Eigen::CompleteOrthogonalDecomposition
template<typename _MatrixType>
class Eigen::CompleteOrthogonalDecomposition< _MatrixType >
Complete orthogonal decomposition (COD) of a matrix.
-
Parameters
-
MatrixType |
the type of the matrix of which we are computing the COD. |
This class performs a rank-revealing complete orthogonal decomposition of a matrix A into matrices P, Q, T, and Z such that
\[ \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \begin{bmatrix} \mathbf{T} & \mathbf{0} \\ \mathbf{0} & \mathbf{0} \end{bmatrix} \, \mathbf{Z} \]
by using Householder transformations. Here, P is a permutation matrix, Q and Z are unitary matrices and T an upper triangular matrix of size rank-by-rank. A may be rank deficient.
This class supports the inplace decomposition mechanism.
-
See also
- MatrixBase::completeOrthogonalDecomposition()
CompleteOrthogonalDecomposition() [1/4]
template<typename _MatrixType >
Default Constructor.
The default constructor is useful in cases in which the user intends to perform decompositions via CompleteOrthogonalDecomposition::compute(const* MatrixType&)
.
CompleteOrthogonalDecomposition() [2/4]
template<typename _MatrixType >
Default Constructor with memory preallocation.
Like the default constructor but with preallocation of the internal data according to the specified problem size.
-
See also
- CompleteOrthogonalDecomposition()
CompleteOrthogonalDecomposition() [3/4]
template<typename _MatrixType >
template<typename InputType >
Constructs a complete orthogonal decomposition from a given matrix.
This constructor computes the complete orthogonal decomposition of the matrix matrix by calling the method compute(). The default threshold for rank determination will be used. It is a short cut for:
CompleteOrthogonalDecomposition<MatrixType> cod(matrix.rows(),
matrix.cols());
cod.setThreshold(Default);
cod.compute(matrix);
-
See also
-
compute()
CompleteOrthogonalDecomposition() [4/4]
template<typename _MatrixType >
template<typename InputType >
Constructs a complete orthogonal decomposition from a given matrix.
This overloaded constructor is provided for inplace decomposition when MatrixType
is a Eigen::Ref.
-
See also
-
CompleteOrthogonalDecomposition(const EigenBase&)
absDeterminant()
template<typename MatrixType >
-
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.
-
See also
- logAbsDeterminant(), MatrixBase::determinant()
applyZAdjointOnTheLeftInPlace()
template<typename MatrixType >
template<typename Rhs >
Overwrites rhs with \( \mathbf{Z}^* * \mathbf{rhs} \).
applyZOnTheLeftInPlace()
template<typename MatrixType >
template<bool Conjugate, typename Rhs >
Overwrites rhs with \( \mathbf{Z} * \mathbf{rhs} \) or \( \mathbf{\overline Z} * \mathbf{rhs} \) if Conjugate
is set to true
.
colsPermutation()
template<typename _MatrixType >
-
Returns
-
a const reference to the column permutation matrix
computeInPlace()
template<typename MatrixType >
Performs the complete orthogonal decomposition of the given matrix matrix. The result of the factorization is stored into *this
, and a reference to *this
is returned.
-
See also
-
class CompleteOrthogonalDecomposition, CompleteOrthogonalDecomposition(const MatrixType&)
dimensionOfKernel()
template<typename _MatrixType >
-
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&).
hCoeffs()
template<typename _MatrixType >
-
Returns
-
a const reference to the vector of Householder coefficients used to represent the factor
Q
.
For advanced uses only.
householderQ()
template<typename MatrixType >
-
Returns
-
the matrix Q as a sequence of householder transformations
info()
template<typename _MatrixType >
Reports whether the complete orthogonal decomposition was successful.
-
Note
-
This function always returns
Success
. It is provided for compatibility with other factorization routines.
-
Returns
Success
isInjective()
template<typename _MatrixType >
-
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&).
isInvertible()
template<typename _MatrixType >
-
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&).
isSurjective()
template<typename _MatrixType >
-
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&).
logAbsDeterminant()
template<typename MatrixType >
-
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.
-
This method is useful to work around the risk of overflow/underflow that's inherent to determinant computation.
-
See also
- absDeterminant(), MatrixBase::determinant()
matrixQTZ()
template<typename _MatrixType >
-
Returns
-
a reference to the matrix where the complete orthogonal decomposition is stored
matrixT()
template<typename _MatrixType >
-
Returns
-
a reference to the matrix where the complete orthogonal decomposition is stored.
-
Warning
-
The strict lower part and
cols() - rank()
right columns of this matrix contains internal values. Only the upper triangular part should be referenced. To get it, use
matrixT().template triangularView<Upper>()
For rank-deficient matrices, use
matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>()
matrixZ()
template<typename _MatrixType >
maxPivot()
template<typename _MatrixType >
-
Returns
-
the absolute value of the biggest pivot, i.e. the biggest diagonal coefficient of R.
nonzeroPivots()
template<typename _MatrixType >
-
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.
-
See also
- rank()
pseudoInverse()
template<typename _MatrixType >
-
Returns
-
the pseudo-inverse of the matrix of which *this is the complete orthogonal decomposition.
-
Warning
-
: Do not compute
this->pseudoInverse()*rhs
to solve a linear systems. It is more efficient and numerically stable to call this->solve(rhs)
.
rank()
template<typename _MatrixType >
-
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&).
setThreshold() [1/2]
template<typename _MatrixType >
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.
-
Parameters
-
threshold |
The new value to use as the threshold. |
A pivot will be considered nonzero if its absolute value is strictly greater than \( \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \) where maxpivot is the biggest pivot.
If you want to come back to the default behavior, call setThreshold(Default_t)
setThreshold() [2/2]
template<typename _MatrixType >
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.
qr.setThreshold(Eigen::Default);
See the documentation of setThreshold(const RealScalar&).
solve()
template<typename _MatrixType >
template<typename Rhs >
This method computes the minimum-norm solution X to a least squares problem
\[\mathrm{minimize} \|A X - B\|, \]
where A is the matrix of which *this
is the complete orthogonal decomposition.
-
Parameters
-
b |
the right-hand sides of the problem to solve. |
-
Returns
-
a solution.
threshold()
template<typename _MatrixType >
zCoeffs()
template<typename _MatrixType >
-
Returns
-
a const reference to the vector of Householder coefficients used to represent the factor
Z
.
For advanced uses only.
The documentation for this class was generated from the following file: