@smake/eigen 1.0.2 → 1.1.1

package/eigen/Eigen/src/QR/HouseholderQR.h

@@ -12,313 +12,442 @@
 #ifndef EIGEN_QR_H
 #define EIGEN_QR_H
 
-namespace Eigen { 
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+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
-  *
-  *
-  * \class HouseholderQR
-  *
-  * \brief Householder QR decomposition of a matrix
-  *
-  * \tparam _MatrixType the type of the matrix of which we are computing the QR decomposition
-  *
-  * This class performs a QR decomposition of a matrix \b A into matrices \b Q and \b R
-  * such that 
-  * \f[
-  *  \mathbf{A} = \mathbf{Q} \, \mathbf{R}
-  * \f]
-  * by using Householder transformations. Here, \b Q a unitary matrix and \b R an upper triangular matrix.
-  * The result is stored in a compact way compatible with LAPACK.
-  *
-  * Note that no pivoting is performed. This is \b not a rank-revealing decomposition.
-  * If you want that feature, use FullPivHouseholderQR or ColPivHouseholderQR instead.
-  *
-  * This Householder QR decomposition is faster, but less numerically stable and less feature-full than
-  * FullPivHouseholderQR or ColPivHouseholderQR.
-  *
-  * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
-  *
-  * \sa MatrixBase::householderQr()
-  */
-template<typename _MatrixType> class HouseholderQR
-{
-  public:
-
-    typedef _MatrixType MatrixType;
-    enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
-      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
-      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
-    };
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename MatrixType::RealScalar RealScalar;
-    // 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;
-    typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename HCoeffsType::ConjugateReturnType>::type> HouseholderSequenceType;
-
-    /**
-      * \brief Default Constructor.
-      *
-      * The default constructor is useful in cases in which the user intends to
-      * perform decompositions via HouseholderQR::compute(const MatrixType&).
-      */
-    HouseholderQR() : m_qr(), m_hCoeffs(), m_temp(), m_isInitialized(false) {}
-
-    /** \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 HouseholderQR()
-      */
-    HouseholderQR(Index rows, Index cols)
-      : m_qr(rows, cols),
-        m_hCoeffs((std::min)(rows,cols)),
-        m_temp(cols),
-        m_isInitialized(false) {}
-
-    /** \brief Constructs a QR factorization from a given matrix
-      *
-      * This constructor computes the QR factorization of the matrix \a matrix by calling
-      * the method compute(). It is a short cut for:
-      * 
-      * \code
-      * HouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
-      * qr.compute(matrix);
-      * \endcode
-      * 
-      * \sa compute()
-      */
-    template<typename InputType>
-    explicit HouseholderQR(const EigenBase<InputType>& matrix)
+ *
+ *
+ * \class HouseholderQR
+ *
+ * \brief Householder QR decomposition of a matrix
+ *
+ * \tparam MatrixType_ the type of the matrix of which we are computing the QR decomposition
+ *
+ * This class performs a QR decomposition of a matrix \b A into matrices \b Q and \b R
+ * such that
+ * \f[
+ *  \mathbf{A} = \mathbf{Q} \, \mathbf{R}
+ * \f]
+ * by using Householder transformations. Here, \b Q a unitary matrix and \b R an upper triangular matrix.
+ * The result is stored in a compact way compatible with LAPACK.
+ *
+ * Note that no pivoting is performed. This is \b not a rank-revealing decomposition.
+ * If you want that feature, use FullPivHouseholderQR or ColPivHouseholderQR instead.
+ *
+ * This Householder QR decomposition is faster, but less numerically stable and less feature-full than
+ * FullPivHouseholderQR or ColPivHouseholderQR.
+ *
+ * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
+ *
+ * \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 {
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+  };
+  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;
+  typedef HouseholderSequence<MatrixType, internal::remove_all_t<typename HCoeffsType::ConjugateReturnType>>
+      HouseholderSequenceType;
+
+  /** \brief Reports whether the QR factorization was successful.
+   *
+   * \note This function always returns \c Success. It is provided for compatibility
+   * with other factorization routines.
+   * \returns \c Success
+   */
+  ComputationInfo info() const {
+    eigen_assert(m_isInitialized && "HouseHolderQR is not initialized.");
+    return Success;
+  }
+
+  /**
+   * \brief Default Constructor.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via HouseholderQR::compute(const MatrixType&).
+   */
+  HouseholderQR() : m_qr(), m_hCoeffs(), m_temp(), m_isInitialized(false) {}
+
+  /** \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 HouseholderQR()
+   */
+  HouseholderQR(Index rows, Index cols)
+      : m_qr(rows, cols), m_hCoeffs((std::min)(rows, cols)), m_temp(cols), m_isInitialized(false) {}
+
+  /** \brief Constructs a QR factorization from a given matrix
+   *
+   * This constructor computes the QR factorization of the matrix \a matrix by calling
+   * the method compute(). It is a short cut for:
+   *
+   * \code
+   * HouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
+   * qr.compute(matrix);
+   * \endcode
+   *
+   * \sa compute()
+   */
+  template <typename InputType>
+  explicit HouseholderQR(const EigenBase<InputType>& matrix)
       : m_qr(matrix.rows(), matrix.cols()),
-        m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
+        m_hCoeffs((std::min)(matrix.rows(), matrix.cols())),
         m_temp(matrix.cols()),
-        m_isInitialized(false)
-    {
-      compute(matrix.derived());
-    }
-
+        m_isInitialized(false) {
+    compute(matrix.derived());
+  }
 
-    /** \brief Constructs a QR factorization from a given matrix
-      *
-      * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
-      * \c MatrixType is a Eigen::Ref.
-      *
-      * \sa HouseholderQR(const EigenBase&)
-      */
-    template<typename InputType>
-    explicit HouseholderQR(EigenBase<InputType>& matrix)
+  /** \brief Constructs a QR factorization from a given matrix
+   *
+   * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
+   * \c MatrixType is a Eigen::Ref.
+   *
+   * \sa HouseholderQR(const EigenBase&)
+   */
+  template <typename InputType>
+  explicit HouseholderQR(EigenBase<InputType>& matrix)
       : m_qr(matrix.derived()),
-        m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
+        m_hCoeffs((std::min)(matrix.rows(), matrix.cols())),
         m_temp(matrix.cols()),
-        m_isInitialized(false)
-    {
-      computeInPlace();
-    }
+        m_isInitialized(false) {
+    computeInPlace();
+  }
 
-    /** 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.
-      *
-      * \param b the right-hand-side of the equation to solve.
-      *
-      * \returns a solution.
-      *
-      * \note_about_checking_solutions
-      *
-      * \note_about_arbitrary_choice_of_solution
-      *
-      * Example: \include HouseholderQR_solve.cpp
-      * Output: \verbinclude HouseholderQR_solve.out
-      */
-    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());
-    }
+#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.
+   *
+   * \param b the right-hand-side of the equation to solve.
+   *
+   * \returns a solution.
+   *
+   * \note_about_checking_solutions
+   *
+   * \note_about_arbitrary_choice_of_solution
+   *
+   * Example: \include HouseholderQR_solve.cpp
+   * Output: \verbinclude HouseholderQR_solve.out
+   */
+  template <typename Rhs>
+  inline const Solve<HouseholderQR, Rhs> solve(const MatrixBase<Rhs>& b) const;
+#endif
 
-    /** This method returns an expression of the unitary matrix Q as a sequence of Householder transformations.
-      *
-      * The returned expression can directly be used to perform matrix products. It can also be assigned to a dense Matrix object.
-      * Here is an example showing how to recover the full or thin matrix Q, as well as how to perform matrix products using operator*:
-      *
-      * Example: \include HouseholderQR_householderQ.cpp
-      * Output: \verbinclude HouseholderQR_householderQ.out
-      */
-    HouseholderSequenceType householderQ() const
-    {
-      eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
-      return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
-    }
+  /** This method returns an expression of the unitary matrix Q as a sequence of Householder transformations.
+   *
+   * The returned expression can directly be used to perform matrix products. It can also be assigned to a dense Matrix
+   * object. Here is an example showing how to recover the full or thin matrix Q, as well as how to perform matrix
+   * products using operator*:
+   *
+   * Example: \include HouseholderQR_householderQ.cpp
+   * Output: \verbinclude HouseholderQR_householderQ.out
+   */
+  HouseholderSequenceType householderQ() const {
+    eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+    return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
+  }
 
-    /** \returns a reference to the matrix where the Householder QR decomposition is stored
-      * in a LAPACK-compatible way.
-      */
-    const MatrixType& matrixQR() const
-    {
-        eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
-        return m_qr;
-    }
+  /** \returns a reference to the matrix where the Householder QR decomposition is stored
+   * in a LAPACK-compatible way.
+   */
+  const MatrixType& matrixQR() const {
+    eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+    return m_qr;
+  }
 
-    template<typename InputType>
-    HouseholderQR& compute(const EigenBase<InputType>& matrix) {
-      m_qr = matrix.derived();
-      computeInPlace();
-      return *this;
-    }
+  template <typename InputType>
+  HouseholderQR& compute(const EigenBase<InputType>& matrix) {
+    m_qr = matrix.derived();
+    computeInPlace();
+    return *this;
+  }
+
+  /** \returns the determinant of the matrix of which
+   * *this is the QR decomposition. It has only linear complexity
+   * (that is, O(n) where n is the dimension of the square matrix)
+   * as the QR decomposition has already been computed.
+   *
+   * \note This is only for square matrices.
+   *
+   * \warning a determinant can be very big or small, so for matrices
+   * of large enough dimension, there is a risk of overflow/underflow.
+   * One way to work around that is to use logAbsDeterminant() instead.
+   * Also, do not rely on the determinant being exactly zero for testing
+   * singularity or rank-deficiency.
+   *
+   * \sa absDeterminant(), logAbsDeterminant(), MatrixBase::determinant()
+   */
+  typename MatrixType::Scalar determinant() const;
+
+  /** \returns the absolute value of the determinant of the matrix of which
+   * *this is the QR decomposition. It has only linear complexity
+   * (that is, O(n) where n is the dimension of the square matrix)
+   * as the QR decomposition has already been computed.
+   *
+   * \note This is only for square matrices.
+   *
+   * \warning a determinant can be very big or small, so for matrices
+   * of large enough dimension, there is a risk of overflow/underflow.
+   * One way to work around that is to use logAbsDeterminant() instead.
+   * Also, do not rely on the determinant being exactly zero for testing
+   * singularity or rank-deficiency.
+   *
+   * \sa determinant(), logAbsDeterminant(), MatrixBase::determinant()
+   */
+  typename MatrixType::RealScalar absDeterminant() const;
+
+  /** \returns the natural log of the absolute value of the determinant of the matrix of which
+   * *this is the QR decomposition. It has only linear complexity
+   * (that is, O(n) where n is the dimension of the square matrix)
+   * as the QR decomposition has already been computed.
+   *
+   * \note This is only for square matrices.
+   *
+   * \note This method is useful to work around the risk of overflow/underflow that's inherent
+   * to determinant computation.
+   *
+   * \warning Do not rely on the determinant being exactly zero for testing
+   * singularity or rank-deficiency.
+   *
+   * \sa determinant(), absDeterminant(), MatrixBase::determinant()
+   */
+  typename MatrixType::RealScalar logAbsDeterminant() const;
+
+  /** \returns the sign of the determinant of the matrix of which
+   * *this is the QR decomposition. It has only linear complexity
+   * (that is, O(n) where n is the dimension of the square matrix)
+   * as the QR decomposition has already been computed.
+   *
+   * \note This is only for square matrices.
+   *
+   * \note This method is useful to work around the risk of overflow/underflow that's inherent
+   * to determinant computation.
+   *
+   * \warning Do not rely on the determinant being exactly zero for testing
+   * singularity or rank-deficiency.
+   *
+   * \sa determinant(), absDeterminant(), MatrixBase::determinant()
+   */
+  typename MatrixType::Scalar signDeterminant() const;
+
+  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>
+  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:
+  EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
+
+  void computeInPlace();
+
+  MatrixType m_qr;
+  HCoeffsType m_hCoeffs;
+  RowVectorType m_temp;
+  bool m_isInitialized;
+};
+
+namespace internal {
 
-    /** \returns the absolute value of the determinant of the matrix of which
-      * *this is the QR decomposition. It has only linear complexity
-      * (that is, O(n) where n is the dimension of the square matrix)
-      * as the QR decomposition has already been computed.
-      *
-      * \note This is only for square matrices.
-      *
-      * \warning a determinant can be very big or small, so for matrices
-      * of large enough dimension, there is a risk of overflow/underflow.
-      * One way to work around that is to use logAbsDeterminant() instead.
-      *
-      * \sa logAbsDeterminant(), MatrixBase::determinant()
-      */
-    typename MatrixType::RealScalar absDeterminant() const;
-
-    /** \returns the natural log of the absolute value of the determinant of the matrix of which
-      * *this is the QR decomposition. It has only linear complexity
-      * (that is, O(n) where n is the dimension of the square matrix)
-      * as the QR decomposition has already been computed.
-      *
-      * \note This is only for square matrices.
-      *
-      * \note This method is useful to work around the risk of overflow/underflow that's inherent
-      * to determinant computation.
-      *
-      * \sa absDeterminant(), MatrixBase::determinant()
-      */
-    typename MatrixType::RealScalar logAbsDeterminant() const;
-
-    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;
-    #endif
-
-  protected:
-    
-    static void check_template_parameters()
-    {
-      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+/** \internal */
+template <typename HCoeffs, typename Scalar, bool IsComplex>
+struct householder_determinant {
+  static void run(const HCoeffs& hCoeffs, Scalar& out_det) {
+    out_det = Scalar(1);
+    Index size = hCoeffs.rows();
+    for (Index i = 0; i < size; i++) {
+      // For each valid reflection Q_n,
+      // det(Q_n) = - conj(h_n) / h_n
+      // where h_n is the Householder coefficient.
+      if (hCoeffs(i) != Scalar(0)) out_det *= -numext::conj(hCoeffs(i)) / hCoeffs(i);
     }
+  }
+};
 
-    void computeInPlace();
-    
-    MatrixType m_qr;
-    HCoeffsType m_hCoeffs;
-    RowVectorType m_temp;
-    bool m_isInitialized;
+/** \internal */
+template <typename HCoeffs, typename Scalar>
+struct householder_determinant<HCoeffs, Scalar, false> {
+  static void run(const HCoeffs& hCoeffs, Scalar& out_det) {
+    bool negated = false;
+    Index size = hCoeffs.rows();
+    for (Index i = 0; i < size; i++) {
+      // Each valid reflection negates the determinant.
+      if (hCoeffs(i) != Scalar(0)) negated ^= true;
+    }
+    out_det = negated ? Scalar(-1) : Scalar(1);
+  }
 };
 
-template<typename MatrixType>
-typename MatrixType::RealScalar HouseholderQR<MatrixType>::absDeterminant() const
-{
+}  // end namespace internal
+
+template <typename MatrixType>
+typename MatrixType::Scalar HouseholderQR<MatrixType>::determinant() const {
+  eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  Scalar detQ;
+  internal::householder_determinant<HCoeffsType, Scalar, NumTraits<Scalar>::IsComplex>::run(m_hCoeffs, detQ);
+  return m_qr.diagonal().prod() * detQ;
+}
+
+template <typename MatrixType>
+typename MatrixType::RealScalar HouseholderQR<MatrixType>::absDeterminant() const {
   using std::abs;
   eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
   eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
   return abs(m_qr.diagonal().prod());
 }
 
-template<typename MatrixType>
-typename MatrixType::RealScalar HouseholderQR<MatrixType>::logAbsDeterminant() const
-{
+template <typename MatrixType>
+typename MatrixType::RealScalar HouseholderQR<MatrixType>::logAbsDeterminant() const {
   eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
   eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
   return m_qr.diagonal().cwiseAbs().array().log().sum();
 }
 
+template <typename MatrixType>
+typename MatrixType::Scalar HouseholderQR<MatrixType>::signDeterminant() const {
+  eigen_assert(m_isInitialized && "HouseholderQR is not initialized.");
+  eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
+  Scalar detQ;
+  internal::householder_determinant<HCoeffsType, Scalar, NumTraits<Scalar>::IsComplex>::run(m_hCoeffs, detQ);
+  return detQ * m_qr.diagonal().array().sign().prod();
+}
+
 namespace internal {
 
 /** \internal */
-template<typename MatrixQR, typename HCoeffs>
-void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename MatrixQR::Scalar* tempData = 0)
-{
+template <typename MatrixQR, typename HCoeffs>
+void householder_qr_inplace_unblocked(MatrixQR& mat, HCoeffs& hCoeffs, typename MatrixQR::Scalar* tempData = 0) {
   typedef typename MatrixQR::Scalar Scalar;
   typedef typename MatrixQR::RealScalar RealScalar;
   Index rows = mat.rows();
   Index cols = mat.cols();
-  Index size = (std::min)(rows,cols);
+  Index size = (std::min)(rows, cols);
 
   eigen_assert(hCoeffs.size() == size);
 
