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ColPivHouseholderQR.h
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1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
6//
7// This Source Code Form is subject to the terms of the Mozilla
8// Public License v. 2.0. If a copy of the MPL was not distributed
9// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10
11#ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
12#define EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
13
14namespace Eigen {
15
16namespace internal {
17template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
18 : traits<_MatrixType>
19{
22 typedef int StorageIndex;
23 enum { Flags = 0 };
24};
25
26} // end namespace internal
27
28/** \ingroup QR_Module
29 *
30 * \class ColPivHouseholderQR
31 *
32 * \brief Householder rank-revealing QR decomposition of a matrix with column-pivoting
33 *
34 * \tparam _MatrixType the type of the matrix of which we are computing the QR decomposition
35 *
36 * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b Q and \b R
37 * such that
38 * \f[
39 * \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R}
40 * \f]
41 * by using Householder transformations. Here, \b P is a permutation matrix, \b Q a unitary matrix and \b R an
42 * upper triangular matrix.
43 *
44 * This decomposition performs column pivoting in order to be rank-revealing and improve
45 * numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR.
46 *
47 * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
48 *
49 * \sa MatrixBase::colPivHouseholderQr()
50 */
51template<typename _MatrixType> class ColPivHouseholderQR
52 : public SolverBase<ColPivHouseholderQR<_MatrixType> >
53{
54 public:
55
56 typedef _MatrixType MatrixType;
58 friend class SolverBase<ColPivHouseholderQR>;
59
61 enum {
62 MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
63 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
64 };
71 typedef typename MatrixType::PlainObject PlainObject;
72
73 private:
74
75 typedef typename PermutationType::StorageIndex PermIndexType;
76
77 public:
78
79 /**
80 * \brief Default Constructor.
81 *
82 * The default constructor is useful in cases in which the user intends to
83 * perform decompositions via ColPivHouseholderQR::compute(const MatrixType&).
84 */
86 : m_qr(),
87 m_hCoeffs(),
90 m_temp(),
93 m_isInitialized(false),
95
96 /** \brief Default Constructor with memory preallocation
97 *
98 * Like the default constructor but with preallocation of the internal data
99 * according to the specified problem \a size.
100 * \sa ColPivHouseholderQR()
101 */
103 : m_qr(rows, cols),
105 m_colsPermutation(PermIndexType(cols)),
107 m_temp(cols),
110 m_isInitialized(false),
112
113 /** \brief Constructs a QR factorization from a given matrix
114 *
115 * This constructor computes the QR factorization of the matrix \a matrix by calling
116 * the method compute(). It is a short cut for:
117 *
118 * \code
119 * ColPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
120 * qr.compute(matrix);
121 * \endcode
122 *
123 * \sa compute()
124 */
125 template<typename InputType>
127 : m_qr(matrix.rows(), matrix.cols()),
128 m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
129 m_colsPermutation(PermIndexType(matrix.cols())),
130 m_colsTranspositions(matrix.cols()),
131 m_temp(matrix.cols()),
132 m_colNormsUpdated(matrix.cols()),
133 m_colNormsDirect(matrix.cols()),
134 m_isInitialized(false),
136 {
137 compute(matrix.derived());
138 }
139
140 /** \brief Constructs a QR factorization from a given matrix
141 *
142 * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
143 *
144 * \sa ColPivHouseholderQR(const EigenBase&)
145 */
146 template<typename InputType>
148 : m_qr(matrix.derived()),
149 m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
150 m_colsPermutation(PermIndexType(matrix.cols())),
151 m_colsTranspositions(matrix.cols()),
152 m_temp(matrix.cols()),
153 m_colNormsUpdated(matrix.cols()),
154 m_colNormsDirect(matrix.cols()),
155 m_isInitialized(false),
157 {
159 }
160
161 #ifdef EIGEN_PARSED_BY_DOXYGEN
162 /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
163 * *this is the QR decomposition, if any exists.
164 *
165 * \param b the right-hand-side of the equation to solve.
166 *
167 * \returns a solution.
