@lakutata/math 0.0.0-stage → 3.1.5

package/vendor/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h

@@ -0,0 +1,850 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 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_SELFADJOINTEIGENSOLVER_H
+#define EIGEN_SELFADJOINTEIGENSOLVER_H
+
+#include "./Tridiagonalization.h"
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
+
+template <typename MatrixType_>
+class GeneralizedSelfAdjointEigenSolver;
+
+namespace internal {
+template <typename SolverType, int Size, bool IsComplex>
+struct direct_selfadjoint_eigenvalues;
+
+template <typename MatrixType, typename DiagType, typename SubDiagType>
+EIGEN_DEVICE_FUNC ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag,
+                                                              const Index maxIterations, bool computeEigenvectors,
+                                                              MatrixType& eivec);
+}  // namespace internal
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+ *
+ *
+ * \class SelfAdjointEigenSolver
+ *
+ * \brief Computes eigenvalues and eigenvectors of selfadjoint 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.
+ *
+ * A matrix \f$ A \f$ is selfadjoint if it equals its adjoint. For real
+ * matrices, this means that the matrix is symmetric: it equals its
+ * transpose. This class computes the eigenvalues and eigenvectors of a
+ * selfadjoint matrix. These are the scalars \f$ \lambda \f$ and vectors
+ * \f$ v \f$ such that \f$ Av = \lambda v \f$.  The eigenvalues of a
+ * selfadjoint matrix are always real. If \f$ 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 D V^{-1} \f$. This is called the
+ * eigendecomposition.
+ *
+ * For a selfadjoint matrix, \f$ V \f$ is unitary, meaning its inverse is equal
+ * to its adjoint, \f$ V^{-1} = V^{\dagger} \f$. If \f$ A \f$ is real, then
+ * \f$ V \f$ is also real and therefore orthogonal, meaning its inverse is
+ * equal to its transpose, \f$ V^{-1} = V^T \f$.
+ *
+ * The algorithm exploits the fact that the matrix is selfadjoint, making it
+ * faster and more accurate than the general purpose eigenvalue algorithms
+ * implemented in EigenSolver and ComplexEigenSolver.
+ *
+ * Only the \b lower \b triangular \b part of the input matrix is referenced.
+ *
+ * Call the function compute() to compute the eigenvalues and eigenvectors of
+ * a given matrix. Alternatively, you can use the
+ * SelfAdjointEigenSolver(const MatrixType&, int) constructor which computes
+ * the eigenvalues and eigenvectors at construction time. Once the eigenvalue
+ * and eigenvectors are computed, they can be retrieved with the eigenvalues()
+ * and eigenvectors() functions.
+ *
+ * The documentation for SelfAdjointEigenSolver(const MatrixType&, int)
+ * contains an example of the typical use of this class.
+ *
+ * To solve the \em generalized eigenvalue problem \f$ Av = \lambda Bv \f$ and
+ * the likes, see the class GeneralizedSelfAdjointEigenSolver.
+ *
+ * \sa MatrixBase::eigenvalues(), class EigenSolver, class ComplexEigenSolver
+ */
+template <typename MatrixType_>
+class SelfAdjointEigenSolver {
+ public:
+  typedef MatrixType_ MatrixType;
+  enum {
+    Size = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    Options = internal::traits<MatrixType>::Options,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+  };
+
+  /** \brief Scalar type for matrices of type \p MatrixType_. */
+  typedef typename MatrixType::Scalar Scalar;
+  typedef Eigen::Index Index;  ///< \deprecated since Eigen 3.3
+
+  typedef Matrix<Scalar, Size, Size, ColMajor, MaxColsAtCompileTime, MaxColsAtCompileTime> EigenvectorsType;
+
+  /** \brief Real scalar type for \p MatrixType_.
+   *
+   * This is just \c Scalar if #Scalar is real (e.g., \c float or
+   * \c double), and the type of the real part of \c Scalar if #Scalar is
+   * complex.
+   */
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  friend struct internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver, Size, NumTraits<Scalar>::IsComplex>;
+
+  /** \brief Type for vector of eigenvalues as returned by eigenvalues().
+   *
+   * This is a column vector with entries of type #RealScalar.
+   * The length of the vector is the size of \p MatrixType_.
+   */
+  typedef typename internal::plain_col_type<MatrixType, Scalar>::type VectorType;
+  typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType;
+  typedef Tridiagonalization<MatrixType> TridiagonalizationType;
+  typedef typename TridiagonalizationType::SubDiagonalType SubDiagonalType;
+
+  /** \brief Default constructor for fixed-size matrices.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via compute(). This constructor
+   * can only be used if \p MatrixType_ is a fixed-size matrix; use
+   * SelfAdjointEigenSolver(Index) for dynamic-size matrices.
