Eigen/src/QR/CompleteOrthogonalDecomposition.h - eigen/fuchsia - Git at Google

 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
 // Copyright (C) 2016 Rasmus Munk Larsen <rmlarsen@google.com>
 //
 // 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_COMPLETEORTHOGONALDECOMPOSITION_H
 #define EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H

 namespace Eigen {

 /** \ingroup QR_Module
   *
   * \class CompleteOrthogonalDecomposition
   *
   * \brief Complete orthogonal decomposition (COD) of a matrix.
   *
   * \param MatrixType the type of the matrix of which we are computing the COD.
   *
   * This class performs a rank-revealing complete ortogonal decomposition of a
   * matrix  \b A into matrices \b P, \b Q, \b T, and \b Z such that
   * \f[
   *  \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \begin{matrix} \mathbf{T} &
   *  \mathbf{0} \\ \mathbf{0} & \mathbf{0} \end{matrix} \, \mathbf{Z}
   * \f]
   * by using Householder transformations. Here, \b P is a permutation matrix,
   * \b Q and \b Z are unitary matrices and \b T an upper triangular matrix of
   * size rank-by-rank. \b A may be rank deficient.
   *
   * \sa MatrixBase::completeOrthogonalDecomposition()
   */
 template <typename _MatrixType>
 class CompleteOrthogonalDecomposition {
  public:
   typedef _MatrixType MatrixType;
   enum {
     RowsAtCompileTime = MatrixType::RowsAtCompileTime,
     ColsAtCompileTime = MatrixType::ColsAtCompileTime,
     Options = MatrixType::Options,
     MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
     MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
   };
   typedef typename MatrixType::Scalar Scalar;
   typedef typename MatrixType::RealScalar RealScalar;
   typedef typename MatrixType::Index Index;
   typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, Options,
                  MaxRowsAtCompileTime, MaxRowsAtCompileTime>
       MatrixQType;
   typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
   typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime>
       PermutationType;
   typedef typename internal::plain_row_type<MatrixType, Index>::type
       IntRowVectorType;
   typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
   typedef typename internal::plain_row_type<MatrixType, RealScalar>::type
       RealRowVectorType;
   typedef HouseholderSequence<
       MatrixType, typename internal::remove_all<
                       typename HCoeffsType::ConjugateReturnType>::type>
       HouseholderSequenceType;

  private:
   typedef typename PermutationType::Index PermIndexType;

  public:
   /**
    * \brief Default Constructor.
    *
    * The default constructor is useful in cases in which the user intends to
    * perform decompositions via
    * \c CompleteOrthogonalDecomposition::compute(const* MatrixType&).
    */
   CompleteOrthogonalDecomposition() : m_cpqr(), m_zCoeffs(), m_temp() {}

   /** \brief Default Constructor with memory preallocation
    *
    * Like the default constructor but with preallocation of the internal data
    * according to the specified problem \a size.
    * \sa CompleteOrthogonalDecomposition()
    */
   CompleteOrthogonalDecomposition(Index rows, Index cols)
       : m_cpqr(rows, cols), m_zCoeffs((std::min)(rows, cols)), m_temp(cols) {}

   /** \brief Constructs a complete orthogonal decomposition from a given
    * matrix.
    *
    * This constructor computes the complete orthogonal decomposition of the
    * matrix \a matrix by calling the method compute(). The default
    * threshold for rank determination will be used. It is a short cut for:
    *
    * \code
    * CompleteOrthogonalDecomposition<MatrixType> cod(matrix.rows(),
    *                                                 matrix.cols());
    * cod.setThreshold(Default);
    * cod.compute(matrix);
    * \endcode
    *
    * \sa compute()
    */
   CompleteOrthogonalDecomposition(const MatrixType& matrix)
       : m_cpqr(matrix.rows(), matrix.cols()),
         m_zCoeffs((std::min)(matrix.rows(), matrix.cols())),
         m_temp(matrix.cols()) {
     compute(matrix);
   }

   /** This method computes the minimum-norm solution X to a least squares
    * problem \f[\mathrm{minimize} ||A X - B|| \f], where \b A is the matrix of
    * which \c *this is the complete orthogonal decomposition.
    *
    * \param B the right-hand sides of the problem to solve.
    *
    * \returns a solution.
    *
    */
   template <typename Rhs>
   inline const internal::solve_retval<CompleteOrthogonalDecomposition, Rhs>
   solve(const MatrixBase<Rhs>& b) const {
     eigen_assert(m_cpqr.m_isInitialized &&
                  "CompleteOrthogonalDecomposition is not initialized.");
     return internal::solve_retval<CompleteOrthogonalDecomposition, Rhs>(
         *this, b.derived());
   }

   HouseholderSequenceType householderQ(void) const;
   HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); }

   /** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$.
    */
   template <typename Rhs>
   void applyZAdjointOnTheLeftInPlace(Rhs& rhs) const;

