16 #ifndef EIGEN_SVDBASE_H 17 #define EIGEN_SVDBASE_H 47 template<
typename Derived>
52 typedef typename internal::traits<Derived>::MatrixType MatrixType;
53 typedef typename MatrixType::Scalar Scalar;
55 typedef typename MatrixType::StorageIndex StorageIndex;
58 RowsAtCompileTime = MatrixType::RowsAtCompileTime,
59 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
60 DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
61 MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
62 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
63 MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
64 MatrixOptions = MatrixType::Options
69 typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
71 Derived& derived() {
return *
static_cast<Derived*
>(
this); }
72 const Derived& derived()
const {
return *
static_cast<const Derived*
>(
this); }
85 eigen_assert(m_isInitialized &&
"SVD is not initialized.");
86 eigen_assert(
computeU() &&
"This SVD decomposition didn't compute U. Did you ask for it?");
101 eigen_assert(m_isInitialized &&
"SVD is not initialized.");
102 eigen_assert(
computeV() &&
"This SVD decomposition didn't compute V. Did you ask for it?");
113 eigen_assert(m_isInitialized &&
"SVD is not initialized.");
114 return m_singularValues;
120 eigen_assert(m_isInitialized &&
"SVD is not initialized.");
121 return m_nonzeroSingularValues;
134 eigen_assert(m_isInitialized &&
"JacobiSVD is not initialized.");
135 if(m_singularValues.size()==0)
return 0;
136 RealScalar premultiplied_threshold = (max)(m_singularValues.coeff(0) *
threshold(), (std::numeric_limits<RealScalar>::min)());
137 Index i = m_nonzeroSingularValues-1;
138 while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
158 m_usePrescribedThreshold =
true;
173 m_usePrescribedThreshold =
false;
183 eigen_assert(m_isInitialized || m_usePrescribedThreshold);
184 return m_usePrescribedThreshold ? m_prescribedThreshold
189 inline bool computeU()
const {
return m_computeFullU || m_computeThinU; }
191 inline bool computeV()
const {
return m_computeFullV || m_computeThinV; }
193 inline Index rows()
const {
return m_rows; }
194 inline Index cols()
const {
return m_cols; }
205 template<
typename Rhs>
209 eigen_assert(m_isInitialized &&
"SVD is not initialized.");
210 eigen_assert(
computeU() &&
computeV() &&
"SVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
214 #ifndef EIGEN_PARSED_BY_DOXYGEN 215 template<
typename RhsType,
typename DstType>
217 void _solve_impl(
const RhsType &rhs, DstType &dst)
const;
222 static void check_template_parameters()
224 EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
228 bool allocate(Index rows, Index cols,
unsigned int computationOptions) ;
230 MatrixUType m_matrixU;
231 MatrixVType m_matrixV;
232 SingularValuesType m_singularValues;
233 bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold;
234 bool m_computeFullU, m_computeThinU;
235 bool m_computeFullV, m_computeThinV;
236 unsigned int m_computationOptions;
237 Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
238 RealScalar m_prescribedThreshold;
245 : m_isInitialized(false),
246 m_isAllocated(false),
247 m_usePrescribedThreshold(false),
248 m_computationOptions(0),
249 m_rows(-1), m_cols(-1), m_diagSize(0)
251 check_template_parameters();
257 #ifndef EIGEN_PARSED_BY_DOXYGEN 258 template<
typename Derived>
259 template<
typename RhsType,
typename DstType>
262 eigen_assert(rhs.rows() == rows());
269 tmp.noalias() = m_matrixU.leftCols(l_rank).adjoint() * rhs;
270 tmp = m_singularValues.head(l_rank).asDiagonal().inverse() * tmp;
271 dst = m_matrixV.leftCols(l_rank) * tmp;
275 template<
typename MatrixType>
278 eigen_assert(rows >= 0 && cols >= 0);
283 computationOptions == m_computationOptions)
290 m_isInitialized =
false;
291 m_isAllocated =
true;
292 m_computationOptions = computationOptions;
293 m_computeFullU = (computationOptions &
ComputeFullU) != 0;
294 m_computeThinU = (computationOptions &
ComputeThinU) != 0;
295 m_computeFullV = (computationOptions &
ComputeFullV) != 0;
296 m_computeThinV = (computationOptions &
ComputeThinV) != 0;
297 eigen_assert(!(m_computeFullU && m_computeThinU) &&
"SVDBase: you can't ask for both full and thin U");
298 eigen_assert(!(m_computeFullV && m_computeThinV) &&
"SVDBase: you can't ask for both full and thin V");
299 eigen_assert(EIGEN_IMPLIES(m_computeThinU || m_computeThinV, MatrixType::ColsAtCompileTime==Dynamic) &&
300 "SVDBase: thin U and V are only available when your matrix has a dynamic number of columns.");
302 m_diagSize = (std::min)(m_rows, m_cols);
303 m_singularValues.resize(m_diagSize);
304 if(RowsAtCompileTime==Dynamic)
305 m_matrixU.
resize(m_rows, m_computeFullU ? m_rows : m_computeThinU ? m_diagSize : 0);
306 if(ColsAtCompileTime==Dynamic)
307 m_matrixV.
resize(m_cols, m_computeFullV ? m_cols : m_computeThinV ? m_diagSize : 0);
314 #endif // EIGEN_SVDBASE_H Definition: Constants.h:383
Derived & setThreshold(Default_t)
Definition: SVDBase.h:171
const SingularValuesType & singularValues() const
Definition: SVDBase.h:111
Definition: Constants.h:389
Eigen::Index Index
Definition: SVDBase.h:56
RealScalar threshold() const
Definition: SVDBase.h:181
Holds information about the various numeric (i.e. scalar) types allowed by Eigen. ...
Definition: NumTraits.h:107
Index rank() const
Definition: SVDBase.h:130
void resize(Index rows, Index cols)
Definition: PlainObjectBase.h:252
bool computeV() const
Definition: SVDBase.h:191
Base class of SVD algorithms.
Definition: SVDBase.h:48
SVDBase()
Default Constructor.
Definition: SVDBase.h:244
const MatrixVType & matrixV() const
Definition: SVDBase.h:99
const MatrixUType & matrixU() const
Definition: SVDBase.h:83
Derived & setThreshold(const RealScalar &threshold)
Definition: SVDBase.h:156
bool computeU() const
Definition: SVDBase.h:189
Index nonzeroSingularValues() const
Definition: SVDBase.h:118
Pseudo expression representing a solving operation.
Definition: Solve.h:62
Definition: Constants.h:387
Definition: Constants.h:385
Base class for all dense matrices, vectors, and expressions.
Definition: MatrixBase.h:48
const Solve< Derived, Rhs > solve(const MatrixBase< Rhs > &b) const
Definition: SVDBase.h:207