+   *
+   * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver.out
+   */
+  EIGEN_DEVICE_FUNC SelfAdjointEigenSolver()
+      : m_eivec(),
+        m_workspace(),
+        m_eivalues(),
+        m_subdiag(),
+        m_hcoeffs(),
+        m_info(InvalidInput),
+        m_isInitialized(false),
+        m_eigenvectorsOk(false) {}
+
+  /** \brief Constructor, pre-allocates memory for dynamic-size matrices.
+   *
+   * \param [in]  size  Positive integer, size of the matrix whose
+   * eigenvalues and eigenvectors will be computed.
+   *
+   * This constructor is useful for dynamic-size matrices, when 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
+   */
+  EIGEN_DEVICE_FUNC explicit SelfAdjointEigenSolver(Index size)
+      : m_eivec(size, size),
+        m_workspace(size),
+        m_eivalues(size),
+        m_subdiag(size > 1 ? size - 1 : 1),
+        m_hcoeffs(size > 1 ? size - 1 : 1),
+        m_isInitialized(false),
+        m_eigenvectorsOk(false) {}
+
+  /** \brief Constructor; computes eigendecomposition of given matrix.
+   *
+   * \param[in]  matrix  Selfadjoint matrix whose eigendecomposition is to
+   *    be computed. Only the lower triangular part of the matrix is referenced.
+   * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+   *
+   * This constructor calls compute(const MatrixType&, int) to compute the
+   * eigenvalues of the matrix \p matrix. The eigenvectors are computed if
+   * \p options equals #ComputeEigenvectors.
+   *
+   * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.out
+   *
+   * \sa compute(const MatrixType&, int)
+   */
+  template <typename InputType>
+  EIGEN_DEVICE_FUNC explicit SelfAdjointEigenSolver(const EigenBase<InputType>& matrix,
+                                                    int options = ComputeEigenvectors)
+      : m_eivec(matrix.rows(), matrix.cols()),
+        m_workspace(matrix.cols()),
+        m_eivalues(matrix.cols()),
+        m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
+        m_hcoeffs(matrix.cols() > 1 ? matrix.cols() - 1 : 1),
+        m_isInitialized(false),
+        m_eigenvectorsOk(false) {
+    compute(matrix.derived(), options);
+  }
+
+  /** \brief Computes eigendecomposition of given matrix.
+   *
+   * \param[in]  matrix  Selfadjoint matrix whose eigendecomposition is to
+   *    be computed. Only the lower triangular part of the matrix is referenced.
+   * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+   * \returns    Reference to \c *this
+   *
+   * This function computes the eigenvalues of \p matrix.  The eigenvalues()
+   * function can be used to retrieve them.  If \p options equals #ComputeEigenvectors,
+   * then the eigenvectors are also computed and can be retrieved by
+   * calling eigenvectors().
+   *
+   * This implementation uses a symmetric QR algorithm. The matrix is first
+   * reduced to tridiagonal form using the Tridiagonalization class. The
+   * tridiagonal matrix is then brought to diagonal form with implicit
+   * symmetric QR steps with Wilkinson shift. Details can be found in
+   * Section 8.3 of Golub \& Van Loan, <i>%Matrix Computations</i>.
+   *
+   * The cost of the computation is about \f$ 9n^3 \f$ if the eigenvectors
+   * are required and \f$ 4n^3/3 \f$ if they are not required.
+   *
+   * This method reuses the memory in the SelfAdjointEigenSolver object that
+   * was allocated when the object was constructed, if the size of the
+   * matrix does not change.
+   *
+   * Example: \include SelfAdjointEigenSolver_compute_MatrixType.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType.out
+   *
+   * \sa SelfAdjointEigenSolver(const MatrixType&, int)
+   */
+  template <typename InputType>
+  EIGEN_DEVICE_FUNC SelfAdjointEigenSolver& compute(const EigenBase<InputType>& matrix,
+                                                    int options = ComputeEigenvectors);
+
+  /** \brief Computes eigendecomposition of given matrix using a closed-form algorithm
+   *
+   * This is a variant of compute(const MatrixType&, int options) which
+   * directly solves the underlying polynomial equation.
+   *
+   * Currently only 2x2 and 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d).
+   *
+   * This method is usually significantly faster than the QR iterative algorithm
+   * but it might also be less accurate. It is also worth noting that
+   * for 3x3 matrices it involves trigonometric operations which are
+   * not necessarily available for all scalar types.
