16#ifndef EIGEN_SVDBASE_H
17#define EIGEN_SVDBASE_H
22template<
typename Derived>
struct traits<SVDBase<Derived> >
25 typedef MatrixXpr XprKind;
26 typedef SolverStorage StorageKind;
27 typedef int StorageIndex;
67 template<
typename Derived_>
68 friend struct internal::solve_assertion;
70 typedef typename internal::traits<Derived>::MatrixType MatrixType;
71 typedef typename MatrixType::Scalar Scalar;
72 typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
73 typedef typename Eigen::internal::traits<SVDBase>::StorageIndex StorageIndex;
76 RowsAtCompileTime = MatrixType::RowsAtCompileTime,
77 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
78 DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
79 MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
80 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
81 MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
82 MatrixOptions = MatrixType::Options
87 typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
89 Derived& derived() {
return *
static_cast<Derived*
>(
this); }
90 const Derived& derived()
const {
return *
static_cast<const Derived*
>(
this); }
103 _check_compute_assertions();
104 eigen_assert(
computeU() &&
"This SVD decomposition didn't compute U. Did you ask for it?");
119 _check_compute_assertions();
120 eigen_assert(
computeV() &&
"This SVD decomposition didn't compute V. Did you ask for it?");
131 _check_compute_assertions();
132 return m_singularValues;
138 _check_compute_assertions();
139 return m_nonzeroSingularValues;
151 _check_compute_assertions();
152 if(m_singularValues.size()==0)
return 0;
153 RealScalar premultiplied_threshold = numext::maxi<RealScalar>(m_singularValues.coeff(0) *
threshold(), (std::numeric_limits<RealScalar>::min)());
154 Index i = m_nonzeroSingularValues-1;
155 while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
175 m_usePrescribedThreshold =
true;
190 m_usePrescribedThreshold =
false;
200 eigen_assert(m_isInitialized || m_usePrescribedThreshold);
202 Index diagSize = (std::max<Index>)(1,m_diagSize);
203 return m_usePrescribedThreshold ? m_prescribedThreshold
208 inline bool computeU()
const {
return m_computeFullU || m_computeThinU; }
210 inline bool computeV()
const {
return m_computeFullV || m_computeThinV; }
212 inline Index rows()
const {
return m_rows; }
213 inline Index cols()
const {
return m_cols; }
215 #ifdef EIGEN_PARSED_BY_DOXYGEN
225 template<
typename Rhs>
226 inline const Solve<Derived, Rhs>
238 eigen_assert(m_isInitialized &&
"SVD is not initialized.");
242 #ifndef EIGEN_PARSED_BY_DOXYGEN
243 template<
typename RhsType,
typename DstType>
244 void _solve_impl(
const RhsType &rhs, DstType &dst)
const;
246 template<
bool Conjugate,
typename RhsType,
typename DstType>
247 void _solve_impl_transposed(
const RhsType &rhs, DstType &dst)
const;
252 static void check_template_parameters()
254 EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
257 void _check_compute_assertions()
const {
258 eigen_assert(m_isInitialized &&
"SVD is not initialized.");
261 template<
bool Transpose_,
typename Rhs>
262 void _check_solve_assertion(
const Rhs& b)
const {
263 EIGEN_ONLY_USED_FOR_DEBUG(b);
264 _check_compute_assertions();
265 eigen_assert(
computeU() &&
computeV() &&
"SVDBase::solve(): Both unitaries U and V are required to be computed (thin unitaries suffice).");
266 eigen_assert((Transpose_?cols():rows())==b.rows() &&
"SVDBase::solve(): invalid number of rows of the right hand side matrix b");
270 bool allocate(
Index rows,
Index cols,
unsigned int computationOptions) ;
272 MatrixUType m_matrixU;
273 MatrixVType m_matrixV;
274 SingularValuesType m_singularValues;
276 bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold;
277 bool m_computeFullU, m_computeThinU;
278 bool m_computeFullV, m_computeThinV;
279 unsigned int m_computationOptions;
280 Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
281 RealScalar m_prescribedThreshold;
289 m_isInitialized(false),
290 m_isAllocated(false),
291 m_usePrescribedThreshold(false),
292 m_computeFullU(false),
293 m_computeThinU(false),
294 m_computeFullV(false),
295 m_computeThinV(false),
