// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2010 Gael Guennebaud // Copyright (C) 2010 Jitse Niesen // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. #ifndef EIGEN_SELFADJOINTEIGENSOLVER_H #define EIGEN_SELFADJOINTEIGENSOLVER_H #include "./Tridiagonalization.h" namespace Eigen { template class GeneralizedSelfAdjointEigenSolver; namespace internal { template struct direct_selfadjoint_eigenvalues; } /** \eigenvalues_module \ingroup Eigenvalues_Module * * * \class SelfAdjointEigenSolver * * \brief Computes eigenvalues and eigenvectors of selfadjoint matrices * * \tparam _MatrixType the type of the matrix of which we are computing the * eigendecomposition; this is expected to be an instantiation of the Matrix * class template. * * A matrix \f$A \f$ is selfadjoint if it equals its adjoint. For real * matrices, this means that the matrix is symmetric: it equals its * transpose. This class computes the eigenvalues and eigenvectors of a * selfadjoint matrix. These are the scalars \f$\lambda \f$ and vectors * \f$v \f$ such that \f$Av = \lambda v \f$. The eigenvalues of a * selfadjoint matrix are always real. If \f$D \f$ is a diagonal matrix with * the eigenvalues on the diagonal, and \f$V \f$ is a matrix with the * eigenvectors as its columns, then \f$A = V D V^{-1} \f$ (for selfadjoint * matrices, the matrix \f$V \f$ is always invertible). This is called the * eigendecomposition. * * The algorithm exploits the fact that the matrix is selfadjoint, making it * faster and more accurate than the general purpose eigenvalue algorithms * implemented in EigenSolver and ComplexEigenSolver. * * Only the \b lower \b triangular \b part of the input matrix is referenced. * * Call the function compute() to compute the eigenvalues and eigenvectors of * a given matrix. Alternatively, you can use the * SelfAdjointEigenSolver(const MatrixType&, int) constructor which computes * the eigenvalues and eigenvectors at construction time. Once the eigenvalue * and eigenvectors are computed, they can be retrieved with the eigenvalues() * and eigenvectors() functions. * * The documentation for SelfAdjointEigenSolver(const MatrixType&, int) * contains an example of the typical use of this class. * * To solve the \em generalized eigenvalue problem \f$Av = \lambda Bv \f$ and * the likes, see the class GeneralizedSelfAdjointEigenSolver. * * \sa MatrixBase::eigenvalues(), class EigenSolver, class ComplexEigenSolver */ template class SelfAdjointEigenSolver { public: typedef _MatrixType MatrixType; enum { Size = MatrixType::RowsAtCompileTime, ColsAtCompileTime = MatrixType::ColsAtCompileTime, Options = MatrixType::Options, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }; /** \brief Scalar type for matrices of type \p _MatrixType. */ typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Index Index; /** \brief Real scalar type for \p _MatrixType. * * This is just \c Scalar if #Scalar is real (e.g., \c float or * \c double), and the type of the real part of \c Scalar if #Scalar is * complex. */ typedef typename NumTraits::Real RealScalar; friend struct internal::direct_selfadjoint_eigenvalues::IsComplex>; /** \brief Type for vector of eigenvalues as returned by eigenvalues(). * * This is a column vector with entries of type #RealScalar. * The length of the vector is the size of \p _MatrixType. */ typedef typename internal::plain_col_type::type RealVectorType; typedef Tridiagonalization TridiagonalizationType; /** \brief Default constructor for fixed-size matrices. * * The default constructor is useful in cases in which the user intends to * perform decompositions via compute(). This constructor * can only be used if \p _MatrixType is a fixed-size matrix; use * SelfAdjointEigenSolver(Index) for dynamic-size matrices. * * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver.cpp * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver.out */ SelfAdjointEigenSolver() : m_eivec(), m_eivalues(), m_subdiag(), m_isInitialized(false) { } /** \brief Constructor, pre-allocates memory for dynamic-size matrices. * * \param [in] size Positive integer, size of the matrix whose * eigenvalues and eigenvectors will be computed. * * This constructor is useful for dynamic-size matrices, when the user * intends to perform decompositions via compute(). The \p size * parameter is only used as a hint. It is not an error to give a wrong * \p size, but it may impair performance. * * \sa compute() for an example */ SelfAdjointEigenSolver(Index size) : m_eivec(size, size), m_eivalues(size), m_subdiag(size > 1 ? size - 1 : 1), m_isInitialized(false) {} /** \brief Constructor; computes eigendecomposition of given matrix. * * \param[in] matrix Selfadjoint matrix whose eigendecomposition is to * be computed. Only the lower triangular part of the matrix is referenced. * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. * * This constructor calls compute(const MatrixType&, int) to compute the * eigenvalues of the matrix \p matrix. The eigenvectors are computed if * \p options equals #ComputeEigenvectors. * * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.out * * \sa compute(const MatrixType&, int) */ SelfAdjointEigenSolver(const MatrixType& matrix, int options = ComputeEigenvectors) : m_eivec(matrix.rows(), matrix.cols()), m_eivalues(matrix.cols()), m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1), m_isInitialized(false) { compute(matrix, options); } /** \brief Computes eigendecomposition of given matrix. * * \param[in] matrix Selfadjoint matrix whose eigendecomposition is to * be computed. Only the lower triangular part of the matrix is referenced. * \param[in] options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly. * \returns Reference to \c *this * * This function computes the eigenvalues of \p matrix. The eigenvalues() * function can be used to retrieve them. If \p options equals #ComputeEigenvectors, * then the eigenvectors are also computed and can be retrieved by * calling eigenvectors(). * * This implementation uses a symmetric QR algorithm. The matrix is first * reduced to tridiagonal form using the Tridiagonalization class. The * tridiagonal matrix is then brought to diagonal form with implicit * symmetric QR steps with Wilkinson shift. Details can be found in * Section 8.3 of Golub \& Van Loan, %Matrix Computations. * * The cost of the computation is about \f$9n^3 \f$ if the eigenvectors * are required and \f$4n^3/3 \f$ if they are not required. * * This method reuses the memory in the SelfAdjointEigenSolver object that * was allocated when the object was constructed, if the size of the * matrix does not change. * * Example: \include SelfAdjointEigenSolver_compute_MatrixType.cpp * Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType.out * * \sa SelfAdjointEigenSolver(const MatrixType&, int) */ SelfAdjointEigenSolver& compute(const MatrixType& matrix, int options = ComputeEigenvectors); /** \brief Computes eigendecomposition of given matrix using a direct algorithm * * This is a variant of compute(const MatrixType&, int options) which * directly solves the underlying polynomial equation. * * Currently only 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d). * * This method is usually significantly faster than the QR algorithm * but it might also be less accurate. It is also worth noting that * for 3x3 matrices it involves trigonometric operations which are * not necessarily available for all scalar types. * * \sa compute(const MatrixType&, int options) */ SelfAdjointEigenSolver& computeDirect(const MatrixType& matrix, int options = ComputeEigenvectors); /** \brief Returns the eigenvectors of given matrix. * * \returns A const reference to the matrix whose columns are the eigenvectors. * * \pre The eigenvectors have been computed before. * * Column \f$k \f$ of the returned matrix is an eigenvector corresponding * to eigenvalue number \f$k \f$ as returned by eigenvalues(). The * eigenvectors are normalized to have (Euclidean) norm equal to one. If * this object was