+   *
+   * For the 3x3 case, we observed the following worst case relative error regarding the eigenvalues:
+   *   - double: 1e-8
+   *   - float:  1e-3
+   *
+   * \sa compute(const MatrixType&, int options)
+   */
+  EIGEN_DEVICE_FUNC SelfAdjointEigenSolver& computeDirect(const MatrixType& matrix, int options = ComputeEigenvectors);
+
+  /**
+   *\brief Computes the eigen decomposition from a tridiagonal symmetric matrix
+   *
+   * \param[in] diag The vector containing the diagonal of the matrix.
+   * \param[in] subdiag The subdiagonal of the matrix.
+   * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+   * \returns Reference to \c *this
+   *
+   * This function assumes that the matrix has been reduced to tridiagonal form.
+   *
+   * \sa compute(const MatrixType&, int) for more information
+   */
+  SelfAdjointEigenSolver& computeFromTridiagonal(const RealVectorType& diag, const SubDiagonalType& subdiag,
+                                                 int options = ComputeEigenvectors);
+
+  /** \brief Returns the eigenvectors of given matrix.
+   *
+   * \returns  A const reference to the matrix whose columns are the eigenvectors.
+   *
+   * \pre The eigenvectors have been computed before.
+   *
+   * Column \f$ k \f$ of the returned matrix 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. If
+   * this object was used to solve the eigenproblem for the selfadjoint
+   * matrix \f$ A \f$, then the matrix returned by this function is the
+   * matrix \f$ V \f$ in the eigendecomposition \f$ A = V D V^{-1} \f$.
+   *
+   * For a selfadjoint matrix, \f$ V \f$ is unitary, meaning its inverse is equal
+   * to its adjoint, \f$ V^{-1} = V^{\dagger} \f$. If \f$ A \f$ is real, then
+   * \f$ V \f$ is also real and therefore orthogonal, meaning its inverse is
+   * equal to its transpose, \f$ V^{-1} = V^T \f$.
+   *
+   * Example: \include SelfAdjointEigenSolver_eigenvectors.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out
+   *
+   * \sa eigenvalues()
+   */
+  EIGEN_DEVICE_FUNC const EigenvectorsType& eigenvectors() const {
+    eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+    eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+    return m_eivec;
+  }
+
+  /** \brief Returns the eigenvalues of given matrix.
+   *
+   * \returns A const reference to the column vector containing the eigenvalues.
+   *
+   * \pre The eigenvalues have been computed before.
+   *
+   * The eigenvalues are repeated according to their algebraic multiplicity,
+   * so there are as many eigenvalues as rows in the matrix. The eigenvalues
+   * are sorted in increasing order.
+   *
+   * Example: \include SelfAdjointEigenSolver_eigenvalues.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out
+   *
+   * \sa eigenvectors(), MatrixBase::eigenvalues()
+   */
+  EIGEN_DEVICE_FUNC const RealVectorType& eigenvalues() const {
+    eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+    return m_eivalues;
+  }
+
+  /** \brief Computes the positive-definite square root of the matrix.
+   *
+   * \returns the positive-definite square root of the matrix
+   *
+   * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+   * have been computed before.
+   *
+   * The square root of a positive-definite matrix \f$ A \f$ is the
+   * positive-definite matrix whose square equals \f$ A \f$. This function
+   * uses the eigendecomposition \f$ A = V D V^{-1} \f$ to compute the
+   * square root as \f$ A^{1/2} = V D^{1/2} V^{-1} \f$.
+   *
+   * Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out
+   *
+   * \sa operatorInverseSqrt(), <a href="unsupported/group__MatrixFunctions__Module.html">MatrixFunctions Module</a>
+   */
+  EIGEN_DEVICE_FUNC MatrixType operatorSqrt() const {
+    eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+    eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+    return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+  }
+
+  /** \brief Computes the inverse square root of the matrix.
+   *
+   * \returns the inverse positive-definite square root of the matrix
+   *
+   * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+   * have been computed before.
+   *
+   * This function uses the eigendecomposition \f$ A = V D V^{-1} \f$ to
+   * compute the inverse square root as \f$ V D^{-1/2} V^{-1} \f$. This is
+   * cheaper than first computing the square root with operatorSqrt() and
+   * then its inverse with MatrixBase::inverse().
+   *
+   * Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out
+   *
+   * \sa operatorSqrt(), MatrixBase::inverse(), <a
+   * href="unsupported/group__MatrixFunctions__Module.html">MatrixFunctions Module</a>
+   */
+  EIGEN_DEVICE_FUNC MatrixType operatorInverseSqrt() const {
+    eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+    eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+    return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+  }
+
+  /** \brief Reports whether previous computation was successful.
+   *
+   * \returns \c Success if computation was successful, \c NoConvergence otherwise.
+   */
+  EIGEN_DEVICE_FUNC ComputationInfo info() const {
+    eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+    return m_info;
+  }
+
+  /** \brief Maximum number of iterations.
+   *
+   * The algorithm terminates if it does not converge within m_maxIterations * n iterations, where n
+   * denotes the size of the matrix. This value is currently set to 30 (copied from LAPACK).
+   */
+  static const int m_maxIterations = 30;
+
+ protected:
+  EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
+
+  EigenvectorsType m_eivec;
+  VectorType m_workspace;
+  RealVectorType m_eivalues;
+  typename TridiagonalizationType::SubDiagonalType m_subdiag;
+  typename TridiagonalizationType::CoeffVectorType m_hcoeffs;
+  ComputationInfo m_info;
+  bool m_isInitialized;
+  bool m_eigenvectorsOk;
+};
+
+namespace internal {
+/** \internal
+ *
+ * \eigenvalues_module \ingroup Eigenvalues_Module
+ *
+ * Performs a QR step on a tridiagonal symmetric matrix represented as a
+ * pair of two vectors \a diag and \a subdiag.
+ *
+ * \param diag the diagonal part of the input selfadjoint tridiagonal matrix
+ * \param subdiag the sub-diagonal part of the input selfadjoint tridiagonal matrix
+ * \param start starting index of the submatrix to work on
+ * \param end last+1 index of the submatrix to work on
+ * \param matrixQ pointer to the column-major matrix holding the eigenvectors, can be 0
+ * \param n size of the input matrix
+ *
+ * For compilation efficiency reasons, this procedure does not use eigen expression
+ * for its arguments.
+ *
+ * Implemented from Golub's "Matrix Computations", algorithm 8.3.2:
+ * "implicit symmetric QR step with Wilkinson shift"
+ */
+template <int StorageOrder, typename RealScalar, typename Scalar, typename Index>
+EIGEN_DEVICE_FUNC static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end,
+                                                  Scalar* matrixQ, Index n);
+}  // namespace internal
+
+template <typename MatrixType>
+template <typename InputType>
+EIGEN_DEVICE_FUNC SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>::compute(
+    const EigenBase<InputType>& a_matrix, int options) {
+  const InputType& matrix(a_matrix.derived());
+
+  EIGEN_USING_STD(abs);
+  eigen_assert(matrix.cols() == matrix.rows());
+  eigen_assert((options & ~(EigVecMask | GenEigMask)) == 0 && (options & EigVecMask) != EigVecMask &&
+               "invalid option parameter");
+  bool computeEigenvectors = (options & ComputeEigenvectors) == ComputeEigenvectors;
+  Index n = matrix.cols();
+  m_eivalues.resize(n, 1);
+
+  if (n == 1) {
+    m_eivec = matrix;
+    m_eivalues.coeffRef(0, 0) = numext::real(m_eivec.coeff(0, 0));
+    if (computeEigenvectors) m_eivec.setOnes(n, n);
+    m_info = Success;
+    m_isInitialized = true;
+    m_eigenvectorsOk = computeEigenvectors;
+    return *this;
+  }
+
+  // declare some aliases
+  RealVectorType& diag = m_eivalues;
+  EigenvectorsType& mat = m_eivec;
+
+  // map the matrix coefficients to [-1:1] to avoid over- and underflow.
+  mat = matrix.template triangularView<Lower>();
+  RealScalar scale = mat.cwiseAbs().maxCoeff();
+  if (numext::is_exactly_zero(scale)) scale = RealScalar(1);
+  mat.template triangularView<Lower>() /= scale;
+  m_subdiag.resize(n - 1);
+  m_hcoeffs.resize(n - 1);
+  internal::tridiagonalization_inplace(mat, diag, m_subdiag, m_hcoeffs, m_workspace, computeEigenvectors);
+
+  m_info = internal::computeFromTridiagonal_impl(diag, m_subdiag, m_maxIterations, computeEigenvectors, m_eivec);
+
+  // scale back the eigen values
+  m_eivalues *= scale;
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+  return *this;
+}
+
+template <typename MatrixType>
+SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>::computeFromTridiagonal(
+    const RealVectorType& diag, const SubDiagonalType& subdiag, int options) {
+  // TODO : Add an option to scale the values beforehand
+  bool computeEigenvectors = (options & ComputeEigenvectors) == ComputeEigenvectors;
+
+  m_eivalues = diag;
+  m_subdiag = subdiag;
+  if (computeEigenvectors) {
+    m_eivec.setIdentity(diag.size(), diag.size());
+  }
+  m_info = internal::computeFromTridiagonal_impl(m_eivalues, m_subdiag, m_maxIterations, computeEigenvectors, m_eivec);
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+  return *this;
+}
+
+namespace internal {
+/**
+ * \internal
+ * \brief Compute the eigendecomposition from a tridiagonal matrix
+ *
+ * \param[in,out] diag : On input, the diagonal of the matrix, on output the eigenvalues
+ * \param[in,out] subdiag : The subdiagonal part of the matrix (entries are modified during the decomposition)
+ * \param[in] maxIterations : the maximum number of iterations
+ * \param[in] computeEigenvectors : whether the eigenvectors have to be computed or not
+ * \param[out] eivec : The matrix to store the eigenvectors if computeEigenvectors==true. Must be allocated on input.
