// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Thomas Capricelli // Copyright (C) 2012 Desire Nuentsa // // This code initially comes from MINPACK whose original authors are: // Copyright Jorge More - Argonne National Laboratory // Copyright Burt Garbow - Argonne National Laboratory // Copyright Ken Hillstrom - Argonne National Laboratory // // This Source Code Form is subject to the terms of the Minpack license // (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file. #ifndef EIGEN_LMQRSOLV_H #define EIGEN_LMQRSOLV_H namespace Eigen { namespace internal { template void lmqrsolv( Matrix &s, const PermutationMatrix &iPerm, const Matrix &diag, const Matrix &qtb, Matrix &x, Matrix &sdiag) { /* Local variables */ Index i, j, k, l; Scalar temp; Index n = s.cols(); Matrix wa(n); JacobiRotation givens; /* Function Body */ // the following will only change the lower triangular part of s, including // the diagonal, though the diagonal is restored afterward /* copy r and (q transpose)*b to preserve input and initialize s. */ /* in particular, save the diagonal elements of r in x. */ x = s.diagonal(); wa = qtb; s.topLeftCorner(n,n).template triangularView() = s.topLeftCorner(n,n).transpose(); /* eliminate the diagonal matrix d using a givens rotation. */ for (j = 0; j < n; ++j) { /* prepare the row of d to be eliminated, locating the */ /* diagonal element using p from the qr factorization. */ l = iPerm.indices()(j); if (diag[l] == 0.) break; sdiag.tail(n-j).setZero(); sdiag[j] = diag[l]; /* the transformations to eliminate the row of d */ /* modify only a single element of (q transpose)*b */ /* beyond the first n, which is initially zero. */ Scalar qtbpj = 0.; for (k = j; k < n; ++k) { /* determine a givens rotation which eliminates the */ /* appropriate element in the current row of d. */ givens.makeGivens(-s(k,k), sdiag[k]); /* compute the modified diagonal element of r and */ /* the modified element of ((q transpose)*b,0). */ s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k]; temp = givens.c() * wa[k] + givens.s() * qtbpj; qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj; wa[k] = temp; /* accumulate the tranformation in the row of s. */ for (i = k+1; i().solveInPlace(wa.head(nsing)); // restore sdiag = s.diagonal(); s.diagonal() = x; /* permute the components of z back to components of x. */ x = iPerm * wa; } template void lmqrsolv( SparseMatrix &s, const PermutationMatrix &iPerm, const Matrix &diag, const Matrix &qtb, Matrix &x, Matrix &sdiag) { /* Local variables */ typedef SparseMatrix FactorType; Index i, j, k, l; Scalar temp; Index n = s.cols(); Matrix wa(n); JacobiRotation givens; /* Function Body */ // the following will only change the lower triangular part of s, including // the diagonal, though the diagonal is restored afterward /* copy r and (q transpose)*b to preserve input and initialize R. */ wa = qtb; FactorType R(s); // Eliminate the diagonal matrix d using a givens rotation for (j = 0; j < n; ++j) { // Prepare the row of d to be eliminated, locating the // diagonal element using p from the qr factorization l = iPerm.indices()(j); if (diag(l) == Scalar(0)) break; sdiag.tail(n-j).setZero(); sdiag[j] = diag[l]; // the transformations to eliminate the row of d // modify only a single element of (q transpose)*b // beyond the first n, which is initially zero. Scalar qtbpj = 0; // Browse the nonzero elements of row j of the upper triangular s for (k = j; k < n; ++k) { typename FactorType::InnerIterator itk(R,k); for (; itk; ++itk){ if (itk.index() < k) continue; else break; } //At this point, we have the diagonal element R(k,k) // Determine a givens rotation which eliminates // the appropriate element in the current row of d givens.makeGivens(-itk.value(), sdiag(k)); // Compute the modified diagonal element of r and // the modified element of ((q transpose)*b,0). itk.valueRef() = givens.c() * itk.value() + givens.s() * sdiag(k); temp = givens.c() * wa(k) + givens.s() * qtbpj; qtbpj = -givens.s() * wa(k) + givens.c() * qtbpj; wa(k) = temp; // Accumulate the transformation in the remaining k row/column of R for (++itk; itk; ++itk) { i = itk.index(); temp = givens.c() * itk.value() + givens.s() * sdiag(i); sdiag(i) = -givens.s() * itk.value() + givens.c() * sdiag(i); itk.valueRef() = temp; } } } // Solve the triangular system for z. If the system is // singular, then obtain a least squares solution Index nsing; for(nsing = 0; nsing().solve/*InPlace*/(wa.head(nsing)); sdiag = R.diagonal(); // Permute the components of z back to components of x x = iPerm * wa; } } // end namespace internal } // end namespace Eigen #endif // EIGEN_LMQRSOLV_H