used to solve the eigenproblem for the selfadjoint * matrix \f$A \f$, then the matrix returned by this function is the * matrix \f$V \f$ in the eigendecomposition \f$A = V D V^{-1} \f$. * * Example: \include SelfAdjointEigenSolver_eigenvectors.cpp * Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out * * \sa eigenvalues() */ const MatrixType& eigenvectors() const { eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); return m_eivec; } /** \brief Returns the eigenvalues of given matrix. * * \returns A const reference to the column vector containing the eigenvalues. * * \pre The eigenvalues have been computed before. * * The eigenvalues are repeated according to their algebraic multiplicity, * so there are as many eigenvalues as rows in the matrix. The eigenvalues * are sorted in increasing order. * * Example: \include SelfAdjointEigenSolver_eigenvalues.cpp * Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out * * \sa eigenvectors(), MatrixBase::eigenvalues() */ const RealVectorType& eigenvalues() const { eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); return m_eivalues; } /** \brief Computes the positive-definite square root of the matrix. * * \returns the positive-definite square root of the matrix * * \pre The eigenvalues and eigenvectors of a positive-definite matrix * have been computed before. * * The square root of a positive-definite matrix \f$A \f$ is the * positive-definite matrix whose square equals \f$A \f$. This function * uses the eigendecomposition \f$A = V D V^{-1} \f$ to compute the * square root as \f$A^{1/2} = V D^{1/2} V^{-1} \f$. * * Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp * Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out * * \sa operatorInverseSqrt(), * \ref MatrixFunctions_Module "MatrixFunctions Module" */ MatrixType operatorSqrt() const { eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint(); } /** \brief Computes the inverse square root of the matrix. * * \returns the inverse positive-definite square root of the matrix * * \pre The eigenvalues and eigenvectors of a positive-definite matrix * have been computed before. * * This function uses the eigendecomposition \f$A = V D V^{-1} \f$ to * compute the inverse square root as \f$V D^{-1/2} V^{-1} \f$. This is * cheaper than first computing the square root with operatorSqrt() and * then its inverse with MatrixBase::inverse(). * * Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp * Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out * * \sa operatorSqrt(), MatrixBase::inverse(), * \ref MatrixFunctions_Module "MatrixFunctions Module" */ MatrixType operatorInverseSqrt() const { eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues."); return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint(); } /** \brief Reports whether previous computation was successful. * * \returns \c Success if computation was succesful, \c NoConvergence otherwise. */ ComputationInfo info() const { eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized."); return m_info; } /** \brief Maximum number of iterations. * * The algorithm terminates if it does not converge within m_maxIterations * n iterations, where n * denotes the size of the matrix. This value is currently set to 30 (copied from LAPACK). */ static const int m_maxIterations = 30; #ifdef EIGEN2_SUPPORT SelfAdjointEigenSolver(const MatrixType& matrix, bool computeEigenvectors) : m_eivec(matrix.rows(), matrix.cols()), m_eivalues(matrix.cols()), m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1), m_isInitialized(false) { compute(matrix, computeEigenvectors); } SelfAdjointEigenSolver(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true) : m_eivec(matA.cols(), matA.cols()), m_eivalues(matA.cols()), m_subdiag(matA.cols() > 1 ? matA.cols() - 1 : 1), m_isInitialized(false) { static_cast*>(this)->compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly); } void compute(const MatrixType& matrix, bool computeEigenvectors) { compute(matrix, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly); } void compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true) { compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly); } #endif // EIGEN2_SUPPORT protected: static void check_template_parameters() { EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar); } MatrixType m_eivec; RealVectorType m_eivalues; typename TridiagonalizationType::SubDiagonalType m_subdiag; ComputationInfo m_info; bool m_isInitialized; bool m_eigenvectorsOk; }; /** \internal * * \eigenvalues_module \ingroup Eigenvalues_Module * * Performs a QR step on a tridiagonal symmetric matrix represented as a * pair of two vectors \a diag and \a subdiag. * * \param matA the input selfadjoint matrix * \param hCoeffs returned Householder coefficients * * For compilation efficiency reasons, this procedure does not use eigen expression * for its arguments. * * Implemented from Golub's "Matrix Computations", algorithm 8.3.2: * "implicit symmetric QR step with Wilkinson shift" */ namespace internal { template static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n); } template SelfAdjointEigenSolver& SelfAdjointEigenSolver ::compute(const MatrixType& matrix, int options) { check_template_parameters(); using std::abs; eigen_assert(matrix.cols() == matrix.rows()); eigen_assert((options&~(EigVecMask|GenEigMask))==0 && (options&EigVecMask)!=EigVecMask && "invalid option parameter"); bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; Index n = matrix.cols(); m_eivalues.resize(n,1); if(n==1) { m_eivalues.coeffRef(0,0) = numext::real(matrix.coeff(0,0)); if(computeEigenvectors) m_eivec.setOnes(n,n); m_info = Success; m_isInitialized = true; m_eigenvectorsOk = computeEigenvectors; return *this; } // declare some aliases RealVectorType& diag = m_eivalues; MatrixType& mat = m_eivec; // map the matrix coefficients to [-1:1] to avoid over- and underflow. mat = matrix.template triangularView(); RealScalar scale = mat.cwiseAbs().maxCoeff(); if(scale==RealScalar(0)) scale = RealScalar(1); mat.template triangularView() /= scale; m_subdiag.resize(n-1); internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors); Index end = n-1; Index start = 0; Index iter = 0; // total number of iterations while (end>0) { for (Index i = start; i0 && m_subdiag[end-1]==0) { end--; } if (end<=0) break; // if we spent too many iterations, we give up iter++; if(iter > m_maxIterations * n) break; start = end - 1; while (start>0 && m_subdiag[start-1]!=0) start--; internal::tridiagonal_qr_step(diag.data(), m_subdiag.data(), start, end, computeEigenvectors ? m_eivec.data() : (Scalar*)0, n); } if (iter <= m_maxIterations * n) m_info = Success; else m_info = NoConvergence; // Sort eigenvalues and corresponding vectors. // TODO make the sort optional ? // TODO use a better sort algorithm !! if (m_info == Success) { for (Index i = 0; i < n-1; ++i) { Index k; m_eivalues.segment(i,n-i).minCoeff(&k); if (k > 0) { std::swap(m_eivalues[i], m_eivalues[k+i]); if(computeEigenvectors) m_eivec.col(i).swap(m_eivec.col(k+i)); } } } // scale back the eigen values m_eivalues *= scale; m_isInitialized = true; m_eigenvectorsOk = computeEigenvectors; return *this; } namespace internal { template struct direct_selfadjoint_eigenvalues { static inline void run(SolverType& eig, const typename SolverType::MatrixType& A, int options) { eig.compute(A,options); } }; template struct direct_selfadjoint_eigenvalues { typedef typename SolverType::MatrixType MatrixType; typedef typename SolverType::RealVectorType VectorType; typedef typename SolverType::Scalar Scalar; typedef typename MatrixType::Index Index; /** \internal * Computes the roots of the characteristic polynomial of \a m. * For numerical stability m.trace() should be near zero and to avoid over- or underflow m should be normalized. */ static inline void computeRoots(const MatrixType& m, VectorType& roots) { using std::sqrt; using std::atan2; using std::cos; using std::sin; const Scalar s_inv3 = Scalar(1.0)/Scalar(3.0); const