+ * \returns \c Success or \c NoConvergence
+ */
+template <typename MatrixType, typename DiagType, typename SubDiagType>
+EIGEN_DEVICE_FUNC ComputationInfo computeFromTridiagonal_impl(DiagType& diag, SubDiagType& subdiag,
+                                                              const Index maxIterations, bool computeEigenvectors,
+                                                              MatrixType& eivec) {
+  ComputationInfo info;
+  typedef typename MatrixType::Scalar Scalar;
+
+  Index n = diag.size();
+  Index end = n - 1;
+  Index start = 0;
+  Index iter = 0;  // total number of iterations
+
+  typedef typename DiagType::RealScalar RealScalar;
+  const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
+  const RealScalar precision_inv = RealScalar(1) / NumTraits<RealScalar>::epsilon();
+  while (end > 0) {
+    for (Index i = start; i < end; ++i) {
+      if (numext::abs(subdiag[i]) < considerAsZero) {
+        subdiag[i] = RealScalar(0);
+      } else {
+        // abs(subdiag[i]) <= epsilon * sqrt(abs(diag[i]) + abs(diag[i+1]))
+        // Scaled to prevent underflows.
+        const RealScalar scaled_subdiag = precision_inv * subdiag[i];
+        if (scaled_subdiag * scaled_subdiag <= (numext::abs(diag[i]) + numext::abs(diag[i + 1]))) {
+          subdiag[i] = RealScalar(0);
+        }
+      }
+    }
+
+    // find the largest unreduced block at the end of the matrix.
+    while (end > 0 && numext::is_exactly_zero(subdiag[end - 1])) {
+      end--;
+    }
+    if (end <= 0) break;
+
+    // if we spent too many iterations, we give up
+    iter++;
+    if (iter > maxIterations * n) break;
+
+    start = end - 1;
+    while (start > 0 && !numext::is_exactly_zero(subdiag[start - 1])) start--;
+
+    internal::tridiagonal_qr_step<MatrixType::Flags & RowMajorBit ? RowMajor : ColMajor>(
+        diag.data(), subdiag.data(), start, end, computeEigenvectors ? eivec.data() : (Scalar*)0, n);
+  }
+  if (iter <= maxIterations * n)
+    info = Success;
+  else
+    info = NoConvergence;
+
+  // Sort eigenvalues and corresponding vectors.
+  // TODO make the sort optional ?
+  // TODO use a better sort algorithm !!
+  if (info == Success) {
+    for (Index i = 0; i < n - 1; ++i) {
+      Index k;
+      diag.segment(i, n - i).minCoeff(&k);
+      if (k > 0) {
+        numext::swap(diag[i], diag[k + i]);
+        if (computeEigenvectors) eivec.col(i).swap(eivec.col(k + i));
+      }
+    }
+  }
+  return info;
+}
+
+template <typename SolverType, int Size, bool IsComplex>
+struct direct_selfadjoint_eigenvalues {
+  EIGEN_DEVICE_FUNC static inline void run(SolverType& eig, const typename SolverType::MatrixType& A, int options) {
+    eig.compute(A, options);
+  }
+};
+
+template <typename SolverType>
+struct direct_selfadjoint_eigenvalues<SolverType, 3, false> {
+  typedef typename SolverType::MatrixType MatrixType;
+  typedef typename SolverType::RealVectorType VectorType;
+  typedef typename SolverType::Scalar Scalar;
+  typedef typename SolverType::EigenvectorsType EigenvectorsType;
+
+  /** \internal
+   * Computes the roots of the characteristic polynomial of \a m.
+   * For numerical stability m.trace() should be near zero and to avoid over- or underflow m should be normalized.
