| // This file is part of Eigen, a lightweight C++ template library | |
| // for linear algebra. | |
| // | |
| // Copyright (C) 2012 Alexey Korepanov | |
| // Copyright (C) 2025 Ludwig Striet <ludwig.striet@mathematik.uni-freiburg.de> | |
| // | |
| // 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 | |
| // https://mozilla.org/MPL/2.0/. | |
| // | |
| // Derived from: Eigen/src/Eigenvalues/RealQZ.h | |
| #ifndef EIGEN_COMPLEX_QZ_H_ | |
| #define EIGEN_COMPLEX_QZ_H_ | |
| // IWYU pragma: private | |
| #include "./InternalHeaderCheck.h" | |
| /** \eigenvalues_module \ingroup Eigenvalues_Module | |
| * | |
| * | |
| * \class ComplexQZ | |
| * | |
| * \brief Performs a QZ decomposition of a pair of matrices A, B | |
| * | |
| * \tparam MatrixType_ the type input type of the matrix. | |
| * | |
| * Given to complex square matrices A and B, this class computes the QZ decomposition | |
| * \f$ A = Q S Z \f$, \f$ B = Q T Z\f$ where Q and Z are unitary matrices and | |
| * S and T a re upper-triangular matrices. More precisely, Q and Z fulfill | |
| * \f$ Q Q* = Id\f$ and \f$ Z Z* = Id\f$. The generalized Eigenvalues are then | |
| * obtained as ratios of corresponding diagonal entries, lambda(i) = S(i,i) / T(i, i). | |
| * | |
| * The QZ algorithm was introduced in the seminal work "An Algorithm for | |
| * Generalized Matrix Eigenvalue Problems" by Moler & Stewart in 1973. The matrix | |
| * pair S = A, T = B is first transformed to Hessenberg-Triangular form where S is an | |
| * upper Hessenberg matrix and T is an upper Triangular matrix. | |
| * | |
| * This pair is subsequently reduced to the desired form using implicit QZ shifts as | |
| * described in the original paper. The algorithms to find small entries on the | |
| * diagonals and subdiagonals are based on the variants in the implementation | |
| * for Real matrices in the RealQZ class. | |
| * | |
| * \sa class RealQZ | |
| */ | |
| namespace Eigen { | |
| template <typename MatrixType_> | |
| class ComplexQZ { | |
| public: | |
| using MatrixType = MatrixType_; | |
| using Scalar = typename MatrixType_::Scalar; | |
| using RealScalar = typename MatrixType_::RealScalar; | |
| enum { | |
| RowsAtCompileTime = MatrixType::RowsAtCompileTime, | |
| ColsAtCompileTime = MatrixType::ColsAtCompileTime, | |
| Options = internal::traits<MatrixType>::Options, | |
| MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, | |
| MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime | |
| }; | |
| using Vec = Matrix<Scalar, Dynamic, 1>; | |
| using Vec2 = Matrix<Scalar, 2, 1>; | |
| using Vec3 = Matrix<Scalar, 3, 1>; | |
| using Row2 = Matrix<Scalar, 1, 2>; | |
| using Mat2 = Matrix<Scalar, 2, 2>; | |
| /** \brief Returns matrix Q in the QZ decomposition. | |
| * | |
| * \returns A const reference to the matrix Q. | |
| */ | |
| const MatrixType& matrixQ() const { | |
| eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); | |
| eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition."); | |
| return m_Q; | |
| } | |
| /** \brief Returns matrix Z in the QZ decomposition. | |
| * | |
| * \returns A const reference to the matrix Z. | |
| */ | |
| const MatrixType& matrixZ() const { | |
| eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); | |
| eigen_assert(m_computeQZ && "The matrices Q and Z have not been computed during the QZ decomposition."); | |
| return m_Z; | |
| } | |
| /** \brief Returns matrix S in the QZ decomposition. | |
| * | |
| * \returns A const reference to the matrix S. | |
| */ | |
| const MatrixType& matrixS() const { | |
| eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); | |
| return m_S; | |
| } | |
| /** \brief Returns matrix S in the QZ decomposition. | |
| * | |
| * \returns A const reference to the matrix S. | |
| */ | |
| const MatrixType& matrixT() const { | |
| eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); | |
| return m_T; | |
| } | |
| /** \brief Constructor | |
| * | |
| * \param[in] n size of the matrices whose QZ decomposition we compute | |
| * | |
| * This constructor is used when we use the compute(...) method later, | |
| * especially when we aim to compute the decomposition of two sparse | |
| * matrices. | |
| */ | |
| ComplexQZ(Index n, bool computeQZ = true, unsigned int maxIters = 400) | |
| : m_n(n), | |
| m_S(n, n), | |
| m_T(n, n), | |
| m_Q(computeQZ ? n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), | |
| computeQZ ? n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), | |
| m_Z(computeQZ ? n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), | |
| computeQZ ? n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), | |
| m_ws(2 * n), | |
| m_computeQZ(computeQZ), | |
| m_maxIters(maxIters) {} | |
| /** \brief Constructor. computes the QZ decomposition of given matrices | |
| * upon creation | |
| * | |
| * \param[in] A input matrix A | |
| * \param[in] B input matrix B | |
| * \param[in] computeQZ If false, the matrices Q and Z are not computed | |
| * | |
| * This constructor calls the compute() method to compute the QZ decomposition. | |
| * If input matrices are sparse, call the constructor that uses only the | |
| * size as input the computeSparse(...) method. | |
| */ | |
| ComplexQZ(const MatrixType& A, const MatrixType& B, bool computeQZ = true, unsigned int maxIters = 400) | |
| : m_n(A.rows()), | |
| m_maxIters(maxIters), | |
| m_computeQZ(computeQZ), | |
| m_S(A.rows(), A.cols()), | |
| m_T(A.rows(), A.cols()), | |
| m_Q(computeQZ ? m_n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), | |
| computeQZ ? m_n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), | |
| m_Z(computeQZ ? m_n : (MatrixType::RowsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::RowsAtCompileTime), | |
| computeQZ ? m_n : (MatrixType::ColsAtCompileTime == Eigen::Dynamic ? 0 : MatrixType::ColsAtCompileTime)), | |
| m_ws(2 * m_n) { | |
| compute(A, B, computeQZ); | |
| } | |
| /** \brief Compute the QZ decomposition of complex input matrices | |
| * | |
| * \param[in] A Matrix A. | |
| * \param[in] B Matrix B. | |
| * \param[in] computeQZ If false, the matrices Q and Z are not computed. | |
| */ | |
| void compute(const MatrixType& A, const MatrixType& B, bool computeQZ = true); | |
| /** \brief Compute the decomposition of sparse complex input matrices. | |
| * Main difference to the compute(...) method is that it computes a | |
| * SparseQR decomposition of B | |
