12 #ifndef EIGEN_COMPLEX_EIGEN_SOLVER_H 13 #define EIGEN_COMPLEX_EIGEN_SOLVER_H 15 #include "./ComplexSchur.h" 53 RowsAtCompileTime = MatrixType::RowsAtCompileTime,
54 ColsAtCompileTime = MatrixType::ColsAtCompileTime,
56 MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
57 MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
63 typedef typename MatrixType::Index Index;
96 m_isInitialized(false),
97 m_eigenvectorsOk(false),
108 : m_eivec(size, size),
111 m_isInitialized(false),
112 m_eigenvectorsOk(false),
126 : m_eivec(matrix.rows(),matrix.cols()),
127 m_eivalues(matrix.cols()),
128 m_schur(matrix.rows()),
129 m_isInitialized(false),
130 m_eigenvectorsOk(false),
131 m_matX(matrix.rows(),matrix.cols())
133 compute(matrix, computeEigenvectors);
158 eigen_assert(m_isInitialized &&
"ComplexEigenSolver is not initialized.");
159 eigen_assert(m_eigenvectorsOk &&
"The eigenvectors have not been computed together with the eigenvalues.");
183 eigen_assert(m_isInitialized &&
"ComplexEigenSolver is not initialized.");
219 eigen_assert(m_isInitialized &&
"ComplexEigenSolver is not initialized.");
220 return m_schur.
info();
238 static void check_template_parameters()
240 EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
243 EigenvectorType m_eivec;
244 EigenvalueType m_eivalues;
246 bool m_isInitialized;
247 bool m_eigenvectorsOk;
248 EigenvectorType m_matX;
251 void doComputeEigenvectors(
const RealScalar& matrixnorm);
252 void sortEigenvalues(
bool computeEigenvectors);
256 template<
typename MatrixType>
260 check_template_parameters();
263 eigen_assert(matrix.cols() == matrix.rows());
267 m_schur.
compute(matrix, computeEigenvectors);
271 m_eivalues = m_schur.
matrixT().diagonal();
272 if(computeEigenvectors)
273 doComputeEigenvectors(matrix.norm());
274 sortEigenvalues(computeEigenvectors);
277 m_isInitialized =
true;
278 m_eigenvectorsOk = computeEigenvectors;
283 template<
typename MatrixType>
286 const Index n = m_eivalues.size();
290 m_matX = EigenvectorType::Zero(n, n);
291 for(Index k=n-1 ; k>=0 ; k--)
295 for(Index i=k-1 ; i>=0 ; i--)
297 m_matX.coeffRef(i,k) = -m_schur.
matrixT().coeff(i,k);
299 m_matX.coeffRef(i,k) -= (m_schur.
matrixT().row(i).segment(i+1,k-i-1) * m_matX.col(k).segment(i+1,k-i-1)).value();
307 m_matX.coeffRef(i,k) = m_matX.coeff(i,k) / z;
312 m_eivec.noalias() = m_schur.
matrixU() * m_matX;
314 for(Index k=0 ; k<n ; k++)
316 m_eivec.col(k).normalize();
321 template<
typename MatrixType>
324 const Index n = m_eivalues.size();
325 for (Index i=0; i<n; i++)
328 m_eivalues.cwiseAbs().tail(n-i).minCoeff(&k);
332 std::swap(m_eivalues[k],m_eivalues[i]);
333 if(computeEigenvectors)
334 m_eivec.col(i).swap(m_eivec.col(k));
341 #endif // EIGEN_COMPLEX_EIGEN_SOLVER_H ComplexSchur & setMaxIterations(Index maxIters)
Sets the maximum number of iterations allowed.
Definition: ComplexSchur.h:226
ComplexEigenSolver(Index size)
Default Constructor with memory preallocation.
Definition: ComplexEigenSolver.h:107
ComplexSchur & compute(const MatrixType &matrix, bool computeU=true)
Computes Schur decomposition of given matrix.
Definition: ComplexSchur.h:316
Matrix< ComplexScalar, ColsAtCompileTime, 1, Options &(~RowMajor), MaxColsAtCompileTime, 1 > EigenvalueType
Type for vector of eigenvalues as returned by eigenvalues().
Definition: ComplexEigenSolver.h:78
iterative scaling algorithm to equilibrate rows and column norms in matrices
Definition: TestIMU_Common.h:87
Holds information about the various numeric (i.e.
Definition: NumTraits.h:88
MatrixType::Scalar Scalar
Scalar type for matrices of type MatrixType.
Definition: ComplexEigenSolver.h:61
ComputationInfo info() const
Reports whether previous computation was successful.
Definition: ComplexSchur.h:215
const EigenvalueType & eigenvalues() const
Returns the eigenvalues of given matrix.
Definition: ComplexEigenSolver.h:181
Matrix< ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime > EigenvectorType
Type for matrix of eigenvectors as returned by eigenvectors().
Definition: ComplexEigenSolver.h:85
ComplexEigenSolver(const MatrixType &matrix, bool computeEigenvectors=true)
Constructor; computes eigendecomposition of given matrix.
Definition: ComplexEigenSolver.h:125
detail::size< coerce_list< Ts... >> size
Get the size of a list (number of elements.)
Definition: Size.h:56
ComputationInfo info() const
Reports whether previous computation was successful.
Definition: ComplexEigenSolver.h:217
const EigenvectorType & eigenvectors() const
Returns the eigenvectors of given matrix.
Definition: ComplexEigenSolver.h:156
Index getMaxIterations()
Returns the maximum number of iterations.
Definition: ComplexSchur.h:233
Computation was successful.
Definition: Constants.h:376
_MatrixType MatrixType
Synonym for the template parameter _MatrixType.
Definition: ComplexEigenSolver.h:50
ComplexEigenSolver()
Default constructor.
Definition: ComplexEigenSolver.h:92
Index getMaxIterations()
Returns the maximum number of iterations.
Definition: ComplexEigenSolver.h:231
ComplexEigenSolver & setMaxIterations(Index maxIters)
Sets the maximum number of iterations allowed.
Definition: ComplexEigenSolver.h:224
const ComplexMatrixType & matrixU() const
Returns the unitary matrix in the Schur decomposition.
Definition: ComplexSchur.h:137
std::complex< RealScalar > ComplexScalar
Complex scalar type for MatrixType.
Definition: ComplexEigenSolver.h:71
Definition: ComplexEigenSolver.h:45
ComputationInfo
Enum for reporting the status of a computation.
Definition: Constants.h:374
ComplexEigenSolver & compute(const MatrixType &matrix, bool computeEigenvectors=true)
Computes eigendecomposition of given matrix.
Definition: ComplexEigenSolver.h:258
const ComplexMatrixType & matrixT() const
Returns the triangular matrix in the Schur decomposition.
Definition: ComplexSchur.h:161
Definition: osvr_print_tree.cpp:52
double Scalar
Common scalar type.
Definition: FlexibleKalmanBase.h:48