+   */
+  EIGEN_DEVICE_FUNC static inline void computeRoots(const MatrixType& m, VectorType& roots) {
+    EIGEN_USING_STD(sqrt)
+    EIGEN_USING_STD(atan2)
+    EIGEN_USING_STD(cos)
+    EIGEN_USING_STD(sin)
+    const Scalar s_inv3 = Scalar(1) / Scalar(3);
+    const Scalar s_sqrt3 = sqrt(Scalar(3));
+
+    // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0.  The
+    // eigenvalues are the roots to this equation, all guaranteed to be
+    // real-valued, because the matrix is symmetric.
+    Scalar c0 = m(0, 0) * m(1, 1) * m(2, 2) + Scalar(2) * m(1, 0) * m(2, 0) * m(2, 1) - m(0, 0) * m(2, 1) * m(2, 1) -
+                m(1, 1) * m(2, 0) * m(2, 0) - m(2, 2) * m(1, 0) * m(1, 0);
+    Scalar c1 = m(0, 0) * m(1, 1) - m(1, 0) * m(1, 0) + m(0, 0) * m(2, 2) - m(2, 0) * m(2, 0) + m(1, 1) * m(2, 2) -
+                m(2, 1) * m(2, 1);
+    Scalar c2 = m(0, 0) + m(1, 1) + m(2, 2);
+
+    // Construct the parameters used in classifying the roots of the equation
+    // and in solving the equation for the roots in closed form.
+    Scalar c2_over_3 = c2 * s_inv3;
+    Scalar a_over_3 = (c2 * c2_over_3 - c1) * s_inv3;
+    a_over_3 = numext::maxi(a_over_3, Scalar(0));
+
+    Scalar half_b = Scalar(0.5) * (c0 + c2_over_3 * (Scalar(2) * c2_over_3 * c2_over_3 - c1));
+
+    Scalar q = a_over_3 * a_over_3 * a_over_3 - half_b * half_b;
+    q = numext::maxi(q, Scalar(0));
+
+    // Compute the eigenvalues by solving for the roots of the polynomial.
+    Scalar rho = sqrt(a_over_3);
+    Scalar theta = atan2(sqrt(q), half_b) * s_inv3;  // since sqrt(q) > 0, atan2 is in [0, pi] and theta is in [0, pi/3]
+    Scalar cos_theta = cos(theta);
+    Scalar sin_theta = sin(theta);
+    // roots are already sorted, since cos is monotonically decreasing on [0, pi]
+    roots(0) = c2_over_3 - rho * (cos_theta + s_sqrt3 * sin_theta);  // == 2*rho*cos(theta+2pi/3)
+    roots(1) = c2_over_3 - rho * (cos_theta - s_sqrt3 * sin_theta);  // == 2*rho*cos(theta+ pi/3)
+    roots(2) = c2_over_3 + Scalar(2) * rho * cos_theta;
+  }
+
+  EIGEN_DEVICE_FUNC static inline bool extract_kernel(MatrixType& mat, Ref<VectorType> res,
+                                                      Ref<VectorType> representative) {
+    EIGEN_USING_STD(abs);
+    EIGEN_USING_STD(sqrt);
+    Index i0;
+    // Find non-zero column i0 (by construction, there must exist a non zero coefficient on the diagonal):
+    mat.diagonal().cwiseAbs().maxCoeff(&i0);
+    // mat.col(i0) is a good candidate for an orthogonal vector to the current eigenvector,
+    // so let's save it:
+    representative = mat.col(i0);
+    Scalar n0, n1;
+    VectorType c0, c1;
+    n0 = (c0 = representative.cross(mat.col((i0 + 1) % 3))).squaredNorm();
+    n1 = (c1 = representative.cross(mat.col((i0 + 2) % 3))).squaredNorm();
+    if (n0 > n1)
+      res = c0 / sqrt(n0);
+    else
+      res = c1 / sqrt(n1);
+
+    return true;
+  }
+
+  EIGEN_DEVICE_FUNC static inline void run(SolverType& solver, const MatrixType& mat, int options) {
+    eigen_assert(mat.cols() == 3 && mat.cols() == mat.rows());
+    eigen_assert((options & ~(EigVecMask | GenEigMask)) == 0 && (options & EigVecMask) != EigVecMask &&
+                 "invalid option parameter");
+    bool computeEigenvectors = (options & ComputeEigenvectors) == ComputeEigenvectors;
+
+    EigenvectorsType& eivecs = solver.m_eivec;
+    VectorType& eivals = solver.m_eivalues;
+
+    // Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow.