   /** \returns the matrix \b Z.
    */
   MatrixType matrixZ() const {
     MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols());
     applyZAdjointOnTheLeftInPlace(Z);
     return Z.adjoint();
   }

   /** \returns a reference to the matrix where the complete orthogonal
    * decomposition is stored
    */
   const MatrixType& matrixQTZ() const { return m_cpqr.matrixQR(); }

   /** \returns a reference to the matrix where the complete orthogonal
    * decomposition is stored.
    * \warning The strict lower part and \code cols() - rank() \endcode right
    * columns of this matrix contains internal values.
    * Only the upper triangular part should be referenced. To get it, use
    * \code matrixT().template triangularView<Upper>() \endcode
    * For rank-deficient matrices, use
    * \code
    * matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>()
    * \endcode
    */
   const MatrixType& matrixT() const { return m_cpqr.matrixQR(); }

   CompleteOrthogonalDecomposition& compute(const MatrixType& matrix);

   /** \returns a const reference to the column permutation matrix */
   const PermutationType& colsPermutation() const {
     return m_cpqr.colsPermutation();
   }

   /** \returns the absolute value of the determinant of the matrix of which
    * *this is the complete orthogonal decomposition. It has only linear
    * complexity (that is, O(n) where n is the dimension of the square matrix)
    * as the complete orthogonal decomposition has already been computed.
    *
    * \note This is only for square matrices.
    *
    * \warning a determinant can be very big or small, so for matrices
    * of large enough dimension, there is a risk of overflow/underflow.
    * One way to work around that is to use logAbsDeterminant() instead.
    *
    * \sa logAbsDeterminant(), MatrixBase::determinant()
    */
   typename MatrixType::RealScalar absDeterminant() const;

   /** \returns the natural log of the absolute value of the determinant of the
    * matrix of which *this is the complete orthogonal decomposition. It has
    * only linear complexity (that is, O(n) where n is the dimension of the
    * square matrix) as the complete orthogonal decomposition has already been
    * computed.
    *
    * \note This is only for square matrices.
    *
    * \note This method is useful to work around the risk of overflow/underflow
    * that's inherent to determinant computation.
    *
    * \sa absDeterminant(), MatrixBase::determinant()
    */
   typename MatrixType::RealScalar logAbsDeterminant() const;

   /** \returns the rank of the matrix of which *this is the complete orthogonal
    * decomposition.
    *
    * \note This method has to determine which pivots should be considered
    * nonzero. For that, it uses the threshold value that you can control by
    * calling setThreshold(const RealScalar&).
    */
   inline Index rank() const { return m_cpqr.rank(); }

   /** \returns the dimension of the kernel of the matrix of which *this is the
    * complete orthogonal decomposition.
    *
    * \note This method has to determine which pivots should be considered
    * nonzero. For that, it uses the threshold value that you can control by
    * calling setThreshold(const RealScalar&).
    */
   inline Index dimensionOfKernel() const { return m_cpqr.dimensionOfKernel(); }

   /** \returns true if the matrix of which *this is the decomposition represents
    * an injective linear map, i.e. has trivial kernel; false otherwise.
    *
    * \note This method has to determine which pivots should be considered
    * nonzero. For that, it uses the threshold value that you can control by
    * calling setThreshold(const RealScalar&).
    */
   inline bool isInjective() const { return m_cpqr.isInjective(); }

   /** \returns true if the matrix of which *this is the decomposition represents
    * a surjective linear map; false otherwise.
    *
    * \note This method has to determine which pivots should be considered
    * nonzero. For that, it uses the threshold value that you can control by
    * calling setThreshold(const RealScalar&).
    */
   inline bool isSurjective() const { return m_cpqr.isSurjective(); }

   /** \returns true if the matrix of which *this is the complete orthogonal
    * decomposition is invertible.
    *
    * \note This method has to determine which pivots should be considered
    * nonzero. For that, it uses the threshold value that you can control by
    * calling setThreshold(const RealScalar&).
    */
   inline bool isInvertible() const { return m_cpqr.isInvertible(); }

   /** \returns the pseudo-inverse of the matrix of which *this is the complete
    * orthogonal decomposition.
    *
    * \warning: Do not compute \c this->pseudoInverse()*rhs to solve linear systems.
    * It is more efficient and numerically stable to call \c this->solve(rhs).
    */
   inline const internal::solve_retval<CompleteOrthogonalDecomposition,
                                       typename MatrixType::IdentityReturnType>
   pseudoInverse() const {
     return internal::solve_retval<CompleteOrthogonalDecomposition,
                                   typename MatrixType::IdentityReturnType>(
         *this, MatrixType::Identity(m_cpqr.rows(), m_cpqr.rows()));
   }

   inline Index rows() const { return m_cpqr.rows(); }
   inline Index cols() const { return m_cpqr.cols(); }

   /** \returns a const reference to the vector of Householder coefficients used
    * to represent the factor \c Q.
    *
    * For advanced uses only.
    */
   inline const HCoeffsType& hCoeffs() const { return m_cpqr.hCoeffs(); }