296 m_computationOptions(0),
297 m_rows(-1), m_cols(-1), m_diagSize(0)
299 check_template_parameters();
305#ifndef EIGEN_PARSED_BY_DOXYGEN
306template<
typename Derived>
307template<
typename RhsType,
typename DstType>
308void SVDBase<Derived>::_solve_impl(
const RhsType &rhs, DstType &dst)
const
313 Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
314 Index l_rank = rank();
315 tmp.noalias() = m_matrixU.leftCols(l_rank).adjoint() * rhs;
316 tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
317 dst = m_matrixV.leftCols(l_rank) * tmp;
320template<
typename Derived>
321template<
bool Conjugate,
typename RhsType,
typename DstType>
322void SVDBase<Derived>::_solve_impl_transposed(
const RhsType &rhs, DstType &dst)
const
327 Matrix<typename RhsType::Scalar, Dynamic, RhsType::ColsAtCompileTime, 0, MatrixType::MaxRowsAtCompileTime, RhsType::MaxColsAtCompileTime> tmp;
328 Index l_rank = rank();
330 tmp.noalias() = m_matrixV.leftCols(l_rank).transpose().template conjugateIf<Conjugate>() * rhs;
331 tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
332 dst = m_matrixU.template conjugateIf<!Conjugate>().leftCols(l_rank) * tmp;
336template<
typename MatrixType>
337bool SVDBase<MatrixType>::allocate(Index rows, Index cols,
unsigned int computationOptions)
339 eigen_assert(rows >= 0 && cols >= 0);
344 computationOptions == m_computationOptions)
352 m_isInitialized =
false;
353 m_isAllocated =
true;
354 m_computationOptions = computationOptions;
355 m_computeFullU = (computationOptions &
ComputeFullU) != 0;
356 m_computeThinU = (computationOptions &
ComputeThinU) != 0;
357 m_computeFullV = (computationOptions &
ComputeFullV) != 0;
358 m_computeThinV = (computationOptions &
ComputeThinV) != 0;
359 eigen_assert(!(m_computeFullU && m_computeThinU) &&
"SVDBase: you can't ask for both full and thin U");
360 eigen_assert(!(m_computeFullV && m_computeThinV) &&
"SVDBase: you can't ask for both full and thin V");
361 eigen_assert(EIGEN_IMPLIES(m_computeThinU || m_computeThinV, MatrixType::ColsAtCompileTime==Dynamic) &&
362 "SVDBase: thin U and V are only available when your matrix has a dynamic number of columns.");
364 m_diagSize = (std::min)(m_rows, m_cols);
365 m_singularValues.resize(m_diagSize);
366 if(RowsAtCompileTime==Dynamic)
367 m_matrixU.resize(m_rows, m_computeFullU ? m_rows : m_computeThinU ? m_diagSize : 0);
368 if(ColsAtCompileTime==Dynamic)
369 m_matrixV.resize(m_cols, m_computeFullV ? m_cols : m_computeThinV ? m_diagSize : 0);
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:50
The matrix class, also used for vectors and row-vectors.
Definition: Matrix.h:180
Base class of SVD algorithms.
Definition: SVDBase.h:64
ComputationInfo info() const
Reports whether previous computation was successful.
Definition: SVDBase.h:236
Derived & setThreshold(const RealScalar &threshold)
Definition: SVDBase.h:173
const Solve< Derived, Rhs > solve(const MatrixBase< Rhs > &b) const
Index rank() const
Definition: SVDBase.h:148
bool computeV() const
Definition: SVDBase.h:210
Eigen::Index Index
Definition: SVDBase.h:74
bool computeU() const
Definition: SVDBase.h:208
Derived & setThreshold(Default_t)
Definition: SVDBase.h:188
RealScalar threshold() const
Definition: SVDBase.h:198
SVDBase()
Default Constructor.
Definition: SVDBase.h:287
const SingularValuesType & singularValues() const
Definition: SVDBase.h:129
const MatrixUType & matrixU() const
Definition: SVDBase.h:101
const MatrixVType & matrixV() const
Definition: SVDBase.h:117
Index nonzeroSingularValues() const
Definition: SVDBase.h:136
A base class for matrix decomposition and solvers.
Definition: SolverBase.h:69
ComputationInfo
Definition: Constants.h:440
@ Success
Definition: Constants.h:442
@ ComputeFullV
Definition: Constants.h:397
@ ComputeThinV
Definition: Constants.h:399
@ ComputeFullU
Definition: Constants.h:393
@ ComputeThinU
Definition: Constants.h:395
Namespace containing all symbols from the Eigen library.
Definition: Core:141
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
Definition: Meta.h:74
Holds information about the various numeric (i.e. scalar) types allowed by Eigen.
Definition: NumTraits.h:233