+    Scalar shift = mat.trace() / Scalar(3);
+    // TODO Avoid this copy. Currently it is necessary to suppress bogus values when determining maxCoeff and for
+    // computing the eigenvectors later
+    MatrixType scaledMat = mat.template selfadjointView<Lower>();
+    scaledMat.diagonal().array() -= shift;
+    Scalar scale = scaledMat.cwiseAbs().maxCoeff();
+    if (scale > 0) scaledMat /= scale;  // TODO for scale==0 we could save the remaining operations
+
+    // compute the eigenvalues
+    computeRoots(scaledMat, eivals);
+
+    // compute the eigenvectors
+    if (computeEigenvectors) {
+      if ((eivals(2) - eivals(0)) <= Eigen::NumTraits<Scalar>::epsilon()) {
+        // All three eigenvalues are numerically the same
+        eivecs.setIdentity();
+      } else {
+        MatrixType tmp;
+        tmp = scaledMat;
+
+        // Compute the eigenvector of the most distinct eigenvalue
+        Scalar d0 = eivals(2) - eivals(1);
+        Scalar d1 = eivals(1) - eivals(0);
+        Index k(0), l(2);
+        if (d0 > d1) {
+          numext::swap(k, l);
+          d0 = d1;
+        }
+
+        // Compute the eigenvector of index k
+        {
+          tmp.diagonal().array() -= eivals(k);
+          // By construction, 'tmp' is of rank 2, and its kernel corresponds to the respective eigenvector.
+          extract_kernel(tmp, eivecs.col(k), eivecs.col(l));
+        }
+
+        // Compute eigenvector of index l
+        if (d0 <= 2 * Eigen::NumTraits<Scalar>::epsilon() * d1) {
+          // If d0 is too small, then the two other eigenvalues are numerically the same,
+          // and thus we only have to ortho-normalize the near orthogonal vector we saved above.
+          eivecs.col(l) -= eivecs.col(k).dot(eivecs.col(l)) * eivecs.col(l);
+          eivecs.col(l).normalize();
+        } else {
+          tmp = scaledMat;
+          tmp.diagonal().array() -= eivals(l);
+
+          VectorType dummy;
+          extract_kernel(tmp, eivecs.col(l), dummy);
+        }
+
+        // Compute last eigenvector from the other two
+        eivecs.col(1) = eivecs.col(2).cross(eivecs.col(0)).normalized();
+      }
+    }
+
+    // Rescale back to the original size.
+    eivals *= scale;
+    eivals.array() += shift;
+
+    solver.m_info = Success;
+    solver.m_isInitialized = true;
+    solver.m_eigenvectorsOk = computeEigenvectors;
+  }
+};
+
+// 2x2 direct eigenvalues decomposition, code from Hauke Heibel
+template <typename SolverType>
+struct direct_selfadjoint_eigenvalues<SolverType, 2, false> {
+  typedef typename SolverType::MatrixType MatrixType;
+  typedef typename SolverType::RealVectorType VectorType;
+  typedef typename SolverType::Scalar Scalar;
+  typedef typename SolverType::EigenvectorsType EigenvectorsType;
+
+  EIGEN_DEVICE_FUNC static inline void computeRoots(const MatrixType& m, VectorType& roots) {
+    EIGEN_USING_STD(sqrt);
+    const Scalar t0 = Scalar(0.5) * sqrt(numext::abs2(m(0, 0) - m(1, 1)) + Scalar(4) * numext::abs2(m(1, 0)));
+    const Scalar t1 = Scalar(0.5) * (m(0, 0) + m(1, 1));
+    roots(0) = t1 - t0;
+    roots(1) = t1 + t0;
+  }
+
+  EIGEN_DEVICE_FUNC static inline void run(SolverType& solver, const MatrixType& mat, int options) {
+    EIGEN_USING_STD(sqrt);
+    EIGEN_USING_STD(abs);
+
+    eigen_assert(mat.cols() == 2 && mat.cols() == mat.rows());
+    eigen_assert((options & ~(EigVecMask | GenEigMask)) == 0 && (options & EigVecMask) != EigVecMask &&
+                 "invalid option parameter");
+    bool computeEigenvectors = (options & ComputeEigenvectors) == ComputeEigenvectors;
+
+    EigenvectorsType& eivecs = solver.m_eivec;
+    VectorType& eivals = solver.m_eivalues;
+
+    // Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow.