| * | |
| * \param[in] A Matrix A. | |
| * \param[in] B Matrix B. | |
| * \param[in] computeQZ If false, the matrices Q and Z are not computed. | |
| */ | |
| template <typename SparseMatrixType_> | |
| void computeSparse(const SparseMatrixType_& A, const SparseMatrixType_& B, bool computeQZ = true); | |
| /** \brief Reports whether the last computation was successful. | |
| * | |
| * \returns \c Success if computation was successful, \c NoConvergence otherwise. | |
| */ | |
| ComputationInfo info() const { return m_info; } | |
| /** \brief number of performed QZ steps | |
| */ | |
| unsigned int iterations() const { | |
| eigen_assert(m_isInitialized && "ComplexQZ is not initialized."); | |
| return m_global_iter; | |
| } | |
| private: | |
| Index m_n; | |
| const unsigned int m_maxIters; | |
| unsigned int m_global_iter; | |
| bool m_isInitialized; | |
| bool m_computeQZ; | |
| ComputationInfo m_info; | |
| MatrixType m_S, m_T, m_Q, m_Z; | |
| RealScalar m_normOfT, m_normOfS; | |
| Vec m_ws; | |
| // Test if a Scalar is 0 up to a certain tolerance | |
| static bool is_negligible(const Scalar x, const RealScalar tol = NumTraits<RealScalar>::epsilon()) { | |
| return numext::abs(x) <= tol; | |
| } | |
| void do_QZ_step(Index p, Index q); | |
| inline Mat2 computeZk2(const Row2& b); | |
| // This is basically taken from Eigen3::RealQZ | |
| void hessenbergTriangular(const MatrixType& A, const MatrixType& B); | |
| // This function can be called when m_Q and m_Z are initialized and m_S, m_T | |
| // are in hessenberg-triangular form | |
| void reduceHessenbergTriangular(); | |
| // Sparse variant of the above method. | |
| template <typename SparseMatrixType_> | |
| void hessenbergTriangularSparse(const SparseMatrixType_& A, const SparseMatrixType_& B); | |
| void computeNorms(); | |
| Index findSmallSubdiagEntry(Index l); | |
| Index findSmallDiagEntry(Index f, Index l); | |
| void push_down_zero_ST(Index k, Index l); | |
| void reduceDiagonal2x2block(Index i); | |
| }; | |
| template <typename MatrixType_> | |
| void ComplexQZ<MatrixType_>::compute(const MatrixType& A, const MatrixType& B, bool computeQZ) { | |
| m_computeQZ = computeQZ; | |
| m_n = A.rows(); | |
| eigen_assert(m_n == A.cols() && "A is not a square matrix"); | |
| eigen_assert(m_n == B.rows() && m_n == B.cols() && "B is not a square matrix or B is not of the same size as A"); | |
| m_isInitialized = true; | |
| m_global_iter = 0; | |
| // This will initialize m_Q and m_Z and bring m_S, m_T to hessenberg-triangular form | |
| hessenbergTriangular(A, B); | |
| // We assume that we already have that S is upper-Hessenberg and T is | |
| // upper-triangular. This is what the hessenbergTriangular(...) method does | |
| reduceHessenbergTriangular(); | |
| } | |
| // This is basically taken from Eigen3::RealQZ | |
| template <typename MatrixType_> | |
| void ComplexQZ<MatrixType_>::hessenbergTriangular(const MatrixType& A, const MatrixType& B) { | |
| // Copy A and B, these will be the matrices on which we operate later | |
| m_S = A; | |
| m_T = B; | |
| // Perform QR decomposition of the matrix Q | |
| HouseholderQR<MatrixType> qr(m_T); | |
| m_T = qr.matrixQR(); | |