   /** \returns a const reference to the vector of Householder coefficients
    * used to represent the factor \c Z.
    *
    * For advanced uses only.
    */
   const HCoeffsType& zCoeffs() const { return m_zCoeffs; }

   /** Allows to prescribe a threshold to be used by certain methods, such as
    * rank(), who need to determine when pivots are to be considered nonzero.
    * Most be called before calling compute().
    *
    * When it needs to get the threshold value, Eigen calls threshold(). By
    * default, this uses a formula to automatically determine a reasonable
    * threshold. Once you have called the present method
    * setThreshold(const RealScalar&), your value is used instead.
    *
    * \param threshold The new value to use as the threshold.
    *
    * A pivot will be considered nonzero if its absolute value is strictly
    * greater than
    *  \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
    * where maxpivot is the biggest pivot.
    *
    * If you want to come back to the default behavior, call
    * setThreshold(Default_t)
    */
   CompleteOrthogonalDecomposition& setThreshold(const RealScalar& threshold) {
     m_cpqr.setThreshold(threshold);
     return *this;
   }

   /** Allows to come back to the default behavior, letting Eigen use its default
    * formula for determining the threshold.
    *
    * You should pass the special object Eigen::Default as parameter here.
    * \code qr.setThreshold(Eigen::Default); \endcode
    *
    * See the documentation of setThreshold(const RealScalar&).
    */
   CompleteOrthogonalDecomposition& setThreshold(Default_t) {
     m_cpqr.setThreshold(Default);
     return *this;
   }

   /** Returns the threshold that will be used by certain methods such as rank().
    *
    * See the documentation of setThreshold(const RealScalar&).
    */
   RealScalar threshold() const { return m_cpqr.threshold(); }

   /** \returns the number of nonzero pivots in the complete orthogonal
    * decomposition.
    * Here nonzero is meant in the exact sense, not in a fuzzy sense.
    * So that notion isn't really intrinsically interesting, but it is
    * still useful when implementing algorithms.
    *
    * \sa rank()
    */
   inline Index nonzeroPivots() const { return m_cpqr.nonzeroPivots(); }

   /** \returns the absolute value of the biggest pivot, i.e. the biggest
    *          diagonal coefficient of R.
    */
   inline RealScalar maxPivot() const { return m_cpqr.maxPivot(); }

   /** \brief Reports whether the complete orthogonal decomposition was
    * succesful.
    *
    * \note This function always returns \c Success. It is provided for
    * compatibility
    * with other factorization routines.
    * \returns \c Success
    */
   ComputationInfo info() const {
     eigen_assert(m_cpqr.m_isInitialized && "Decomposition is not initialized.");
     return Success;
   }

  protected:
   ColPivHouseholderQR<MatrixType> m_cpqr;
   HCoeffsType m_zCoeffs;
   RowVectorType m_temp;
 };

 template <typename MatrixType>
 typename MatrixType::RealScalar
 CompleteOrthogonalDecomposition<MatrixType>::absDeterminant() const {
   return m_cpqr.absDeterminant();
 }

 template <typename MatrixType>
 typename MatrixType::RealScalar
 CompleteOrthogonalDecomposition<MatrixType>::logAbsDeterminant() const {
   return m_cpqr.logAbsDeterminant();
 }

 /** Performs the complete orthogonal decomposition of the given matrix \a
  * matrix. The result of the factorization is stored into \c *this, and a
  * reference to \c *this is returned.
  *
  * \sa class CompleteOrthogonalDecomposition,
  * CompleteOrthogonalDecomposition(const MatrixType&)
  */
 template <typename MatrixType>
 CompleteOrthogonalDecomposition<MatrixType>&
 CompleteOrthogonalDecomposition<MatrixType>::compute(const MatrixType& matrix) {
   // Compute the column pivoted QR factorization A P = Q R.
   m_cpqr.compute(matrix);