168 *
169 * \note_about_checking_solutions
170 *
171 * \note_about_arbitrary_choice_of_solution
172 *
173 * Example: \include ColPivHouseholderQR_solve.cpp
174 * Output: \verbinclude ColPivHouseholderQR_solve.out
175 */
176 template<typename Rhs>
178 solve(const MatrixBase<Rhs>& b) const;
179 #endif
180
183 {
184 return householderQ();
185 }
186
187 /** \returns a reference to the matrix where the Householder QR decomposition is stored
188 */
189 const MatrixType& matrixQR() const
190 {
191 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
192 return m_qr;
193 }
194
195 /** \returns a reference to the matrix where the result Householder QR is stored
196 * \warning The strict lower part of this matrix contains internal values.
197 * Only the upper triangular part should be referenced. To get it, use
198 * \code matrixR().template triangularView<Upper>() \endcode
199 * For rank-deficient matrices, use
200 * \code
201 * matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>()
202 * \endcode
203 */
204 const MatrixType& matrixR() const
205 {
206 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
207 return m_qr;
208 }
209
210 template<typename InputType>
212
213 /** \returns a const reference to the column permutation matrix */
215 {
216 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
217 return m_colsPermutation;
218 }
219
220 /** \returns the absolute value of the determinant of the matrix of which
221 * *this is the QR decomposition. It has only linear complexity
222 * (that is, O(n) where n is the dimension of the square matrix)
223 * as the QR decomposition has already been computed.
224 *
225 * \note This is only for square matrices.
226 *
227 * \warning a determinant can be very big or small, so for matrices
228 * of large enough dimension, there is a risk of overflow/underflow.
229 * One way to work around that is to use logAbsDeterminant() instead.
230 *
231 * \sa logAbsDeterminant(), MatrixBase::determinant()
232 */
233 typename MatrixType::RealScalar absDeterminant() const;
234
235 /** \returns the natural log of the absolute value of the determinant of the matrix of which
236 * *this is the QR decomposition. It has only linear complexity
237 * (that is, O(n) where n is the dimension of the square matrix)
238 * as the QR decomposition has already been computed.
239 *
240 * \note This is only for square matrices.
241 *
242 * \note This method is useful to work around the risk of overflow/underflow that's inherent
243 * to determinant computation.
244 *
245 * \sa absDeterminant(), MatrixBase::determinant()
246 */
247 typename MatrixType::RealScalar logAbsDeterminant() const;
248
249 /** \returns the rank of the matrix of which *this is the QR decomposition.
250 *
251 * \note This method has to determine which pivots should be considered nonzero.
252 * For that, it uses the threshold value that you can control by calling
253 * setThreshold(const RealScalar&).
254 */
255 inline Index rank() const
256 {
257 using std::abs;
258 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
259 RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
260 Index result = 0;
261 for(Index i = 0; i < m_nonzero_pivots; ++i)
262 result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);
263 return result;
264 }
265
266 /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition.
267 *
268 * \note This method has to determine which pivots should be considered nonzero.
269 * For that, it uses the threshold value that you can control by calling
270 * setThreshold(const RealScalar&).
271 */
273 {
274 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
275 return cols() - rank();
276 }
277
278 /** \returns true if the matrix of which *this is the QR decomposition represents an injective
279 * linear map, i.e. has trivial kernel; false otherwise.
280 *
281 * \note This method has to determine which pivots should be considered nonzero.
282 * For that, it uses the threshold value that you can control by calling
283 * setThreshold(const RealScalar&).
284 */
285 inline bool isInjective() const
286 {
287 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
288 return rank() == cols();
289 }
290
291 /** \returns true if the matrix of which *this is the QR decomposition represents a surjective
292 * linear map; false otherwise.
293 *
294 * \note This method has to determine which pivots should be considered nonzero.
295 * For that, it uses the threshold value that you can control by calling
296 * setThreshold(const RealScalar&).
297 */
298 inline bool isSurjective() const
299 {
300 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
301 return rank() == rows();
302 }
303
304 /** \returns true if the matrix of which *this is the QR decomposition is invertible.
305 *
306 * \note This method has to determine which pivots should be considered nonzero.
307 * For that, it uses the threshold value that you can control by calling
308 * setThreshold(const RealScalar&).
309 */
310 inline bool isInvertible() const
311 {
312 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
313 return isInjective() && isSurjective();
314 }
315
316 /** \returns the inverse of the matrix of which *this is the QR decomposition.
317 *
318 * \note If this matrix is not invertible, the returned matrix has undefined coefficients.