| m_T.template triangularView<StrictlyLower>().setZero(); | |
| if (m_computeQZ) m_Q = qr.householderQ(); | |
| // overwrite S with Q* x S | |
| m_S.applyOnTheLeft(qr.householderQ().adjoint()); | |
| if (m_computeQZ) m_Z = MatrixType::Identity(m_n, m_n); | |
| // reduce S to upper Hessenberg with Givens rotations | |
| for (Index j = 0; j <= m_n - 3; j++) { | |
| for (Index i = m_n - 1; i >= j + 2; i--) { | |
| JacobiRotation<Scalar> G; | |
| // delete S(i,j) | |
| if (!numext::is_exactly_zero(m_S.coeff(i, j))) { | |
| G.makeGivens(m_S.coeff(i - 1, j), m_S.coeff(i, j), &m_S.coeffRef(i - 1, j)); | |
| m_S.coeffRef(i, j) = Scalar(0); | |
| m_T.rightCols(m_n - i + 1).applyOnTheLeft(i - 1, i, G.adjoint()); | |
| m_S.rightCols(m_n - j - 1).applyOnTheLeft(i - 1, i, G.adjoint()); | |
| // This is what we want to achieve | |
| if (!is_negligible(m_S(i, j))) | |
| m_info = ComputationInfo::NumericalIssue; | |
| else | |
| m_S(i, j) = Scalar(0); | |
| // update Q | |
| if (m_computeQZ) m_Q.applyOnTheRight(i - 1, i, G); | |
| } | |
| if (!numext::is_exactly_zero(m_T.coeff(i, i - 1))) { | |
| // Compute rotation and update matrix T | |
| G.makeGivens(m_T.coeff(i, i), m_T.coeff(i, i - 1), &m_T.coeffRef(i, i)); | |
| m_T.topRows(i).applyOnTheRight(i - 1, i, G.adjoint()); | |
| m_T.coeffRef(i, i - 1) = Scalar(0); | |
| // Update matrix S | |
| m_S.applyOnTheRight(i - 1, i, G.adjoint()); | |
| // update Z | |
| if (m_computeQZ) m_Z.applyOnTheLeft(i - 1, i, G); | |
| } | |
| } | |
| } | |
| } | |
| template <typename MatrixType> | |
| template <typename SparseMatrixType_> | |
| void ComplexQZ<MatrixType>::hessenbergTriangularSparse(const SparseMatrixType_& A, const SparseMatrixType_& B) { | |
| m_S = A.toDense(); | |
| SparseQR<SparseMatrix<Scalar, ColMajor>, NaturalOrdering<Index>> sparseQR; | |
| eigen_assert(B.isCompressed() && | |
| "SparseQR requires a sparse matrix in compressed mode." | |
| "Call .makeCompressed() before passing it to SparseQR"); | |
| // Computing QR decomposition of T... | |
| sparseQR.setPivotThreshold(RealScalar(0)); // This prevends algorithm from doing pivoting | |
| sparseQR.compute(B); | |
| // perform QR decomposition of T, overwrite T with R, save Q | |
| // HouseholderQR<Mat> qrT(m_T); | |
| m_T = sparseQR.matrixR(); | |
| m_T.template triangularView<StrictlyLower>().setZero(); | |
| if (m_computeQZ) m_Q = sparseQR.matrixQ(); | |
| // overwrite S with Q* S | |
| m_S = sparseQR.matrixQ().adjoint() * m_S; | |
| if (m_computeQZ) m_Z = MatrixType::Identity(m_n, m_n); | |
| // reduce S to upper Hessenberg with Givens rotations | |
| for (Index j = 0; j <= m_n - 3; j++) { | |
| for (Index i = m_n - 1; i >= j + 2; i--) { | |
| JacobiRotation<Scalar> G; | |
| // kill S(i,j) | |
| // if(!numext::is_exactly_zero(_S.coeff(i, j))) | |
| if (m_S.coeff(i, j) != Scalar(0)) { | |
| // This is the adapted code | |
| G.makeGivens(m_S.coeff(i - 1, j), m_S.coeff(i, j), &m_S.coeffRef(i - 1, j)); | |
| m_S.coeffRef(i, j) = Scalar(0); | |
| m_T.rightCols(m_n - i + 1).applyOnTheLeft(i - 1, i, G.adjoint()); | |
| m_S.rightCols(m_n - j - 1).applyOnTheLeft(i - 1, i, G.adjoint()); | |
| // This is what we want to achieve | |
| if (!is_negligible(m_S(i, j))) { | |