+    Scalar shift = mat.trace() / Scalar(2);
+    MatrixType scaledMat = mat;
+    scaledMat.coeffRef(0, 1) = mat.coeff(1, 0);
+    scaledMat.diagonal().array() -= shift;
+    Scalar scale = scaledMat.cwiseAbs().maxCoeff();
+    if (scale > Scalar(0)) scaledMat /= scale;
+
+    // Compute the eigenvalues
+    computeRoots(scaledMat, eivals);
+
+    // compute the eigen vectors
+    if (computeEigenvectors) {
+      if ((eivals(1) - eivals(0)) <= abs(eivals(1)) * Eigen::NumTraits<Scalar>::epsilon()) {
+        eivecs.setIdentity();
+      } else {
+        scaledMat.diagonal().array() -= eivals(1);
+        Scalar a2 = numext::abs2(scaledMat(0, 0));
+        Scalar c2 = numext::abs2(scaledMat(1, 1));
+        Scalar b2 = numext::abs2(scaledMat(1, 0));
+        if (a2 > c2) {
+          eivecs.col(1) << -scaledMat(1, 0), scaledMat(0, 0);
+          eivecs.col(1) /= sqrt(a2 + b2);
+        } else {
+          eivecs.col(1) << -scaledMat(1, 1), scaledMat(1, 0);
+          eivecs.col(1) /= sqrt(c2 + b2);
+        }
+
+        eivecs.col(0) << eivecs.col(1).unitOrthogonal();
+      }
+    }
+
+    // Rescale back to the original size.
+    eivals *= scale;
+    eivals.array() += shift;
+
+    solver.m_info = Success;
+    solver.m_isInitialized = true;
+    solver.m_eigenvectorsOk = computeEigenvectors;
+  }
+};
+
+}  // namespace internal
+
+template <typename MatrixType>
+EIGEN_DEVICE_FUNC SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>::computeDirect(
+    const MatrixType& matrix, int options) {
+  internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver, Size, NumTraits<Scalar>::IsComplex>::run(
+      *this, matrix, options);
+  return *this;
+}
+
+namespace internal {
+
+// Francis implicit QR step.
+template <int StorageOrder, typename RealScalar, typename Scalar, typename Index>
+EIGEN_DEVICE_FUNC static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end,
+                                                  Scalar* matrixQ, Index n) {
+  // Wilkinson Shift.
+  RealScalar td = (diag[end - 1] - diag[end]) * RealScalar(0.5);
+  RealScalar e = subdiag[end - 1];
+  // Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still
+  // underflow thus leading to inf/NaN values when using the following commented code:
+  //   RealScalar e2 = numext::abs2(subdiag[end-1]);
+  //   RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2));
+  // This explain the following, somewhat more complicated, version:
+  RealScalar mu = diag[end];
+  if (numext::is_exactly_zero(td)) {
+    mu -= numext::abs(e);
+  } else if (!numext::is_exactly_zero(e)) {
+    const RealScalar e2 = numext::abs2(e);
+    const RealScalar h = numext::hypot(td, e);
+    if (numext::is_exactly_zero(e2)) {
+      mu -= e / ((td + (td > RealScalar(0) ? h : -h)) / e);
+    } else {
+      mu -= e2 / (td + (td > RealScalar(0) ? h : -h));
+    }
+  }
+
+  RealScalar x = diag[start] - mu;
+  RealScalar z = subdiag[start];
+  // If z ever becomes zero, the Givens rotation will be the identity and
+  // z will stay zero for all future iterations.
+  for (Index k = start; k < end && !numext::is_exactly_zero(z); ++k) {
+    JacobiRotation<RealScalar> rot;
+    rot.makeGivens(x, z);
+
+    // do T = G' T G
+    RealScalar sdk = rot.s() * diag[k] + rot.c() * subdiag[k];
+    RealScalar dkp1 = rot.s() * subdiag[k] + rot.c() * diag[k + 1];
+
+    diag[k] =
+        rot.c() * (rot.c() * diag[k] - rot.s() * subdiag[k]) - rot.s() * (rot.c() * subdiag[k] - rot.s() * diag[k + 1]);
+    diag[k + 1] = rot.s() * sdk + rot.c() * dkp1;
+    subdiag[k] = rot.c() * sdk - rot.s() * dkp1;
+
+    if (k > start) subdiag[k - 1] = rot.c() * subdiag[k - 1] - rot.s() * z;
+
+    // "Chasing the bulge" to return to triangular form.
+    x = subdiag[k];
+    if (k < end - 1) {
+      z = -rot.s() * subdiag[k + 1];
+      subdiag[k + 1] = rot.c() * subdiag[k + 1];
+    }
+
+    // apply the givens rotation to the unit matrix Q = Q * G
+    if (matrixQ) {
+      // FIXME if StorageOrder == RowMajor this operation is not very efficient
+      Map<Matrix<Scalar, Dynamic, Dynamic, StorageOrder> > q(matrixQ, n, n);
+      q.applyOnTheRight(k, k + 1, rot);
+    }
+  }
+}
+
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_SELFADJOINTEIGENSOLVER_H