319 * Use isInvertible() to first determine whether this matrix is invertible.
320 */
322 {
323 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
324 return Inverse<ColPivHouseholderQR>(*this);
325 }
326
327 inline Index rows() const { return m_qr.rows(); }
328 inline Index cols() const { return m_qr.cols(); }
329
330 /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
331 *
332 * For advanced uses only.
333 */
334 const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
335
336 /** Allows to prescribe a threshold to be used by certain methods, such as rank(),
337 * who need to determine when pivots are to be considered nonzero. This is not used for the
338 * QR decomposition itself.
339 *
340 * When it needs to get the threshold value, Eigen calls threshold(). By default, this
341 * uses a formula to automatically determine a reasonable threshold.
342 * Once you have called the present method setThreshold(const RealScalar&),
343 * your value is used instead.
344 *
345 * \param threshold The new value to use as the threshold.
346 *
347 * A pivot will be considered nonzero if its absolute value is strictly greater than
348 * \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
349 * where maxpivot is the biggest pivot.
350 *
351 * If you want to come back to the default behavior, call setThreshold(Default_t)
352 */
354 {
357 return *this;
358 }
359
360 /** Allows to come back to the default behavior, letting Eigen use its default formula for
361 * determining the threshold.
362 *
363 * You should pass the special object Eigen::Default as parameter here.
364 * \code qr.setThreshold(Eigen::Default); \endcode
365 *
366 * See the documentation of setThreshold(const RealScalar&).
367 */
369 {
371 return *this;
372 }
373
374 /** Returns the threshold that will be used by certain methods such as rank().
375 *
376 * See the documentation of setThreshold(const RealScalar&).
377 */
378 RealScalar threshold() const
379 {
382 // this formula comes from experimenting (see "LU precision tuning" thread on the list)
383 // and turns out to be identical to Higham's formula used already in LDLt.
384 : NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize());
385 }
386
387 /** \returns the number of nonzero pivots in the QR decomposition.
388 * Here nonzero is meant in the exact sense, not in a fuzzy sense.
389 * So that notion isn't really intrinsically interesting, but it is
390 * still useful when implementing algorithms.
391 *
392 * \sa rank()
393 */
394 inline Index nonzeroPivots() const
395 {
396 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
397 return m_nonzero_pivots;
398 }
399
400 /** \returns the absolute value of the biggest pivot, i.e. the biggest
401 * diagonal coefficient of R.
402 */
403 RealScalar maxPivot() const { return m_maxpivot; }
404
405 /** \brief Reports whether the QR factorization was successful.
406 *
407 * \note This function always returns \c Success. It is provided for compatibility
408 * with other factorization routines.
409 * \returns \c Success
410 */
412 {
413 eigen_assert(m_isInitialized && "Decomposition is not initialized.");
414 return Success;
415 }
416
417 #ifndef EIGEN_PARSED_BY_DOXYGEN
418 template<typename RhsType, typename DstType>
419 void _solve_impl(const RhsType &rhs, DstType &dst) const;
420
421 template<bool Conjugate, typename RhsType, typename DstType>
422 void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
423 #endif
424
425 protected:
426
428
430 {
432 }
433
435
447};
448
449template<typename MatrixType>
450typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::absDeterminant() const
451{
452 using std::abs;
453 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
454 eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
455 return abs(m_qr.diagonal().prod());
456}
457
458template<typename MatrixType>
459typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::logAbsDeterminant() const
460{
461 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
462 eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
463 return m_qr.diagonal().cwiseAbs().array().log().sum();
464}
465
466/** Performs the QR factorization of the given matrix \a matrix. The result of
467 * the factorization is stored into \c *this, and a reference to \c *this
468 * is returned.
469 *
470 * \sa class ColPivHouseholderQR, ColPivHouseholderQR(const MatrixType&)
471 */
472template<typename MatrixType>
473template<typename InputType>
475{
476 m_qr = matrix.derived();
477 computeInPlace();
478 return *this;
479}
480
481template<typename MatrixType>
483{
484 check_template_parameters();
485
486 // the column permutation is stored as int indices, so just to be sure:
488
489 using std::abs;
490
491 Index rows = m_qr.rows();
492 Index cols = m_qr.cols();
493 Index size = m_qr.diagonalSize();
494
495 m_hCoeffs.resize(size);
496
497 m_temp.resize(cols);
498
499 m_colsTranspositions.resize(m_qr.cols());
500 Index number_of_transpositions = 0;
501
502 m_colNormsUpdated.resize(cols);
503 m_colNormsDirect.resize(cols);
504 for (Index k = 0; k < cols; ++k) {
505 // colNormsDirect(k) caches the most recent directly computed norm of
506 // column k.