   const Index rank = m_cpqr.rank();
   const Index cols = matrix.cols();
   if (rank < cols) {
     // We have reduced the (permuted) matrix to the form
     //   [R11 R12]
     //   [ 0  R22]
     // where R11 is r-by-r (r = rank) upper triangular, R12 is
     // r-by-(n-r), and R22 is empty or the norm of R22 is negligible.
     // We now compute the complete orthogonal decomposition by applying
     // Householder transformations from the right to the upper trapezoidal
     // matrix X = [R11 R12] to zero out R12 and obtain the factorization
     // [R11 R12] = [T11 0] * Z, where T11 is r-by-r upper triangular and
     // Z = Z(0) * Z(1) ... Z(r-1) is an n-by-n orthogonal matrix.
     // We store the data representing Z in R12 and m_zCoeffs.
     for (Index k = rank - 1; k >= 0; --k) {
       if (k != rank - 1) {
         // Given the API for Householder reflectors, it is more convenient if
         // we swap the leading parts of columns k and r-1 (zero-based) to form
         // the matrix X_k = [X(0:k, k), X(0:k, r:n)]
         m_cpqr.m_qr.col(k).head(k + 1).swap(
             m_cpqr.m_qr.col(rank - 1).head(k + 1));
       }
       // Construct Householder reflector Z(k) to zero out the last row of X_k,
       // i.e. choose Z(k) such that
       // [X(k, k), X(k, r:n)] * Z(k) = [beta, 0, .., 0].
       RealScalar beta;
       m_cpqr.m_qr.row(k)
           .tail(cols - rank + 1)
           .makeHouseholderInPlace(m_zCoeffs(k), beta);
       m_cpqr.m_qr(k, rank - 1) = beta;
       if (k > 0) {
         // Apply Z(k) to the first k rows of X_k
         m_cpqr.m_qr.topRightCorner(k, cols - rank + 1)
             .applyHouseholderOnTheRight(
                 m_cpqr.m_qr.row(k).tail(cols - rank).transpose(), m_zCoeffs(k),
                 &m_temp(0));
       }
       if (k != rank - 1) {
         // Swap X(0:k,k) back to its proper location.
         m_cpqr.m_qr.col(k).head(k + 1).swap(
             m_cpqr.m_qr.col(rank - 1).head(k + 1));
       }
     }
   }
   return *this;
 }

 template <typename MatrixType>
 template <typename Rhs>
 void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
     Rhs& rhs) const {
   const Index cols = this->cols();
   const Index nrhs = rhs.cols();
   const Index rank = this->rank();
   Matrix<typename MatrixType::Scalar, Dynamic, 1> temp(std::max(cols, nrhs));
   for (Index k = 0; k < rank; ++k) {
     if (k != rank - 1) {
       rhs.row(k).swap(rhs.row(rank - 1));
     }
     rhs.middleRows(rank - 1, cols - rank + 1)
         .applyHouseholderOnTheLeft(
             matrixQTZ().row(k).tail(cols - rank).adjoint(), zCoeffs()(k),
             &temp(0));
     if (k != rank - 1) {
       rhs.row(k).swap(rhs.row(rank - 1));
     }
   }
 }

 namespace internal {

 template <typename _MatrixType, typename Rhs>
 struct solve_retval<CompleteOrthogonalDecomposition<_MatrixType>, Rhs>
     : solve_retval_base<CompleteOrthogonalDecomposition<_MatrixType>, Rhs> {
   EIGEN_MAKE_SOLVE_HELPERS(CompleteOrthogonalDecomposition<_MatrixType>, Rhs)
   typedef typename internal::plain_row_type<_MatrixType>::type RowVectorType;

   template <typename Dest>
   void evalTo(Dest& dst) const {
     eigen_assert(rhs().rows() == dec().rows());

     const Index rank = dec().rank();
     if (rank == 0) {
       dst.setZero();
       return;
     }

     // Compute c = Q^* * rhs
     // Note that the matrix Q = H_0^* H_1^*... so its inverse is
     // Q^* = (H_0 H_1 ...)^T
     typename Rhs::PlainObject c(rhs());
     c.applyOnTheLeft(householderSequence(dec().matrixQTZ(), dec().hCoeffs())
                          .setLength(rank)
                          .transpose());

     // Solve T z = c(1:rank, :)
     dst.topRows(rank) = dec()
                             .matrixT()
                             .topLeftCorner(rank, rank)
                             .template triangularView<Upper>()
                             .solve(c.topRows(rank));

     const Index cols = dec().cols();
     if (rank < cols) {
       // Compute y = Z^* * [ z ]
       //                   [ 0 ]
       dst.bottomRows(cols - rank).setZero();
       dec().applyZAdjointOnTheLeftInPlace(dst);
     }

     // Undo permutation to get x = P^{-1} * y.
     dst = dec().colsPermutation() * dst;
   }
 };

 }  // end namespace internal

 /** \returns the matrix Q as a sequence of householder transformations */
 template <typename MatrixType>
 typename CompleteOrthogonalDecomposition<MatrixType>::HouseholderSequenceType
 CompleteOrthogonalDecomposition<MatrixType>::householderQ() const {
   return m_cpqr.householderQ();
 }

 #ifndef __CUDACC__
 /** \return the complete orthogonal decomposition of \c *this.
   *
   * \sa class CompleteOrthogonalDecomposition
   */
 template <typename Derived>
 const CompleteOrthogonalDecomposition<typename MatrixBase<Derived>::PlainObject>
 MatrixBase<Derived>::completeOrthogonalDecomposition() const {
   return CompleteOrthogonalDecomposition<PlainObject>(eval());
 }
 #endif  // __CUDACC__