| m_info = ComputationInfo::NumericalIssue; | |
| } | |
| m_S(i, j) = Scalar(0); | |
| // update Q | |
| if (m_computeQZ) m_Q.applyOnTheRight(i - 1, i, G); | |
| } | |
| if (!numext::is_exactly_zero(m_T.coeff(i, i - 1))) { | |
| // Compute rotation and update matrix T | |
| G.makeGivens(m_T.coeff(i, i), m_T.coeff(i, i - 1), &m_T.coeffRef(i, i)); | |
| m_T.topRows(i).applyOnTheRight(i - 1, i, G.adjoint()); | |
| m_T.coeffRef(i, i - 1) = Scalar(0); | |
| // Update matrix S | |
| m_S.applyOnTheRight(i - 1, i, G.adjoint()); | |
| // update Z | |
| if (m_computeQZ) m_Z.applyOnTheLeft(i - 1, i, G); | |
| } | |
| } | |
| } | |
| } | |
| template <typename MatrixType> | |
| template <typename SparseMatrixType_> | |
| void ComplexQZ<MatrixType>::computeSparse(const SparseMatrixType_& A, const SparseMatrixType_& B, bool computeQZ) { | |
| m_computeQZ = computeQZ; | |
| m_n = A.rows(); | |
| eigen_assert(m_n == A.cols() && "A is not a square matrix"); | |
| eigen_assert(m_n == B.rows() && m_n == B.cols() && "B is not a square matrix or B is not of the same size as A"); | |
| m_isInitialized = true; | |
| m_global_iter = 0; | |
| hessenbergTriangularSparse(A, B); | |
| // We assume that we already have that A is upper-Hessenberg and B is | |
| // upper-triangular. This is what the hessenbergTriangular(...) method does | |
| reduceHessenbergTriangular(); | |
| } | |
| template <typename MatrixType_> | |
| void ComplexQZ<MatrixType_>::reduceHessenbergTriangular() { | |
| Index l = m_n - 1, f; | |
| unsigned int local_iter = 0; | |
| computeNorms(); | |
| while (l > 0 && local_iter < m_maxIters) { | |
| f = findSmallSubdiagEntry(l); | |
| // Subdiag entry is small -> can be safely set to 0 | |
| if (f > 0) { | |
| m_S.coeffRef(f, f - 1) = Scalar(0); | |
| } | |
| if (f == l) { // One root found | |
| l--; | |
| local_iter = 0; | |
| } else if (f == l - 1) { // Two roots found | |
| // We found an undesired non-zero at (f+1,f) in S and eliminate it immediately | |
| reduceDiagonal2x2block(f); | |
| l -= 2; | |
| local_iter = 0; | |
| } else { | |
| Index z = findSmallDiagEntry(f, l); | |
| if (z >= f) { | |
| push_down_zero_ST(z, l); | |
| } else { | |
| do_QZ_step(f, m_n - l - 1); | |
| local_iter++; | |
| m_global_iter++; | |
| } | |
| } | |
| } | |
| m_info = (local_iter < m_maxIters) ? Success : NoConvergence; | |
| } | |
| template <typename MatrixType_> | |
| inline typename ComplexQZ<MatrixType_>::Mat2 ComplexQZ<MatrixType_>::computeZk2(const Row2& b) { | |
| Mat2 S; | |
| S << Scalar(0), Scalar(1), Scalar(1), Scalar(0); | |
| Vec2 bprime = S * b.adjoint(); | |
| JacobiRotation<Scalar> J; | |
| J.makeGivens(bprime(0), bprime(1)); | |
| Mat2 Z = S; | |
| Z.applyOnTheLeft(0, 1, J); | |
| Z = S * Z; | |
| return Z; | |
| } | |
| template <typename MatrixType_> | |
| void ComplexQZ<MatrixType_>::do_QZ_step(Index p, Index q) { | |
| // This is certainly not the most efficient way of doing this, | |
| // but a readable one. | |
| const auto a = [p, this](Index i, Index j) { return m_S(p + i - 1, p + j - 1); }; | |
| const auto b = [p, this](Index i, Index j) { return m_T(p + i - 1, p + j - 1); }; | |
| const Index m = m_n - p - q; // Size of the inner block | |
| Scalar x, y, z; | |