507 m_colNormsDirect.coeffRef(k) = m_qr.col(k).norm();
508 m_colNormsUpdated.coeffRef(k) = m_colNormsDirect.coeffRef(k);
509 }
510
511 RealScalar threshold_helper = numext::abs2<RealScalar>(m_colNormsUpdated.maxCoeff() * NumTraits<RealScalar>::epsilon()) / RealScalar(rows);
512 RealScalar norm_downdate_threshold = numext::sqrt(NumTraits<RealScalar>::epsilon());
513
514 m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
515 m_maxpivot = RealScalar(0);
516
517 for(Index k = 0; k < size; ++k)
518 {
519 // first, we look up in our table m_colNormsUpdated which column has the biggest norm
520 Index biggest_col_index;
521 RealScalar biggest_col_sq_norm = numext::abs2(m_colNormsUpdated.tail(cols-k).maxCoeff(&biggest_col_index));
522 biggest_col_index += k;
523
524 // Track the number of meaningful pivots but do not stop the decomposition to make
525 // sure that the initial matrix is properly reproduced. See bug 941.
526 if(m_nonzero_pivots==size && biggest_col_sq_norm < threshold_helper * RealScalar(rows-k))
527 m_nonzero_pivots = k;
528
529 // apply the transposition to the columns
530 m_colsTranspositions.coeffRef(k) = biggest_col_index;
531 if(k != biggest_col_index) {
532 m_qr.col(k).swap(m_qr.col(biggest_col_index));
533 std::swap(m_colNormsUpdated.coeffRef(k), m_colNormsUpdated.coeffRef(biggest_col_index));
534 std::swap(m_colNormsDirect.coeffRef(k), m_colNormsDirect.coeffRef(biggest_col_index));
535 ++number_of_transpositions;
536 }
537
538 // generate the householder vector, store it below the diagonal
539 RealScalar beta;
540 m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta);
541
542 // apply the householder transformation to the diagonal coefficient
543 m_qr.coeffRef(k,k) = beta;
544
545 // remember the maximum absolute value of diagonal coefficients
546 if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta);
547
548 // apply the householder transformation
549 m_qr.bottomRightCorner(rows-k, cols-k-1)
550 .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1));
551
552 // update our table of norms of the columns
553 for (Index j = k + 1; j < cols; ++j) {
554 // The following implements the stable norm downgrade step discussed in
555 // http://www.netlib.org/lapack/lawnspdf/lawn176.pdf
556 // and used in LAPACK routines xGEQPF and xGEQP3.
557 // See lines 278-297 in http://www.netlib.org/lapack/explore-html/dc/df4/sgeqpf_8f_source.html
558 if (m_colNormsUpdated.coeffRef(j) != RealScalar(0)) {
559 RealScalar temp = abs(m_qr.coeffRef(k, j)) / m_colNormsUpdated.coeffRef(j);
560 temp = (RealScalar(1) + temp) * (RealScalar(1) - temp);
561 temp = temp < RealScalar(0) ? RealScalar(0) : temp;
562 RealScalar temp2 = temp * numext::abs2<RealScalar>(m_colNormsUpdated.coeffRef(j) /
563 m_colNormsDirect.coeffRef(j));
564 if (temp2 <= norm_downdate_threshold) {
565 // The updated norm has become too inaccurate so re-compute the column
566 // norm directly.
