::sqrt;
+        beta = sqrt(numext::abs2(c0) + sqrNorm);
+        if(numext::real(c0) >= RealScalar(0))
+          beta = -beta;
+        tval(Qidx(0)) = 1;
+        for (Index itq = 1; itq < nzcolQ; ++itq)
+          tval(Qidx(itq)) /= (c0 - beta);
+        tau = numext::conj((beta-c0) / beta);
+          
+      }
+    }
+
+    // Insert values in R
+    for (Index  i = nzcolR-1; i >= 0; i--)
+    {
+      Index curIdx = Ridx(i);
+      if(curIdx < nonzeroCol) 
+      {
+        m_R.insertBackByOuterInnerUnordered(col, curIdx) = tval(curIdx);
+        tval(curIdx) = Scalar(0.);
+      }
+    }
+
+    if(nonzeroCol < diagSize && abs(beta) >= pivotThreshold)
+    {
+      m_R.insertBackByOuterInner(col, nonzeroCol) = beta;
+      // The householder coefficient
+      m_hcoeffs(nonzeroCol) = tau;
+      // Record the householder reflections
+      for (Index itq = 0; itq < nzcolQ; ++itq)
+      {
+        Index iQ = Qidx(itq);
+        m_Q.insertBackByOuterInnerUnordered(nonzeroCol,iQ) = tval(iQ);
+        tval(iQ) = Scalar(0.);
+      }
+      nonzeroCol++;
+      if(nonzeroCol<diagSize)
+        m_Q.startVec(nonzeroCol);
+    }
+    else
+    {
+      // Zero pivot found: move implicitly this column to the end
+      for (Index j = nonzeroCol; j < n-1; j++) 
+        std::swap(m_pivotperm.indices()(j), m_pivotperm.indices()[j+1]);
+      
+      // Recompute the column elimination tree
+      internal::coletree(m_pmat, m_etree, m_firstRowElt, m_pivotperm.indices().data());
+      m_isEtreeOk = false;
+    }
+  }
+  
+  m_hcoeffs.tail(diagSize-nonzeroCol).setZero();
+  
+  // Finalize the column pointers of the sparse matrices R and Q
+  m_Q.finalize();
+  m_Q.makeCompressed();
+  m_R.finalize();
+  m_R.makeCompressed();
+  m_isQSorted = false;
+
+  m_nonzeropivots = nonzeroCol;
+  
+  if(nonzeroCol<n)
+  {
+    // Permute the triangular factor to put the 'dead' columns to the end
+    QRMatrixType tempR(m_R);
+    m_R = tempR * m_pivotperm;
+    
+    // Update the column permutation
+    m_outputPerm_c = m_outputPerm_c * m_pivotperm;
+  }
+  
+  m_isInitialized = true; 
+  m_factorizationIsok = true;
+  m_info = Success;
+}
+
+template <typename SparseQRType, typename Derived>
+struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived> >
+{
+  typedef typename SparseQRType::QRMatrixType MatrixType;
+  typedef typename SparseQRType::Scalar Scalar;
+  // Get the references 
+  SparseQR_QProduct(const SparseQRType& qr, const Derived& other, bool transpose) : 
+  m_qr(qr),m_other(other),m_transpose(transpose) {}
+  inline Index rows() const { return m_qr.matrixQ().rows(); }
+  inline Index cols() const { return m_other.cols(); }
+  
+  // Assign to a vector
+  template<typename DesType>
+  void evalTo(DesType& res) const
+  {
+    Index m = m_qr.rows();
+    Index n = m_qr.cols();
+    Index diagSize = (std::min)(m,n);
+    res = m_other;
+    if (m_transpose)
+    {
+      eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes");
+      //Compute res = Q' * other column by column
+      for(Index j = 0; j < res.cols(); j++){
+        for (Index k = 0; k < diagSize; k++)
+        {
+          Scalar tau = Scalar(0);
+          tau = m_qr.m_Q.col(k).dot(res.col(j));
+          if(tau==Scalar(0)) continue;
+          tau = tau * m_qr.m_hcoeffs(k);
+          res.col(j) -= tau * m_qr.m_Q.col(k);
+        }
+      }
+    }
+    else
+    {
+      eigen_assert(m_qr.matrixQ().cols() == m_other.rows() && "Non conforming object sizes");
+
+      res.conservativeResize(rows(), cols());
+
+      // Compute res = Q * other column by column
+      for(Index j = 0; j < res.cols(); j++)
+      {