| // We could introduce doing exceptional shifts from time to time. | |
| Scalar W1 = a(m - 1, m - 1) / b(m - 1, m - 1) - a(1, 1) / b(1, 1), W2 = a(m, m) / b(m, m) - a(1, 1) / b(1, 1), | |
| W3 = a(m, m - 1) / b(m - 1, m - 1); | |
| x = (W1 * W2 - a(m - 1, m) / b(m, m) * W3 + W3 * b(m - 1, m) / b(m, m) * a(1, 1) / b(1, 1)) * b(1, 1) / a(2, 1) + | |
| a(1, 2) / b(2, 2) - a(1, 1) / b(1, 1) * b(1, 2) / b(2, 2); | |
| y = (a(2, 2) / b(2, 2) - a(1, 1) / b(1, 1)) - a(2, 1) / b(1, 1) * b(1, 2) / b(2, 2) - W1 - W2 + | |
| W3 * (b(m - 1, m) / b(m, m)); | |
| z = a(3, 2) / b(2, 2); | |
| Vec3 X; | |
| const PermutationMatrix<3, 3, int> S3(Vector3i(2, 0, 1)); | |
| for (Index k = p; k < p + m - 2; k++) { | |
| X << x, y, z; | |
| Vec2 ess; | |
| Scalar tau; | |
| RealScalar beta; | |
| X.makeHouseholder(ess, tau, beta); | |
| // The permutations are needed because the makeHouseHolder-method computes | |
| // the householder transformation in a way that the vector is reflected to | |
| // (1 0 ... 0) instead of (0 ... 0 1) | |
| m_S.template middleRows<3>(k) | |
| .rightCols((std::min)(m_n, m_n - k + 1)) | |
| .applyHouseholderOnTheLeft(ess, tau, m_ws.data()); | |
| m_T.template middleRows<3>(k).rightCols(m_n - k).applyHouseholderOnTheLeft(ess, tau, m_ws.data()); | |
| if (m_computeQZ) m_Q.template middleCols<3>(k).applyHouseholderOnTheRight(ess, std::conj(tau), m_ws.data()); | |
| // Compute Matrix Zk1 s.t. (b(k+2,k) ... b(k+2, k+2)) Zk1 = (0,0,*) | |
| Vec3 bprime = (m_T.template block<1, 3>(k + 2, k) * S3).adjoint(); | |
| bprime.makeHouseholder(ess, tau, beta); | |
| m_S.template middleCols<3>(k).topRows((std::min)(k + 4, m_n)).applyOnTheRight(S3); | |
| m_S.template middleCols<3>(k) | |
| .topRows((std::min)(k + 4, m_n)) | |
| .applyHouseholderOnTheRight(ess, std::conj(tau), m_ws.data()); | |
| m_S.template middleCols<3>(k).topRows((std::min)(k + 4, m_n)).applyOnTheRight(S3.transpose()); | |
| m_T.template middleCols<3>(k).topRows((std::min)(k + 3, m_n)).applyOnTheRight(S3); | |
| m_T.template middleCols<3>(k) | |
| .topRows((std::min)(k + 3, m_n)) | |
| .applyHouseholderOnTheRight(ess, std::conj(tau), m_ws.data()); | |
| m_T.template middleCols<3>(k).topRows((std::min)(k + 3, m_n)).applyOnTheRight(S3.transpose()); | |
| if (m_computeQZ) { | |
| m_Z.template middleRows<3>(k).applyOnTheLeft(S3.transpose()); | |
| m_Z.template middleRows<3>(k).applyHouseholderOnTheLeft(ess, tau, m_ws.data()); | |
| m_Z.template middleRows<3>(k).applyOnTheLeft(S3); | |
| } | |
| Mat2 Zk2 = computeZk2(m_T.template block<1, 2>(k + 1, k)); | |
| m_S.template middleCols<2>(k).topRows((std::min)(k + 4, m_n)).applyOnTheRight(Zk2); | |
| m_T.template middleCols<2>(k).topRows((std::min)(k + 3, m_n)).applyOnTheRight(Zk2); | |
| if (m_computeQZ) m_Z.template middleRows<2>(k).applyOnTheLeft(Zk2.adjoint()); | |
| x = m_S(k + 1, k); | |
| y = m_S(k + 2, k); | |
| if (k < p + m - 3) { | |
| z = m_S(k + 3, k); | |
| } | |
| }; | |
| // Find a Householdermartirx Qn1 s.t. Qn1 (x y)^T = (* 0) | |
| JacobiRotation<Scalar> J; | |
| J.makeGivens(x, y); | |
| m_S.template middleRows<2>(p + m - 2).applyOnTheLeft(0, 1, J.adjoint()); | |
| m_T.template middleRows<2>(p + m - 2).applyOnTheLeft(0, 1, J.adjoint()); | |