 }  // end namespace Eigen

 #endif  // EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H
	// This file is part of Eigen, a lightweight C++ template library
	// for linear algebra.
	//
	// Copyright (C) 2016 Rasmus Munk Larsen <rmlarsen@google.com>
	//
	// 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_COMPLETEORTHOGONALDECOMPOSITION_H
	#define EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H

	namespace Eigen {

	/** \ingroup QR_Module
	*
	* \class CompleteOrthogonalDecomposition
	*
	* \brief Complete orthogonal decomposition (COD) of a matrix.
	*
	* \param MatrixType the type of the matrix of which we are computing the COD.
	*
	* This class performs a rank-revealing complete ortogonal decomposition of a
	* matrix \b A into matrices \b P, \b Q, \b T, and \b Z such that
	* \f[
	* \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \begin{matrix} \mathbf{T} &
	* \mathbf{0} \\ \mathbf{0} & \mathbf{0} \end{matrix} \, \mathbf{Z}
	* \f]
	* by using Householder transformations. Here, \b P is a permutation matrix,
	* \b Q and \b Z are unitary matrices and \b T an upper triangular matrix of
	* size rank-by-rank. \b A may be rank deficient.
	*
	* \sa MatrixBase::completeOrthogonalDecomposition()
	*/
	template <typename _MatrixType>
	class CompleteOrthogonalDecomposition {
	public:
	typedef _MatrixType MatrixType;
	enum {
	RowsAtCompileTime = MatrixType::RowsAtCompileTime,
	ColsAtCompileTime = MatrixType::ColsAtCompileTime,
	Options = MatrixType::Options,
	MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
	MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
	};
	typedef typename MatrixType::Scalar Scalar;
	typedef typename MatrixType::RealScalar RealScalar;
	typedef typename MatrixType::Index Index;
	typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, Options,
	MaxRowsAtCompileTime, MaxRowsAtCompileTime>
	MatrixQType;
	typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
	typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime>
	PermutationType;
	typedef typename internal::plain_row_type<MatrixType, Index>::type
	IntRowVectorType;
	typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
	typedef typename internal::plain_row_type<MatrixType, RealScalar>::type
	RealRowVectorType;
	typedef HouseholderSequence<
	MatrixType, typename internal::remove_all<
	typename HCoeffsType::ConjugateReturnType>::type>
	HouseholderSequenceType;

	private:
	typedef typename PermutationType::Index PermIndexType;

	public:
	/**
	* \brief Default Constructor.
	*
	* The default constructor is useful in cases in which the user intends to
	* perform decompositions via
	* \c CompleteOrthogonalDecomposition::compute(const* MatrixType&).
	*/
	CompleteOrthogonalDecomposition() : m_cpqr(), m_zCoeffs(), m_temp() {}

	/** \brief Default Constructor with memory preallocation
	*
	* Like the default constructor but with preallocation of the internal data
	* according to the specified problem \a size.
	* \sa CompleteOrthogonalDecomposition()
	*/
	CompleteOrthogonalDecomposition(Index rows, Index cols)
	: m_cpqr(rows, cols), m_zCoeffs((std::min)(rows, cols)), m_temp(cols) {}

	/** \brief Constructs a complete orthogonal decomposition from a given
	* matrix.
	*
	* This constructor computes the complete orthogonal decomposition of the
	* matrix \a matrix by calling the method compute(). The default
	* threshold for rank determination will be used. It is a short cut for:
	*
	* \code
	* CompleteOrthogonalDecomposition<MatrixType> cod(matrix.rows(),
	* matrix.cols());
	* cod.setThreshold(Default);
	* cod.compute(matrix);
	* \endcode
	*
	* \sa compute()
	*/
	CompleteOrthogonalDecomposition(const MatrixType& matrix)
	: m_cpqr(matrix.rows(), matrix.cols()),
	m_zCoeffs((std::min)(matrix.rows(), matrix.cols())),
	m_temp(matrix.cols()) {
	compute(matrix);
	}

	/** This method computes the minimum-norm solution X to a least squares
	* problem \f[\mathrm{minimize} \|\|A X - B\|\| \f], where \b A is the matrix of
	* which \c *this is the complete orthogonal decomposition.
	*
	* \param B the right-hand sides of the problem to solve.
	*
	* \returns a solution.
	*
	*/
	template <typename Rhs>
	inline const internal::solve_retval<CompleteOrthogonalDecomposition, Rhs>
	solve(const MatrixBase<Rhs>& b) const {
	eigen_assert(m_cpqr.m_isInitialized &&
	"CompleteOrthogonalDecomposition is not initialized.");
	return internal::solve_retval<CompleteOrthogonalDecomposition, Rhs>(
	*this, b.derived());
	}

	HouseholderSequenceType householderQ(void) const;
	HouseholderSequenceType matrixQ(void) const { return m_cpqr.householderQ(); }

	/** Overwrites \b rhs with \f$ \mathbf{Z}^* * \mathbf{rhs} \f$.
	*/
	template <typename Rhs>
	void applyZAdjointOnTheLeftInPlace(Rhs& rhs) const;

	/** \returns the matrix \b Z.
	*/
	MatrixType matrixZ() const {
	MatrixType Z = MatrixType::Identity(m_cpqr.cols(), m_cpqr.cols());
	applyZAdjointOnTheLeftInPlace(Z);
	return Z.adjoint();
	}

	/** \returns a reference to the matrix where the complete orthogonal
	* decomposition is stored
	*/
	const MatrixType& matrixQTZ() const { return m_cpqr.matrixQR(); }

	/** \returns a reference to the matrix where the complete orthogonal
	* decomposition is stored.
	* \warning The strict lower part and \code cols() - rank() \endcode right
	* columns of this matrix contains internal values.
	* Only the upper triangular part should be referenced. To get it, use
	* \code matrixT().template triangularView<Upper>() \endcode
	* For rank-deficient matrices, use
	* \code
	* matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>()
	* \endcode
	*/
	const MatrixType& matrixT() const { return m_cpqr.matrixQR(); }

	CompleteOrthogonalDecomposition& compute(const MatrixType& matrix);

	/** \returns a const reference to the column permutation matrix */
	const PermutationType& colsPermutation() const {
	return m_cpqr.colsPermutation();
	}

	/** \returns the absolute value of the determinant of the matrix of which
	* *this is the complete orthogonal decomposition. It has only linear
	* complexity (that is, O(n) where n is the dimension of the square matrix)
	* as the complete orthogonal decomposition has already been computed.
	*
	* \note This is only for square matrices.
	*
	* \warning a determinant can be very big or small, so for matrices
	* of large enough dimension, there is a risk of overflow/underflow.
	* One way to work around that is to use logAbsDeterminant() instead.
	*
	* \sa logAbsDeterminant(), MatrixBase::determinant()
	*/
	typename MatrixType::RealScalar absDeterminant() const;

	/** \returns the natural log of the absolute value of the determinant of the
	* matrix of which *this is the complete orthogonal decomposition. It has
	* only linear complexity (that is, O(n) where n is the dimension of the
	* square matrix) as the complete orthogonal decomposition has already been
	* computed.
	*
	* \note This is only for square matrices.
	*
	* \note This method is useful to work around the risk of overflow/underflow
	* that's inherent to determinant computation.
	*
	* \sa absDeterminant(), MatrixBase::determinant()
	*/
	typename MatrixType::RealScalar logAbsDeterminant() const;

	/** \returns the rank of the matrix of which *this is the complete orthogonal
	* decomposition.
	*
	* \note This method has to determine which pivots should be considered
	* nonzero. For that, it uses the threshold value that you can control by
	* calling setThreshold(const RealScalar&).
	*/
	inline Index rank() const { return m_cpqr.rank(); }

	/** \returns the dimension of the kernel of the matrix of which *this is the
	* complete orthogonal decomposition.
	*
	* \note This method has to determine which pivots should be considered
	* nonzero. For that, it uses the threshold value that you can control by
	* calling setThreshold(const RealScalar&).
	*/
	inline Index dimensionOfKernel() const { return m_cpqr.dimensionOfKernel(); }

	/** \returns true if the matrix of which *this is the decomposition represents
	* an injective linear map, i.e. has trivial kernel; false otherwise.
	*
	* \note This method has to determine which pivots should be considered
	* nonzero. For that, it uses the threshold value that you can control by
	* calling setThreshold(const RealScalar&).
	*/
	inline bool isInjective() const { return m_cpqr.isInjective(); }

	/** \returns true if the matrix of which *this is the decomposition represents
	* a surjective linear map; false otherwise.
	*
	* \note This method has to determine which pivots should be considered
	* nonzero. For that, it uses the threshold value that you can control by
	* calling setThreshold(const RealScalar&).
	*/
	inline bool isSurjective() const { return m_cpqr.isSurjective(); }

	/** \returns true if the matrix of which *this is the complete orthogonal
	* decomposition is invertible.
	*
	* \note This method has to determine which pivots should be considered
	* nonzero. For that, it uses the threshold value that you can control by
	* calling setThreshold(const RealScalar&).
	*/
	inline bool isInvertible() const { return m_cpqr.isInvertible(); }

	/** \returns the pseudo-inverse of the matrix of which *this is the complete
	* orthogonal decomposition.
	*
	* \warning: Do not compute \c this->pseudoInverse()*rhs to solve linear systems.
	* It is more efficient and numerically stable to call \c this->solve(rhs).
	*/
	inline const internal::solve_retval<CompleteOrthogonalDecomposition,
	typename MatrixType::IdentityReturnType>
	pseudoInverse() const {
	return internal::solve_retval<CompleteOrthogonalDecomposition,
	typename MatrixType::IdentityReturnType>(
	*this, MatrixType::Identity(m_cpqr.rows(), m_cpqr.rows()));
	}

	inline Index rows() const { return m_cpqr.rows(); }
	inline Index cols() const { return m_cpqr.cols(); }

	/** \returns a const reference to the vector of Householder coefficients used
	* to represent the factor \c Q.
	*
	* For advanced uses only.
	*/
	inline const HCoeffsType& hCoeffs() const { return m_cpqr.hCoeffs(); }

	/** \returns a const reference to the vector of Householder coefficients
	* used to represent the factor \c Z.
	*
	* For advanced uses only.
	*/
	const HCoeffsType& zCoeffs() const { return m_zCoeffs; }

	/** Allows to prescribe a threshold to be used by certain methods, such as
	* rank(), who need to determine when pivots are to be considered nonzero.
	* Most be called before calling compute().
	*
	* When it needs to get the threshold value, Eigen calls threshold(). By
	* default, this uses a formula to automatically determine a reasonable
	* threshold. Once you have called the present method
	* setThreshold(const RealScalar&), your value is used instead.
	*
	* \param threshold The new value to use as the threshold.
	*
	* A pivot will be considered nonzero if its absolute value is strictly
	* greater than
	* \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
	* where maxpivot is the biggest pivot.
	*
	* If you want to come back to the default behavior, call
	* setThreshold(Default_t)
	*/
	CompleteOrthogonalDecomposition& setThreshold(const RealScalar& threshold) {
	m_cpqr.setThreshold(threshold);
	return *this;
	}

	/** Allows to come back to the default behavior, letting Eigen use its default
	* formula for determining the threshold.
	*
	* You should pass the special object Eigen::Default as parameter here.
	* \code qr.setThreshold(Eigen::Default); \endcode
	*
	* See the documentation of setThreshold(const RealScalar&).
	*/
	CompleteOrthogonalDecomposition& setThreshold(Default_t) {
	m_cpqr.setThreshold(Default);
	return *this;
	}

	/** Returns the threshold that will be used by certain methods such as rank().
	*
	* See the documentation of setThreshold(const RealScalar&).
	*/
	RealScalar threshold() const { return m_cpqr.threshold(); }

	/** \returns the number of nonzero pivots in the complete orthogonal
	* decomposition.
	* Here nonzero is meant in the exact sense, not in a fuzzy sense.
	* So that notion isn't really intrinsically interesting, but it is
	* still useful when implementing algorithms.
	*
	* \sa rank()
	*/
	inline Index nonzeroPivots() const { return m_cpqr.nonzeroPivots(); }

	/** \returns the absolute value of the biggest pivot, i.e. the biggest
	* diagonal coefficient of R.
	*/
	inline RealScalar maxPivot() const { return m_cpqr.maxPivot(); }

	/** \brief Reports whether the complete orthogonal decomposition was
	* succesful.
	*
	* \note This function always returns \c Success. It is provided for
	* compatibility
	* with other factorization routines.
	* \returns \c Success
	*/
	ComputationInfo info() const {
	eigen_assert(m_cpqr.m_isInitialized && "Decomposition is not initialized.");
	return Success;
	}

	protected:
	ColPivHouseholderQR<MatrixType> m_cpqr;
	HCoeffsType m_zCoeffs;
	RowVectorType m_temp;
	};

	template <typename MatrixType>
	typename MatrixType::RealScalar
	CompleteOrthogonalDecomposition<MatrixType>::absDeterminant() const {
	return m_cpqr.absDeterminant();
	}

	template <typename MatrixType>
	typename MatrixType::RealScalar
	CompleteOrthogonalDecomposition<MatrixType>::logAbsDeterminant() const {
	return m_cpqr.logAbsDeterminant();
	}

	/** Performs the complete orthogonal decomposition of the given matrix \a
	* matrix. The result of the factorization is stored into \c *this, and a
	* reference to \c *this is returned.
	*
	* \sa class CompleteOrthogonalDecomposition,
	* CompleteOrthogonalDecomposition(const MatrixType&)
	*/
	template <typename MatrixType>
	CompleteOrthogonalDecomposition<MatrixType>&
	CompleteOrthogonalDecomposition<MatrixType>::compute(const MatrixType& matrix) {
	// Compute the column pivoted QR factorization A P = Q R.
	m_cpqr.compute(matrix);

	const Index rank = m_cpqr.rank();
	const Index cols = matrix.cols();
	if (rank < cols) {
	// We have reduced the (permuted) matrix to the form
	// [R11 R12]
	// [ 0 R22]
	// where R11 is r-by-r (r = rank) upper triangular, R12 is
	// r-by-(n-r), and R22 is empty or the norm of R22 is negligible.
	// We now compute the complete orthogonal decomposition by applying
	// Householder transformations from the right to the upper trapezoidal
	// matrix X = [R11 R12] to zero out R12 and obtain the factorization
	// [R11 R12] = [T11 0] * Z, where T11 is r-by-r upper triangular and
	// Z = Z(0) * Z(1) ... Z(r-1) is an n-by-n orthogonal matrix.
	// We store the data representing Z in R12 and m_zCoeffs.
	for (Index k = rank - 1; k >= 0; --k) {
	if (k != rank - 1) {
	// Given the API for Householder reflectors, it is more convenient if
	// we swap the leading parts of columns k and r-1 (zero-based) to form
	// the matrix X_k = [X(0:k, k), X(0:k, r:n)]
	m_cpqr.m_qr.col(k).head(k + 1).swap(
	m_cpqr.m_qr.col(rank - 1).head(k + 1));
	}
	// Construct Householder reflector Z(k) to zero out the last row of X_k,
	// i.e. choose Z(k) such that
	// [X(k, k), X(k, r:n)] * Z(k) = [beta, 0, .., 0].
	RealScalar beta;
	m_cpqr.m_qr.row(k)
	.tail(cols - rank + 1)
	.makeHouseholderInPlace(m_zCoeffs(k), beta);
	m_cpqr.m_qr(k, rank - 1) = beta;
	if (k > 0) {
	// Apply Z(k) to the first k rows of X_k
	m_cpqr.m_qr.topRightCorner(k, cols - rank + 1)
	.applyHouseholderOnTheRight(
	m_cpqr.m_qr.row(k).tail(cols - rank).transpose(), m_zCoeffs(k),
	&m_temp(0));
	}
	if (k != rank - 1) {
	// Swap X(0:k,k) back to its proper location.
	m_cpqr.m_qr.col(k).head(k + 1).swap(
	m_cpqr.m_qr.col(rank - 1).head(k + 1));
	}
	}
	}
	return *this;
	}

	template <typename MatrixType>
	template <typename Rhs>
	void CompleteOrthogonalDecomposition<MatrixType>::applyZAdjointOnTheLeftInPlace(
	Rhs& rhs) const {
	const Index cols = this->cols();
	const Index nrhs = rhs.cols();
	const Index rank = this->rank();
	Matrix<typename MatrixType::Scalar, Dynamic, 1> temp(std::max(cols, nrhs));
	for (Index k = 0; k < rank; ++k) {
	if (k != rank - 1) {
	rhs.row(k).swap(rhs.row(rank - 1));
	}
	rhs.middleRows(rank - 1, cols - rank + 1)
	.applyHouseholderOnTheLeft(
	matrixQTZ().row(k).tail(cols - rank).adjoint(), zCoeffs()(k),
	&temp(0));
	if (k != rank - 1) {
	rhs.row(k).swap(rhs.row(rank - 1));
	}
	}
	}

	namespace internal {

	template <typename _MatrixType, typename Rhs>
	struct solve_retval<CompleteOrthogonalDecomposition<_MatrixType>, Rhs>
	: solve_retval_base<CompleteOrthogonalDecomposition<_MatrixType>, Rhs> {
	EIGEN_MAKE_SOLVE_HELPERS(CompleteOrthogonalDecomposition<_MatrixType>, Rhs)
	typedef typename internal::plain_row_type<_MatrixType>::type RowVectorType;

	template <typename Dest>
	void evalTo(Dest& dst) const {
	eigen_assert(rhs().rows() == dec().rows());

	const Index rank = dec().rank();
	if (rank == 0) {
	dst.setZero();
	return;
	}

	// Compute c = Q^* * rhs
	// Note that the matrix Q = H_0^* H_1^*... so its inverse is
	// Q^* = (H_0 H_1 ...)^T
	typename Rhs::PlainObject c(rhs());
	c.applyOnTheLeft(householderSequence(dec().matrixQTZ(), dec().hCoeffs())
	.setLength(rank)
	.transpose());

	// Solve T z = c(1:rank, :)
	dst.topRows(rank) = dec()
	.matrixT()
	.topLeftCorner(rank, rank)
	.template triangularView<Upper>()
	.solve(c.topRows(rank));

	const Index cols = dec().cols();
	if (rank < cols) {
	// Compute y = Z^* * [ z ]
	// [ 0 ]
	dst.bottomRows(cols - rank).setZero();
	dec().applyZAdjointOnTheLeftInPlace(dst);
	}

	// Undo permutation to get x = P^{-1} * y.
	dst = dec().colsPermutation() * dst;
	}
	};

	} // end namespace internal

	/** \returns the matrix Q as a sequence of householder transformations */
	template <typename MatrixType>
	typename CompleteOrthogonalDecomposition<MatrixType>::HouseholderSequenceType
	CompleteOrthogonalDecomposition<MatrixType>::householderQ() const {
	return m_cpqr.householderQ();
	}

	#ifndef __CUDACC__
	/** \return the complete orthogonal decomposition of \c *this.
	*
	* \sa class CompleteOrthogonalDecomposition
	*/
	template <typename Derived>
	const CompleteOrthogonalDecomposition<typename MatrixBase<Derived>::PlainObject>
	MatrixBase<Derived>::completeOrthogonalDecomposition() const {
	return CompleteOrthogonalDecomposition<PlainObject>(eval());
	}
	#endif // __CUDACC__

	} // end namespace Eigen

	#endif // EIGEN_COMPLETEORTHOGONALDECOMPOSITION_H