Householder rank-revealing QR decomposition of a matrix with column-pivoting.
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| ColPivHouseholderQR () |
| Default Constructor. More...
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| ColPivHouseholderQR (Index rows, Index cols) |
| Default Constructor with memory preallocation. More...
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template<typename InputType > |
| ColPivHouseholderQR (const EigenBase< InputType > &matrix) |
| Constructs a QR factorization from a given matrix. More...
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template<typename InputType > |
| ColPivHouseholderQR (EigenBase< InputType > &matrix) |
| Constructs a QR factorization from a given matrix. More...
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HouseholderSequenceType | householderQ () const |
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HouseholderSequenceType | matrixQ () const |
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const MatrixType & | matrixQR () const |
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const MatrixType & | matrixR () const |
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template<typename InputType > |
ColPivHouseholderQR & | compute (const EigenBase< InputType > &matrix) |
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const PermutationType & | colsPermutation () const |
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MatrixType::RealScalar | absDeterminant () const |
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MatrixType::RealScalar | logAbsDeterminant () const |
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Index | rank () const |
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Index | dimensionOfKernel () const |
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bool | isInjective () const |
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bool | isSurjective () const |
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bool | isInvertible () const |
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const Inverse< ColPivHouseholderQR > | inverse () const |
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Index | rows () const |
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Index | cols () const |
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const HCoeffsType & | hCoeffs () const |
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ColPivHouseholderQR & | setThreshold (const RealScalar &threshold) |
| Allows to prescribe a threshold to be used by certain methods, such as rank(), who need to determine when pivots are to be considered nonzero. More...
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ColPivHouseholderQR & | setThreshold (Default_t) |
| Allows to come back to the default behavior, letting Eigen use its default formula for determining the threshold. More...
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RealScalar | threshold () const |
| Returns the threshold that will be used by certain methods such as rank(). More...
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Index | nonzeroPivots () const |
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RealScalar | maxPivot () const |
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ComputationInfo | info () const |
| Reports whether the QR factorization was successful. More...
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template<typename RhsType , typename DstType > |
void | _solve_impl (const RhsType &rhs, DstType &dst) const |
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template<bool Conjugate, typename RhsType , typename DstType > |
void | _solve_impl_transposed (const RhsType &rhs, DstType &dst) const |
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template<typename InputType > |
ColPivHouseholderQR< MatrixType > & | compute (const EigenBase< InputType > &matrix) |
| Performs the QR factorization of the given matrix matrix. More...
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| SolverBase () |
| Default constructor. More...
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| ~SolverBase () |
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const Solve< ColPivHouseholderQR< _MatrixType >, Rhs > | solve (const MatrixBase< Rhs > &b) const |
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ConstTransposeReturnType | transpose () const |
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AdjointReturnType | adjoint () const |
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EIGEN_DEVICE_FUNC ColPivHouseholderQR< _MatrixType > & | derived () |
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EIGEN_DEVICE_FUNC const ColPivHouseholderQR< _MatrixType > & | derived () const |
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EIGEN_DEVICE_FUNC ColPivHouseholderQR< _MatrixType > & | derived () |
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EIGEN_DEVICE_FUNC const ColPivHouseholderQR< _MatrixType > & | derived () const |
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EIGEN_DEVICE_FUNC ColPivHouseholderQR< _MatrixType > & | const_cast_derived () const |
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EIGEN_DEVICE_FUNC const ColPivHouseholderQR< _MatrixType > & | const_derived () const |
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EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index | rows () const EIGEN_NOEXCEPT |
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EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index | cols () const EIGEN_NOEXCEPT |
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EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index | size () const EIGEN_NOEXCEPT |
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EIGEN_DEVICE_FUNC void | evalTo (Dest &dst) const |
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EIGEN_DEVICE_FUNC void | addTo (Dest &dst) const |
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EIGEN_DEVICE_FUNC void | subTo (Dest &dst) const |
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EIGEN_DEVICE_FUNC void | applyThisOnTheRight (Dest &dst) const |
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EIGEN_DEVICE_FUNC void | applyThisOnTheLeft (Dest &dst) const |
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template<typename _MatrixType>
class Eigen::ColPivHouseholderQR< _MatrixType >
Householder rank-revealing QR decomposition of a matrix with column-pivoting.
- Template Parameters
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_MatrixType | the type of the matrix of which we are computing the QR decomposition |
This class performs a rank-revealing QR decomposition of a matrix A into matrices P, Q and R such that
\[
\mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R}
\]
by using Householder transformations. Here, P is a permutation matrix, Q a unitary matrix and R an upper triangular matrix.
This decomposition performs column pivoting in order to be rank-revealing and improve numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR.
This class supports the inplace decomposition mechanism.
- See also
- MatrixBase::colPivHouseholderQr()
template<typename _MatrixType >
Allows to prescribe a threshold to be used by certain methods, such as rank(), who need to determine when pivots are to be considered nonzero.
This is not used for the QR decomposition itself.
When it needs to get the threshold value, Eigen calls threshold(). By default, this uses a formula to automatically determine a reasonable threshold. Once you have called the present method setThreshold(const RealScalar&), your value is used instead.
- Parameters
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threshold | The new value to use as the threshold. |
A pivot will be considered nonzero if its absolute value is strictly greater than \( \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \) where maxpivot is the biggest pivot.
If you want to come back to the default behavior, call setThreshold(Default_t)