| if (m_computeQZ) m_Q.template middleCols<2>(p + m - 2).applyOnTheRight(0, 1, J); | |
| // Find a Householdermatrix Zn1 s.t. (b(n,n-1) b(n,n)) * Zn1 = (0 *) | |
| Mat2 Zn1 = computeZk2(m_T.template block<1, 2>(p + m - 1, p + m - 2)); | |
| m_S.template middleCols<2>(p + m - 2).applyOnTheRight(Zn1); | |
| m_T.template middleCols<2>(p + m - 2).applyOnTheRight(Zn1); | |
| if (m_computeQZ) m_Z.template middleRows<2>(p + m - 2).applyOnTheLeft(Zn1.adjoint()); | |
| } | |
| /** \internal we found an undesired non-zero at (i+1,i) on the subdiagonal of S and reduce the block */ | |
| template <typename MatrixType_> | |
| void ComplexQZ<MatrixType_>::reduceDiagonal2x2block(Index i) { | |
| // We have found a non-zero on the subdiagonal and want to eliminate it | |
| Mat2 Si = m_S.template block<2, 2>(i, i), Ti = m_T.template block<2, 2>(i, i); | |
| if (is_negligible(Ti(0, 0)) && !is_negligible(Ti(1, 1))) { | |
| Eigen::JacobiRotation<Scalar> G; | |
| G.makeGivens(m_S(i, i), m_S(i + 1, i)); | |
| m_S.applyOnTheLeft(i, i + 1, G.adjoint()); | |
| m_T.applyOnTheLeft(i, i + 1, G.adjoint()); | |
| if (m_computeQZ) m_Q.applyOnTheRight(i, i + 1, G); | |
| } else if (!is_negligible(Ti(0, 0)) && is_negligible(Ti(1, 1))) { | |
| Eigen::JacobiRotation<Scalar> G; | |
| G.makeGivens(m_S(i + 1, i + 1), m_S(i + 1, i)); | |
| m_S.applyOnTheRight(i, i + 1, G.adjoint()); | |
| m_T.applyOnTheRight(i, i + 1, G.adjoint()); | |
| if (m_computeQZ) m_Z.applyOnTheLeft(i, i + 1, G); | |
| } else if (!is_negligible(Ti(0, 0)) && !is_negligible((Ti(1, 1)))) { | |
| Scalar mu = Si(0, 0) / Ti(0, 0); | |
| Scalar a12_bar = Si(0, 1) - mu * Ti(0, 1); | |
| Scalar a22_bar = Si(1, 1) - mu * Ti(1, 1); | |
| Scalar p = Scalar(0.5) * (a22_bar / Ti(1, 1) - Ti(0, 1) * Si(1, 0) / (Ti(0, 0) * Ti(1, 1))); | |
| RealScalar sgn_p = p.real() >= RealScalar(0) ? RealScalar(1) : RealScalar(-1); | |
| Scalar q = Si(1, 0) * a12_bar / (Ti(0, 0) * Ti(1, 1)); | |
| Scalar r = p * p + q; | |
| Scalar lambda = mu + p + sgn_p * numext::sqrt(r); | |
| Mat2 E = Si - lambda * Ti; | |
| Index l; | |
| E.rowwise().norm().maxCoeff(&l); | |
| JacobiRotation<Scalar> G; | |
| G.makeGivens(E(l, 1), E(l, 0)); | |
| m_S.applyOnTheRight(i, i + 1, G.adjoint()); | |
| m_T.applyOnTheRight(i, i + 1, G.adjoint()); | |
| if (m_computeQZ) m_Z.applyOnTheLeft(i, i + 1, G); | |
| Mat2 tildeSi = m_S.template block<2, 2>(i, i), tildeTi = m_T.template block<2, 2>(i, i); | |
| Mat2 C = tildeSi.norm() < (lambda * tildeTi).norm() ? tildeSi : lambda * tildeTi; | |
| G.makeGivens(C(0, 0), C(1, 0)); | |
| m_S.applyOnTheLeft(i, i + 1, G.adjoint()); | |
| m_T.applyOnTheLeft(i, i + 1, G.adjoint()); | |
| if (m_computeQZ) m_Q.applyOnTheRight(i, i + 1, G); | |
| } | |
| if (!is_negligible(m_S(i + 1, i), m_normOfS * NumTraits<RealScalar>::epsilon())) { | |
| m_info = ComputationInfo::NumericalIssue; | |
| } else { | |
| m_S(i + 1, i) = Scalar(0); | |
| } | |
| } | |
| /** \internal We found a zero at T(k,k) and want to "push it down" to T(l,l) */ | |
| template <typename MatrixType_> | |
| void ComplexQZ<MatrixType_>::push_down_zero_ST(Index k, Index l) { | |
| // Test Preconditions | |
| JacobiRotation<Scalar> J; | |
| for (Index j = k + 1; j <= l; j++) { | |
| // Create a 0 at _T(j, j) | |
| J.makeGivens(m_T(j - 1, j), m_T(j, j), &m_T.coeffRef(j - 1, j)); | |
| if (m_n - j - 1 > 0) { | |
| m_T.rightCols(m_n - j - 1).applyOnTheLeft(j - 1, j, J.adjoint()); | |
| } | |
| m_T.coeffRef(j, j) = Scalar(0); | |
| m_S.applyOnTheLeft(j - 1, j, J.adjoint()); | |
| if (m_computeQZ) m_Q.applyOnTheRight(j - 1, j, J); | |
| // Delete the non-desired non-zero at _S(j, j-2) | |
| if (j > 1) { | |
| J.makeGivens(std::conj(m_S(j, j - 1)), std::conj(m_S(j, j - 2))); | |
| m_S.applyOnTheRight(j - 1, j - 2, J); | |
| m_S(j, j - 2) = Scalar(0); | |
| m_T.applyOnTheRight(j - 1, j - 2, J); | |
| if (m_computeQZ) m_Z.applyOnTheLeft(j - 1, j - 2, J.adjoint()); | |
| } | |
| } | |
| // Assume we have the desired structure now, up to the non-zero entry at | |
| // _S(l, l-1) which we will delete through a last right-jacobi-rotation | |
| J.makeGivens(std::conj(m_S(l, l)), std::conj(m_S(l, l - 1))); | |
| m_S.topRows(l + 1).applyOnTheRight(l, l - 1, J); | |
| if (!is_negligible(m_S(l, l - 1), m_normOfS * NumTraits<Scalar>::epsilon())) { | |
| m_info = ComputationInfo::NumericalIssue; | |
| } else { | |
| m_S(l, l - 1) = Scalar(0); | |
| } | |
| m_T.topRows(l + 1).applyOnTheRight(l, l - 1, J); | |
| if (m_computeQZ) m_Z.applyOnTheLeft(l, l - 1, J.adjoint()); | |
| // Ensure postconditions | |
| if (!is_negligible(m_T(l, l)) || !is_negligible(m_S(l, l - 1))) { | |
| m_info = ComputationInfo::NumericalIssue; | |
| } else { | |
| m_T(l, l) = Scalar(0); | |
| m_S(l, l - 1) = Scalar(0); | |
| } | |
| } | |
| /** \internal Computes vector L1 norms of S and T when in Hessenberg-Triangular form already */ | |
| template <typename MatrixType_> | |
| void ComplexQZ<MatrixType_>::computeNorms() { | |
| const Index size = m_S.cols(); | |
| m_normOfS = RealScalar(0); | |
| m_normOfT = RealScalar(0); | |
| for (Index j = 0; j < size; ++j) { | |
| m_normOfS += m_S.col(j).segment(0, (std::min)(size, j + 2)).cwiseAbs().sum(); | |
| m_normOfT += m_T.row(j).segment(j, size - j).cwiseAbs().sum(); | |
| } | |
| } | |
| /** \internal Look for single small sub-diagonal element S(res, res-1) and return res (or 0). Copied from Eigen3 RealQZ | |
| * implementation */ | |
| template <typename MatrixType_> | |
| inline Index ComplexQZ<MatrixType_>::findSmallSubdiagEntry(Index iu) { | |
| Index res = iu; | |
| while (res > 0) { | |
| RealScalar s = numext::abs(m_S.coeff(res - 1, res - 1)) + numext::abs(m_S.coeff(res, res)); | |
| if (s == Scalar(0)) s = m_normOfS; | |
| if (numext::abs(m_S.coeff(res, res - 1)) < NumTraits<RealScalar>::epsilon() * s) break; | |
| res--; | |
| } | |
| return res; | |
| } | |
| // | |
| /** \internal Look for single small diagonal element T(res, res) for res between f and l, and return res (or f-1). | |
| * Copied from Eigen3 RealQZ implementation. */ | |
| template <typename MatrixType_> | |
| inline Index ComplexQZ<MatrixType_>::findSmallDiagEntry(Index f, Index l) { | |
| Index res = l; | |
| while (res >= f) { | |
| if (numext::abs(m_T.coeff(res, res)) <= NumTraits<RealScalar>::epsilon() * m_normOfT) break; | |
| res--; | |
| } | |
| return res; | |
| } | |
| } // namespace Eigen | |
| #endif // _COMPLEX_QZ_H_ |