567 m_colNormsDirect.coeffRef(j) = m_qr.col(j).tail(rows - k - 1).norm();
568 m_colNormsUpdated.coeffRef(j) = m_colNormsDirect.coeffRef(j);
569 } else {
570 m_colNormsUpdated.coeffRef(j) *= numext::sqrt(temp);
571 }
572 }
573 }
574 }
575
576 m_colsPermutation.setIdentity(PermIndexType(cols));
577 for(PermIndexType k = 0; k < size/*m_nonzero_pivots*/; ++k)
578 m_colsPermutation.applyTranspositionOnTheRight(k, PermIndexType(m_colsTranspositions.coeff(k)));
579
580 m_det_pq = (number_of_transpositions%2) ? -1 : 1;
581 m_isInitialized = true;
582}
583
584#ifndef EIGEN_PARSED_BY_DOXYGEN
585template<typename _MatrixType>
586template<typename RhsType, typename DstType>
587void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
588{
589 const Index nonzero_pivots = nonzeroPivots();
590
591 if(nonzero_pivots == 0)
592 {
593 dst.setZero();
594 return;
595 }
596
597 typename RhsType::PlainObject c(rhs);
598
599 c.applyOnTheLeft(householderQ().setLength(nonzero_pivots).adjoint() );
600
601 m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
602 .template triangularView<Upper>()
603 .solveInPlace(c.topRows(nonzero_pivots));
604
605 for(Index i = 0; i < nonzero_pivots; ++i) dst.row(m_colsPermutation.indices().coeff(i)) = c.row(i);
606 for(Index i = nonzero_pivots; i < cols(); ++i) dst.row(m_colsPermutation.indices().coeff(i)).setZero();
607}
608
609template<typename _MatrixType>
610template<bool Conjugate, typename RhsType, typename DstType>
611void ColPivHouseholderQR<_MatrixType>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
612{
613 const Index nonzero_pivots = nonzeroPivots();
614
615 if(nonzero_pivots == 0)
616 {
617 dst.setZero();
618 return;
619 }
620
621 typename RhsType::PlainObject c(m_colsPermutation.transpose()*rhs);
622
623 m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
624 .template triangularView<Upper>()
625 .transpose().template conjugateIf<Conjugate>()
626 .solveInPlace(c.topRows(nonzero_pivots));
627
628 dst.topRows(nonzero_pivots) = c.topRows(nonzero_pivots);
629 dst.bottomRows(rows()-nonzero_pivots).setZero();
630
631 dst.applyOnTheLeft(householderQ().setLength(nonzero_pivots).template conjugateIf<!Conjugate>() );
632}
633#endif
634
635namespace internal {
636
637template<typename DstXprType, typename MatrixType>
638struct Assignment<DstXprType, Inverse<ColPivHouseholderQR<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename ColPivHouseholderQR<MatrixType>::Scalar>, Dense2Dense>
639{
643 {
644 dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols()));
645 }
646};
647
648} // end namespace internal
649
650/** \returns the matrix Q as a sequence of householder transformations.
651 * You can extract the meaningful part only by using:
652 * \code qr.householderQ().setLength(qr.nonzeroPivots()) \endcode*/
653template<typename MatrixType>
654typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType>
655 ::householderQ() const
656{
657 eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
658 return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
659}
660
661/** \return the column-pivoting Householder QR decomposition of \c *this.
662 *
663 * \sa class ColPivHouseholderQR
664 */
665template<typename Derived>
668{
670}
671
672} // end namespace Eigen
673
674#endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Abs2ReturnType abs2() const
Definition: ArrayCwiseUnaryOps.h:80
#define EIGEN_GENERIC_PUBLIC_INTERFACE(Derived)
Just a side note.
Definition: Macros.h:1274
#define eigen_assert(x)
Definition: Macros.h:1047
#define EIGEN_STATIC_ASSERT_NON_INTEGER(TYPE)
Definition: StaticAssert.h:187
constexpr common_return_t< T1, T2 > beta(const T1 a, const T2 b) noexcept
Compile-time beta function.
Definition: beta.hpp:36
Householder rank-revealing QR decomposition of a matrix with column-pivoting.
Definition: ColPivHouseholderQR.h:53
bool isInjective() const
Definition: ColPivHouseholderQR.h:285
PermutationMatrix< ColsAtCompileTime, MaxColsAtCompileTime > PermutationType
Definition: ColPivHouseholderQR.h:66
ColPivHouseholderQR(const EigenBase< InputType > &matrix)
Constructs a QR factorization from a given matrix.
Definition: ColPivHouseholderQR.h:126
RowVectorType m_temp
Definition: ColPivHouseholderQR.h:440
const HCoeffsType & hCoeffs() const
Definition: ColPivHouseholderQR.h:334
HouseholderSequenceType householderQ() const
Definition: ColPivHouseholderQR.h:655
Index rank() const
Definition: ColPivHouseholderQR.h:255
HCoeffsType m_hCoeffs
Definition: ColPivHouseholderQR.h:437
Index m_det_pq
Definition: ColPivHouseholderQR.h:446
bool m_isInitialized
Definition: ColPivHouseholderQR.h:443
HouseholderSequence< MatrixType, typename internal::remove_all< typename HCoeffsType::ConjugateReturnType >::type > HouseholderSequenceType
Definition: ColPivHouseholderQR.h:70
internal::plain_diag_type< MatrixType >::type HCoeffsType
Definition: ColPivHouseholderQR.h:65
ColPivHouseholderQR(Index rows, Index cols)
Default Constructor with memory preallocation.
Definition: ColPivHouseholderQR.h:102
static void check_template_parameters()
Definition: ColPivHouseholderQR.h:429
ComputationInfo info() const
Reports whether the QR factorization was successful.
Definition: ColPivHouseholderQR.h:411
Index cols() const
Definition: ColPivHouseholderQR.h:328
ColPivHouseholderQR(EigenBase< InputType > &matrix)
Constructs a QR factorization from a given matrix.
Definition: ColPivHouseholderQR.h:147
RealScalar m_maxpivot
Definition: ColPivHouseholderQR.h:444
const Inverse< ColPivHouseholderQR > inverse() const
Definition: ColPivHouseholderQR.h:321
IntRowVectorType m_colsTranspositions
Definition: ColPivHouseholderQR.h:439
RealScalar threshold() const
Returns the threshold that will be used by certain methods such as rank().
Definition: ColPivHouseholderQR.h:378
Index nonzeroPivots() const
Definition: ColPivHouseholderQR.h:394
Index rows() const
Definition: ColPivHouseholderQR.h:327
const PermutationType & colsPermutation() const
Definition: ColPivHouseholderQR.h:214
void computeInPlace()
Definition: ColPivHouseholderQR.h:482
Index dimensionOfKernel() const
Definition: ColPivHouseholderQR.h:272
_MatrixType MatrixType
Definition: ColPivHouseholderQR.h:56
internal::plain_row_type< MatrixType, Index >::type IntRowVectorType
Definition: ColPivHouseholderQR.h:67
bool isSurjective() const
Definition: ColPivHouseholderQR.h:298
HouseholderSequenceType matrixQ() const
Definition: ColPivHouseholderQR.h:182
bool isInvertible() const
Definition: ColPivHouseholderQR.h:310
RealScalar m_prescribedThreshold
Definition: ColPivHouseholderQR.h:444
@ MaxColsAtCompileTime
Definition: ColPivHouseholderQR.h:63
@ MaxRowsAtCompileTime
Definition: ColPivHouseholderQR.h:62
ColPivHouseholderQR()
Default Constructor.
Definition: ColPivHouseholderQR.h:85
MatrixType::PlainObject PlainObject
Definition: ColPivHouseholderQR.h:71
RealRowVectorType m_colNormsUpdated
Definition: ColPivHouseholderQR.h:441
RealScalar maxPivot() const
Definition: ColPivHouseholderQR.h:403
ColPivHouseholderQR & setThreshold(const RealScalar &threshold)
Allows to prescribe a threshold to be used by certain methods, such as rank(), who need to determine ...
Definition: ColPivHouseholderQR.h:353
const MatrixType & matrixR() const
Definition: ColPivHouseholderQR.h:204
ColPivHouseholderQR & setThreshold(Default_t)
Allows to come back to the default behavior, letting Eigen use its default formula for determining th...