+        Index start_k = internal::is_identity<Derived>::value ? numext::mini(j,diagSize-1) : diagSize-1;
+        for (Index k = start_k; k >=0; k--)
+        {
+          Scalar tau = Scalar(0);
+          tau = m_qr.m_Q.col(k).dot(res.col(j));
+          if(tau==Scalar(0)) continue;
+          tau = tau * numext::conj(m_qr.m_hcoeffs(k));
+          res.col(j) -= tau * m_qr.m_Q.col(k);
+        }
+      }
+    }
+  }
+  
+  const SparseQRType& m_qr;
+  const Derived& m_other;
+  bool m_transpose; // TODO this actually means adjoint
+};
+
+template<typename SparseQRType>
+struct SparseQRMatrixQReturnType : public EigenBase<SparseQRMatrixQReturnType<SparseQRType> >
+{  
+  typedef typename SparseQRType::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
+  enum {
+    RowsAtCompileTime = Dynamic,
+    ColsAtCompileTime = Dynamic
+  };
+  explicit SparseQRMatrixQReturnType(const SparseQRType& qr) : m_qr(qr) {}
+  template<typename Derived>
+  SparseQR_QProduct<SparseQRType, Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(),false);
+  }
+  // To use for operations with the adjoint of Q
+  SparseQRMatrixQTransposeReturnType<SparseQRType> adjoint() const
+  {
+    return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
+  }
+  inline Index rows() const { return m_qr.rows(); }
+  inline Index cols() const { return m_qr.rows(); }
+  // To use for operations with the transpose of Q FIXME this is the same as adjoint at the moment
+  SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const
+  {
+    return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
+  }
+  const SparseQRType& m_qr;
+};
+
+// TODO this actually represents the adjoint of Q
+template<typename SparseQRType>
+struct SparseQRMatrixQTransposeReturnType
+{
+  explicit SparseQRMatrixQTransposeReturnType(const SparseQRType& qr) : m_qr(qr) {}
+  template<typename Derived>
+  SparseQR_QProduct<SparseQRType,Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SparseQR_QProduct<SparseQRType,Derived>(m_qr,other.derived(), true);
+  }
+  const SparseQRType& m_qr;
+};
+
+namespace internal {
+  
+template<typename SparseQRType>
+struct evaluator_traits<SparseQRMatrixQReturnType<SparseQRType> >
+{
+  typedef typename SparseQRType::MatrixType MatrixType;
+  typedef typename storage_kind_to_evaluator_kind<typename MatrixType::StorageKind>::Kind Kind;
+  typedef SparseShape Shape;
+};
+
+template< typename DstXprType, typename SparseQRType>
+struct Assignment<DstXprType, SparseQRMatrixQReturnType<SparseQRType>, internal::assign_op<typename DstXprType::Scalar,typename DstXprType::Scalar>, Sparse2Sparse>
+{
+  typedef SparseQRMatrixQReturnType<SparseQRType> SrcXprType;
+  typedef typename DstXprType::Scalar Scalar;
+  typedef typename DstXprType::StorageIndex StorageIndex;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &/*func*/)
+  {
+    typename DstXprType::PlainObject idMat(src.rows(), src.cols());
+    idMat.setIdentity();
+    // Sort the sparse householder reflectors if needed
+    const_cast<SparseQRType *>(&src.m_qr)->_sort_matrix_Q();
+    dst = SparseQR_QProduct<SparseQRType, DstXprType>(src.m_qr, idMat, false);
+  }
+};
+
+template< typename DstXprType, typename SparseQRType>
+struct Assignment<DstXprType, SparseQRMatrixQReturnType<SparseQRType>, internal::assign_op<typename DstXprType::Scalar,typename DstXprType::Scalar>, Sparse2Dense>
+{
+  typedef SparseQRMatrixQReturnType<SparseQRType> SrcXprType;
+  typedef typename DstXprType::Scalar Scalar;
+  typedef typename DstXprType::StorageIndex StorageIndex;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &/*func*/)
+  {
+    dst = src.m_qr.matrixQ() * DstXprType::Identity(src.m_qr.rows(), src.m_qr.rows());
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif