diff --git a/Eigen/Eigenvalues b/Eigen/Eigenvalues index ea93eb303..216a6d51d 100644 --- a/Eigen/Eigenvalues +++ b/Eigen/Eigenvalues @@ -32,6 +32,7 @@ * \endcode */ +#include "src/misc/RealSvd2x2.h" #include "src/Eigenvalues/Tridiagonalization.h" #include "src/Eigenvalues/RealSchur.h" #include "src/Eigenvalues/EigenSolver.h" diff --git a/Eigen/SVD b/Eigen/SVD index b353f3f54..565d9c90d 100644 --- a/Eigen/SVD +++ b/Eigen/SVD @@ -31,6 +31,7 @@ * \endcode */ +#include "src/misc/RealSvd2x2.h" #include "src/SVD/UpperBidiagonalization.h" #include "src/SVD/SVDBase.h" #include "src/SVD/JacobiSVD.h" diff --git a/Eigen/src/Eigenvalues/RealQZ.h b/Eigen/src/Eigenvalues/RealQZ.h index a62071d42..c4715b954 100644 --- a/Eigen/src/Eigenvalues/RealQZ.h +++ b/Eigen/src/Eigenvalues/RealQZ.h @@ -552,7 +552,6 @@ namespace Eigen { m_T.coeffRef(l,l-1) = Scalar(0.0); } - template RealQZ& RealQZ::compute(const MatrixType& A_in, const MatrixType& B_in, bool computeQZ) { @@ -616,6 +615,37 @@ namespace Eigen { } // check if we converged before reaching iterations limit m_info = (local_iter j_left, j_right; + internal::real_2x2_jacobi_svd(m_T, i, i+1, &j_left, &j_right); + + // Apply resulting Jacobi rotations + m_T.applyOnTheLeft(i,i+1,j_left); + m_T.applyOnTheRight(i,i+1,j_right); + m_S.applyOnTheLeft(i,i+1,j_left); + m_S.applyOnTheRight(i,i+1,j_right); + m_T(i,i+1) = Scalar(0); + + if(m_computeQZ) { + m_Q.applyOnTheRight(i,i+1,j_left.transpose()); + m_Z.applyOnTheLeft(i,i+1,j_right.transpose()); + } + + i++; + } + } + } + return *this; } // end compute diff --git a/Eigen/src/SVD/JacobiSVD.h b/Eigen/src/SVD/JacobiSVD.h index 1940c8294..b83fd7a4d 100644 --- a/Eigen/src/SVD/JacobiSVD.h +++ b/Eigen/src/SVD/JacobiSVD.h @@ -419,38 +419,6 @@ struct svd_precondition_2x2_block_to_be_real } }; -template -void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q, - JacobiRotation *j_left, - JacobiRotation *j_right) -{ - using std::sqrt; - using std::abs; - Matrix m; - m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)), - numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q)); - JacobiRotation rot1; - RealScalar t = m.coeff(0,0) + m.coeff(1,1); - RealScalar d = m.coeff(1,0) - m.coeff(0,1); - if(d == RealScalar(0)) - { - rot1.s() = RealScalar(0); - rot1.c() = RealScalar(1); - } - else - { - // If d!=0, then t/d cannot overflow because the magnitude of the - // entries forming d are not too small compared to the ones forming t. - RealScalar u = t / d; - RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u)); - rot1.s() = RealScalar(1) / tmp; - rot1.c() = u / tmp; - } - m.applyOnTheLeft(0,1,rot1); - j_right->makeJacobi(m,0,1); - *j_left = rot1 * j_right->transpose(); -} - template struct traits > { diff --git a/Eigen/src/misc/RealSvd2x2.h b/Eigen/src/misc/RealSvd2x2.h new file mode 100644 index 000000000..cdd7777d2 --- /dev/null +++ b/Eigen/src/misc/RealSvd2x2.h @@ -0,0 +1,54 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// Copyright (C) 2009-2010 Benoit Jacob +// Copyright (C) 2013-2016 Gael Guennebaud +// +// 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_REALSVD2X2_H +#define EIGEN_REALSVD2X2_H + +namespace Eigen { + +namespace internal { + +template +void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q, + JacobiRotation *j_left, + JacobiRotation *j_right) +{ + using std::sqrt; + using std::abs; + Matrix m; + m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)), + numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q)); + JacobiRotation rot1; + RealScalar t = m.coeff(0,0) + m.coeff(1,1); + RealScalar d = m.coeff(1,0) - m.coeff(0,1); + if(d == RealScalar(0)) + { + rot1.s() = RealScalar(0); + rot1.c() = RealScalar(1); + } + else + { + // If d!=0, then t/d cannot overflow because the magnitude of the + // entries forming d are not too small compared to the ones forming t. + RealScalar u = t / d; + RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u)); + rot1.s() = RealScalar(1) / tmp; + rot1.c() = u / tmp; + } + m.applyOnTheLeft(0,1,rot1); + j_right->makeJacobi(m,0,1); + *j_left = rot1 * j_right->transpose(); +} + +} // end namespace internal + +} // end namespace Eigen + +#endif // EIGEN_REALSVD2X2_H \ No newline at end of file