-  typedef Matrix<Scalar,MatrixQR::ColsAtCompileTime,1> TempType;
+  typedef Matrix<Scalar, MatrixQR::ColsAtCompileTime, 1> TempType;
   TempType tempVector;
-  if(tempData==0)
-  {
+  if (tempData == 0) {
     tempVector.resize(cols);
     tempData = tempVector.data();
   }
 
-  for(Index k = 0; k < size; ++k)
-  {
+  for (Index k = 0; k < size; ++k) {
     Index remainingRows = rows - k;
     Index remainingCols = cols - k - 1;
 
     RealScalar beta;
     mat.col(k).tail(remainingRows).makeHouseholderInPlace(hCoeffs.coeffRef(k), beta);
-    mat.coeffRef(k,k) = beta;
+    mat.coeffRef(k, k) = beta;
 
     // apply H to remaining part of m_qr from the left
     mat.bottomRightCorner(remainingRows, remainingCols)
-        .applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows-1), hCoeffs.coeffRef(k), tempData+k+1);
+        .applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows - 1), hCoeffs.coeffRef(k), tempData + k + 1);
   }
 }
 
+// TODO: add a corresponding public API for updating a QR factorization
+/** \internal
+ * Basically a modified copy of @c Eigen::internal::householder_qr_inplace_unblocked that
+ * performs a rank-1 update of the QR matrix in compact storage. This function assumes, that
+ * the first @c k-1 columns of the matrix @c mat contain the QR decomposition of \f$A^N\f$ up to
+ * column k-1. Then the QR decomposition of the k-th column (given by @c newColumn) is computed by
+ * applying the k-1 Householder projectors on it and finally compute the projector \f$H_k\f$ of
+ * it. On exit the matrix @c mat and the vector @c hCoeffs contain the QR decomposition of the
+ * first k columns of \f$A^N\f$. The \a tempData argument must point to at least mat.cols() scalars.  */
+template <typename MatrixQR, typename HCoeffs, typename VectorQR>
+void householder_qr_inplace_update(MatrixQR& mat, HCoeffs& hCoeffs, const VectorQR& newColumn,
+                                   typename MatrixQR::Index k, typename MatrixQR::Scalar* tempData) {
+  typedef typename MatrixQR::Index Index;
+  typedef typename MatrixQR::RealScalar RealScalar;
+  Index rows = mat.rows();
+
+  eigen_assert(k < mat.cols());
+  eigen_assert(k < rows);
+  eigen_assert(hCoeffs.size() == mat.cols());
+  eigen_assert(newColumn.size() == rows);
+  eigen_assert(tempData);
+
+  // Store new column in mat at column k
+  mat.col(k) = newColumn;
+  // Apply H = H_1...H_{k-1} on newColumn (skip if k=0)
+  for (Index i = 0; i < k; ++i) {
+    Index remainingRows = rows - i;
+    mat.col(k)
+        .tail(remainingRows)
+        .applyHouseholderOnTheLeft(mat.col(i).tail(remainingRows - 1), hCoeffs.coeffRef(i), tempData + i + 1);
+  }
+  // Construct Householder projector in-place in column k
+  RealScalar beta;
+  mat.col(k).tail(rows - k).makeHouseholderInPlace(hCoeffs.coeffRef(k), beta);
+  mat.coeffRef(k, k) = beta;
+}
+
 /** \internal */
-template<typename MatrixQR, typename HCoeffs,
-  typename MatrixQRScalar = typename MatrixQR::Scalar,
-  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
-  static void run(MatrixQR& mat, HCoeffs& hCoeffs, Index maxBlockSize=32,
-      typename MatrixQR::Scalar* tempData = 0)
-  {
+template <typename MatrixQR, typename HCoeffs, typename MatrixQRScalar = typename MatrixQR::Scalar,
+          bool InnerStrideIsOne = (MatrixQR::InnerStrideAtCompileTime == 1 && HCoeffs::InnerStrideAtCompileTime == 1)>
+struct householder_qr_inplace_blocked {
+  // 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) {
     typedef typename MatrixQR::Scalar Scalar;
-    typedef Block<MatrixQR,Dynamic,Dynamic> BlockType;
+    typedef Block<MatrixQR, Dynamic, Dynamic> BlockType;
 