Scalar s_sqrt3 = sqrt(Scalar(3.0)); // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0. The // eigenvalues are the roots to this equation, all guaranteed to be // real-valued, because the matrix is symmetric. Scalar c0 = m(0,0)*m(1,1)*m(2,2) + Scalar(2)*m(1,0)*m(2,0)*m(2,1) - m(0,0)*m(2,1)*m(2,1) - m(1,1)*m(2,0)*m(2,0) - m(2,2)*m(1,0)*m(1,0); Scalar c1 = m(0,0)*m(1,1) - m(1,0)*m(1,0) + m(0,0)*m(2,2) - m(2,0)*m(2,0) + m(1,1)*m(2,2) - m(2,1)*m(2,1); Scalar c2 = m(0,0) + m(1,1) + m(2,2); // Construct the parameters used in classifying the roots of the equation // and in solving the equation for the roots in closed form. Scalar c2_over_3 = c2*s_inv3; Scalar a_over_3 = (c2*c2_over_3 - c1)*s_inv3; if(a_over_3 0, atan2 is in [0, pi] and theta is in [0, pi/3] Scalar cos_theta = cos(theta); Scalar sin_theta = sin(theta); // roots are already sorted, since cos is monotonically decreasing on [0, pi] roots(0) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta); // == 2*rho*cos(theta+2pi/3) roots(1) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta); // == 2*rho*cos(theta+ pi/3) roots(2) = c2_over_3 + Scalar(2)*rho*cos_theta; } static inline bool extract_kernel(MatrixType& mat, Ref res, Ref representative) { using std::abs; Index i0; // Find non-zero column i0 (by construction, there must exist a non zero coefficient on the diagonal): mat.diagonal().cwiseAbs().maxCoeff(&i0); // mat.col(i0) is a good candidate for an orthogonal vector to the current eigenvector, // so let's save it: representative = mat.col(i0); Scalar n0, n1; VectorType c0, c1; n0 = (c0 = representative.cross(mat.col((i0+1)%3))).squaredNorm(); n1 = (c1 = representative.cross(mat.col((i0+2)%3))).squaredNorm(); if(n0>n1) res = c0/std::sqrt(n0); else res = c1/std::sqrt(n1); return true; } static inline void run(SolverType& solver, const MatrixType& mat, int options) { eigen_assert(mat.cols() == 3 && mat.cols() == mat.rows()); eigen_assert((options&~(EigVecMask|GenEigMask))==0 && (options&EigVecMask)!=EigVecMask && "invalid option parameter"); bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; MatrixType& eivecs = solver.m_eivec; VectorType& eivals = solver.m_eivalues; // Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow. Scalar shift = mat.trace() / Scalar(3); // TODO Avoid this copy. Currently it is necessary to suppress bogus values when determining maxCoeff and for computing the eigenvectors later MatrixType scaledMat = mat.template selfadjointView(); scaledMat.diagonal().array() -= shift; Scalar scale = scaledMat.cwiseAbs().maxCoeff(); if(scale > 0) scaledMat /= scale; // TODO for scale==0 we could save the remaining operations // compute the eigenvalues computeRoots(scaledMat,eivals); // compute the eigenvectors if(computeEigenvectors) { if((eivals(2)-eivals(0))<=Eigen::NumTraits::epsilon()) { // All three eigenvalues are numerically the same eivecs.setIdentity(); } else { MatrixType tmp; tmp = scaledMat; // Compute the eigenvector of the most distinct eigenvalue Scalar d0 = eivals(2) - eivals(1); Scalar d1 = eivals(1) - eivals(0); Index k(0), l(2); if(d0 > d1) { std::swap(k,l); d0 = d1; } // Compute the eigenvector of index k { tmp.diagonal().array () -= eivals(k); // By construction, 'tmp' is of rank 2, and its kernel corresponds to the respective eigenvector. extract_kernel(tmp, eivecs.col(k), eivecs.col(l)); } // Compute eigenvector of index l if(d0<=2*Eigen::NumTraits::epsilon()*d1) { // If d0 is too small, then the two other eigenvalues are numerically the same, // and thus we only have to ortho-normalize the near orthogonal vector we saved above. eivecs.col(l) -= eivecs.col(k).dot(eivecs.col(l))*eivecs.col(l); eivecs.col(l).normalize(); } else { tmp = scaledMat; tmp.diagonal().array () -= eivals(l); VectorType dummy; extract_kernel(tmp, eivecs.col(l), dummy); } // Compute last eigenvector from the other two eivecs.col(1) = eivecs.col(2).cross(eivecs.col(0)).normalized(); } } // Rescale back to the original size. eivals *= scale; eivals.array() += shift; solver.m_info = Success; solver.m_isInitialized = true; solver.m_eigenvectorsOk = computeEigenvectors; } }; // 2x2 direct eigenvalues decomposition, code from Hauke Heibel template struct direct_selfadjoint_eigenvalues { typedef typename SolverType::MatrixType MatrixType; typedef typename SolverType::RealVectorType VectorType; typedef typename SolverType::Scalar Scalar; static inline void computeRoots(const MatrixType& m, VectorType& roots) { using std::sqrt; const Scalar t0 = Scalar(0.5) * sqrt( numext::abs2(m(0,0)-m(1,1)) + Scalar(4)*numext::abs2(m(1,0))); const Scalar t1 = Scalar(0.5) * (m(0,0) + m(1,1)); roots(0) = t1 - t0; roots(1) = t1 + t0; } static inline void run(SolverType& solver, const MatrixType& mat, int options) { using std::sqrt; using std::abs; eigen_assert(mat.cols() == 2 && mat.cols() == mat.rows()); eigen_assert((options&~(EigVecMask|GenEigMask))==0 && (options&EigVecMask)!=EigVecMask && "invalid option parameter"); bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors; MatrixType& eivecs = solver.m_eivec; VectorType& eivals = solver.m_eivalues; // map the matrix coefficients to [-1:1] to avoid over- and underflow. Scalar scale = mat.cwiseAbs().maxCoeff(); scale = (std::max)(scale,Scalar(1)); MatrixType scaledMat = mat / scale; // Compute the eigenvalues computeRoots(scaledMat,eivals); // compute the eigen vectors if(computeEigenvectors) { if((eivals(1)-eivals(0))<=abs(eivals(1))*Eigen::NumTraits::epsilon()) { eivecs.setIdentity(); } else { scaledMat.diagonal().array () -= eivals(1); Scalar a2 = numext::abs2(scaledMat(0,0)); Scalar c2 = numext::abs2(scaledMat(1,1)); Scalar b2 = numext::abs2(scaledMat(1,0)); if(a2>c2) { eivecs.col(1) << -scaledMat(1,0), scaledMat(0,0); eivecs.col(1) /= sqrt(a2+b2); } else { eivecs.col(1) << -scaledMat(1,1), scaledMat(1,0); eivecs.col(1) /= sqrt(c2+b2); } eivecs.col(0) << eivecs.col(1).unitOrthogonal(); } } // Rescale back to the original size. eivals *= scale; solver.m_info = Success; solver.m_isInitialized = true; solver.m_eigenvectorsOk = computeEigenvectors; } }; } template SelfAdjointEigenSolver& SelfAdjointEigenSolver ::computeDirect(const MatrixType& matrix, int options) { internal::direct_selfadjoint_eigenvalues::IsComplex>::run(*this,matrix,options); return *this; } namespace internal { template static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n) { using std::abs; RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5); RealScalar e = subdiag[end-1]; // Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still // underflow thus leading to inf/NaN values when using the following commented code: // RealScalar e2 = numext::abs2(subdiag[end-1]); // RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2)); // This explain the following, somewhat more complicated, version: RealScalar mu = diag[end]; if(td==0) mu -= abs(e); else { RealScalar e2 = numext::abs2(subdiag[end-1]); RealScalar h = numext::hypot(td,e); if(e2==0) mu -= (e / (td + (td>0 ? 1 : -1))) * (e / h); else mu -= e2 / (td + (td>0 ? h : -h)); } RealScalar x = diag[start] - mu; RealScalar z = subdiag[start]; for (Index k = start; k < end; ++k) { JacobiRotation rot; rot.makeGivens(x, z); // do T = G' T G RealScalar sdk = rot.s() * diag[k] + rot.c() * subdiag[k]; RealScalar dkp1 = rot.s() * subdiag[k] + rot.c() * diag[k+1]; diag[k] = rot.c() * (rot.c() * diag[k] - rot.s() * subdiag[k]) - rot.s() * (rot.c() * subdiag[k] - rot.s() * diag[k+1]); diag[k+1] = rot.s() * sdk + rot.c() * dkp1; subdiag[k] = rot.c() * sdk - rot.s() * dkp1; if (k > start) subdiag[k - 1] = rot.c() * subdiag[k-1] - rot.s() * z; x = subdiag[k]; if (k < end - 1) { z = -rot.s() * subdiag[k+1]; subdiag[k + 1] = rot.c() * subdiag[k+1]; } // apply the givens rotation to the unit matrix Q = Q * G if (matrixQ) { // FIXME if StorageOrder == RowMajor this operation is not very efficient Map > q(matrixQ,n,n); q.applyOnTheRight(k,k+1,rot); } } } } // end namespace internal } // end namespace Eigen #endif // EIGEN_SELFADJOINTEIGENSOLVER_H