Definition: ColPivHouseholderQR.h:368
Index m_nonzero_pivots
Definition: ColPivHouseholderQR.h:445
MatrixType::RealScalar absDeterminant() const
Definition: ColPivHouseholderQR.h:450
bool m_usePrescribedThreshold
Definition: ColPivHouseholderQR.h:443
internal::plain_row_type< MatrixType >::type RowVectorType
Definition: ColPivHouseholderQR.h:68
internal::plain_row_type< MatrixType, RealScalar >::type RealRowVectorType
Definition: ColPivHouseholderQR.h:69
const MatrixType & matrixQR() const
Definition: ColPivHouseholderQR.h:189
void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const
Definition: ColPivHouseholderQR.h:611
MatrixType m_qr
Definition: ColPivHouseholderQR.h:436
void _solve_impl(const RhsType &rhs, DstType &dst) const
Definition: ColPivHouseholderQR.h:587
ColPivHouseholderQR & compute(const EigenBase< InputType > &matrix)
PermutationType m_colsPermutation
Definition: ColPivHouseholderQR.h:438
SolverBase< ColPivHouseholderQR > Base
Definition: ColPivHouseholderQR.h:57
RealRowVectorType m_colNormsDirect
Definition: ColPivHouseholderQR.h:442
MatrixType::RealScalar logAbsDeterminant() const
Definition: ColPivHouseholderQR.h:459
Complete orthogonal decomposition (COD) of a matrix.
Definition: CompleteOrthogonalDecomposition.h:52
\householder_module
Definition: HouseholderSequence.h:121
Expression of the inverse of another expression.
Definition: Inverse.h:44
EIGEN_DEVICE_FUNC const XprTypeNestedCleaned & nestedExpression() const
Definition: Inverse.h:60
EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT
Definition: Inverse.h:58
EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT
Definition: Inverse.h:57
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:50
Traits::StorageIndex StorageIndex
Definition: PermutationMatrix.h:307
Pseudo expression representing a solving operation.
Definition: Solve.h:63
A base class for matrix decomposition and solvers.
Definition: SolverBase.h:69
internal::traits< ColPivHouseholderQR< _MatrixType > >::Scalar Scalar
Definition: SolverBase.h:73
const Solve< ColPivHouseholderQR< _MatrixType >, Rhs > solve(const MatrixBase< Rhs > &b) const
Definition: SolverBase.h:106
EIGEN_DEVICE_FUNC ColPivHouseholderQR< _MatrixType > & derived()
Definition: EigenBase.h:46
UnitType abs(const UnitType x) noexcept
Compute absolute value.
Definition: math.h:721
auto sqrt(const UnitType &value) noexcept -> unit_t< square_root< typename units::traits::unit_t_traits< UnitType >::unit_type >, typename units::traits::unit_t_traits< UnitType >::underlying_type, linear_scale >
computes the square root of value
Definition: math.h:483
ComputationInfo
Enum for reporting the status of a computation.
Definition: Constants.h:440
@ Success
Computation was successful.
Definition: Constants.h:442
constexpr common_t< T1, T2 > min(const T1 x, const T2 y) noexcept
Compile-time pairwise minimum function.
Definition: min.hpp:35
EIGEN_CONSTEXPR Index size(const T &x)
Definition: Meta.h:479
Namespace containing all symbols from the Eigen library.
Definition: Core:141
Default_t
Definition: Constants.h:362
result
Definition: format.h:2564
Definition: Eigen_Colamd.h:50
Definition: BFloat16.h:88
void swap(wpi::SmallPtrSet< T, N > &LHS, wpi::SmallPtrSet< T, N > &RHS)
Implement std::swap in terms of SmallPtrSet swap.
Definition: SmallPtrSet.h:512
static constexpr const velocity::meters_per_second_t c(299792458.0)
Speed of light in vacuum.
b
Definition: data.h:44
Common base class for all classes T such that MatrixBase has an operator=(T) and a constructor Matrix...
Definition: EigenBase.h:30
Eigen::Index Index
The interface type of indices.
Definition: EigenBase.h:39
EIGEN_DEVICE_FUNC Derived & derived()
Definition: EigenBase.h:46
The type used to identify a matrix expression.
Definition: Constants.h:522
Holds information about the various numeric (i.e.
Definition: NumTraits.h:233
The type used to identify a general solver (factored) storage.
Definition: Constants.h:513
static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op< typename DstXprType::Scalar, typename QrType::Scalar > &)
Definition: ColPivHouseholderQR.h:642
Definition: AssignEvaluator.h:824
Definition: AssignEvaluator.h:814
Definition: AssignmentFunctors.h:21
int StorageIndex
Definition: ColPivHouseholderQR.h:22
SolverStorage StorageKind
Definition: ColPivHouseholderQR.h:21
MatrixXpr XprKind
Definition: ColPivHouseholderQR.h:20
Definition: ForwardDeclarations.h:17
Definition: Meta.h:96