     Index rows = mat.rows();
     Index cols = mat.cols();
     Index size = (std::min)(rows, cols);
 
-    typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixQR::MaxColsAtCompileTime,1> TempType;
+    typedef Matrix<Scalar, Dynamic, 1, ColMajor, MatrixQR::MaxColsAtCompileTime, 1> TempType;
     TempType tempVector;
-    if(tempData==0)
-    {
+    if (tempData == 0) {
       tempVector.resize(cols);
       tempData = tempVector.data();
     }
 
-    Index blockSize = (std::min)(maxBlockSize,size);
+    Index blockSize = (std::min)(maxBlockSize, size);
 
     Index k = 0;
-    for (k = 0; k < size; k += blockSize)
-    {
-      Index bs = (std::min)(size-k,blockSize);  // actual size of the block
-      Index tcols = cols - k - bs;              // trailing columns
-      Index brows = rows-k;                     // rows of the block
+    for (k = 0; k < size; k += blockSize) {
+      Index bs = (std::min)(size - k, blockSize);  // actual size of the block
+      Index tcols = cols - k - bs;                 // trailing columns
+      Index brows = rows - k;                      // rows of the block
 
       // partition the matrix:
       //        A00 | A01 | A02
@@ -328,61 +457,68 @@ struct householder_qr_inplace_blocked
       // and update [A21^T A22^T]^T using level 3 operations.
       // Finally, the algorithm continue on A22
 
-      BlockType A11_21 = mat.block(k,k,brows,bs);
-      Block<HCoeffs,Dynamic,1> hCoeffsSegment = hCoeffs.segment(k,bs);
+      BlockType A11_21 = mat.block(k, k, brows, bs);
+      Block<HCoeffs, Dynamic, 1> hCoeffsSegment = hCoeffs.segment(k, bs);
 
       householder_qr_inplace_unblocked(A11_21, hCoeffsSegment, tempData);
 
-      if(tcols)
-      {
-        BlockType A21_22 = mat.block(k,k+bs,brows,tcols);
-        apply_block_householder_on_the_left(A21_22,A11_21,hCoeffsSegment, false); // false == backward
+      if (tcols) {
+        BlockType A21_22 = mat.block(k, k + bs, brows, tcols);
+        apply_block_householder_on_the_left(A21_22, A11_21, hCoeffsSegment, false);  // false == backward
       }
     }
   }
 };
 
-} // end namespace internal
+}  // end namespace internal
 
 #ifndef EIGEN_PARSED_BY_DOXYGEN
-template<typename _MatrixType>
-template<typename RhsType, typename DstType>
-void HouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
-{
+template <typename MatrixType_>
+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>().solveInPlace(c.topRows(rank));
+
+  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(cols()-rank).setZero();
+  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
-  * the factorization is stored into \c *this, and a reference to \c *this
-  * is returned.
-  *
-  * \sa class HouseholderQR, HouseholderQR(const MatrixType&)
-  */
-template<typename MatrixType>
-void HouseholderQR<MatrixType>::computeInPlace()
-{
-  check_template_parameters();
-  
+ * the factorization is stored into \c *this, and a reference to \c *this
+ * is returned.
+ *
+ * \sa class HouseholderQR, HouseholderQR(const MatrixType&)
+ */
+template <typename MatrixType>
+void HouseholderQR<MatrixType>::computeInPlace() {
   Index rows = m_qr.rows();
   Index cols = m_qr.cols();
-  Index size = (std::min)(rows,cols);
+  Index size = (std::min)(rows, cols);
 
   m_hCoeffs.resize(size);
 
@@ -394,16 +530,14 @@ void HouseholderQR<MatrixType>::computeInPlace()
 }
 
 /** \return the Householder QR decomposition of \c *this.
-  *
-  * \sa class HouseholderQR
-  */
-template<typename Derived>
-const HouseholderQR<typename MatrixBase<Derived>::PlainObject>
-MatrixBase<Derived>::householderQr() const
-{
+ *
+ * \sa class HouseholderQR
+ */
+template <typename Derived>
+const HouseholderQR<typename MatrixBase<Derived>::PlainObject> MatrixBase<Derived>::householderQr() const {
   return HouseholderQR<PlainObject>(eval());
 }
 
-} // end namespace Eigen
+}  // end namespace Eigen
 
-#endif // EIGEN_QR_H
+#endif  // EIGEN_QR_H