source: pacpussensors/trunk/Vislab/lib3dv/eigen/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h@ 136

Last change on this file since 136 was 136, checked in by ldecherf, 7 years ago

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1// This file is part of Eigen, a lightweight C++ template library
2// for linear algebra.
3//
4// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
5// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
6//
7// This Source Code Form is subject to the terms of the Mozilla
8// Public License v. 2.0. If a copy of the MPL was not distributed
9// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10
11#ifndef EIGEN_MATRIXBASEEIGENVALUES_H
12#define EIGEN_MATRIXBASEEIGENVALUES_H
13
14namespace Eigen {
15
16namespace internal {
17
18template<typename Derived, bool IsComplex>
19struct eigenvalues_selector
20{
21 // this is the implementation for the case IsComplex = true
22 static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
23 run(const MatrixBase<Derived>& m)
24 {
25 typedef typename Derived::PlainObject PlainObject;
26 PlainObject m_eval(m);
27 return ComplexEigenSolver<PlainObject>(m_eval, false).eigenvalues();
28 }
29};
30
31template<typename Derived>
32struct eigenvalues_selector<Derived, false>
33{
34 static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
35 run(const MatrixBase<Derived>& m)
36 {
37 typedef typename Derived::PlainObject PlainObject;
38 PlainObject m_eval(m);
39 return EigenSolver<PlainObject>(m_eval, false).eigenvalues();
40 }
41};
42
43} // end namespace internal
44
45/** \brief Computes the eigenvalues of a matrix
46 * \returns Column vector containing the eigenvalues.
47 *
48 * \eigenvalues_module
49 * This function computes the eigenvalues with the help of the EigenSolver
50 * class (for real matrices) or the ComplexEigenSolver class (for complex
51 * matrices).
52 *
53 * The eigenvalues are repeated according to their algebraic multiplicity,
54 * so there are as many eigenvalues as rows in the matrix.
55 *
56 * The SelfAdjointView class provides a better algorithm for selfadjoint
57 * matrices.
58 *
59 * Example: \include MatrixBase_eigenvalues.cpp
60 * Output: \verbinclude MatrixBase_eigenvalues.out
61 *
62 * \sa EigenSolver::eigenvalues(), ComplexEigenSolver::eigenvalues(),
63 * SelfAdjointView::eigenvalues()
64 */
65template<typename Derived>
66inline typename MatrixBase<Derived>::EigenvaluesReturnType
67MatrixBase<Derived>::eigenvalues() const
68{
69 typedef typename internal::traits<Derived>::Scalar Scalar;
70 return internal::eigenvalues_selector<Derived, NumTraits<Scalar>::IsComplex>::run(derived());
71}
72
73/** \brief Computes the eigenvalues of a matrix
74 * \returns Column vector containing the eigenvalues.
75 *
76 * \eigenvalues_module
77 * This function computes the eigenvalues with the help of the
78 * SelfAdjointEigenSolver class. The eigenvalues are repeated according to
79 * their algebraic multiplicity, so there are as many eigenvalues as rows in
80 * the matrix.
81 *
82 * Example: \include SelfAdjointView_eigenvalues.cpp
83 * Output: \verbinclude SelfAdjointView_eigenvalues.out
84 *
85 * \sa SelfAdjointEigenSolver::eigenvalues(), MatrixBase::eigenvalues()
86 */
87template<typename MatrixType, unsigned int UpLo>
88inline typename SelfAdjointView<MatrixType, UpLo>::EigenvaluesReturnType
89SelfAdjointView<MatrixType, UpLo>::eigenvalues() const
90{
91 typedef typename SelfAdjointView<MatrixType, UpLo>::PlainObject PlainObject;
92 PlainObject thisAsMatrix(*this);
93 return SelfAdjointEigenSolver<PlainObject>(thisAsMatrix, false).eigenvalues();
94}
95
96
97
98/** \brief Computes the L2 operator norm
99 * \returns Operator norm of the matrix.
100 *
101 * \eigenvalues_module
102 * This function computes the L2 operator norm of a matrix, which is also
103 * known as the spectral norm. The norm of a matrix \f$ A \f$ is defined to be
104 * \f[ \|A\|_2 = \max_x \frac{\|Ax\|_2}{\|x\|_2} \f]
105 * where the maximum is over all vectors and the norm on the right is the
106 * Euclidean vector norm. The norm equals the largest singular value, which is
107 * the square root of the largest eigenvalue of the positive semi-definite
108 * matrix \f$ A^*A \f$.
109 *
110 * The current implementation uses the eigenvalues of \f$ A^*A \f$, as computed
111 * by SelfAdjointView::eigenvalues(), to compute the operator norm of a
112 * matrix. The SelfAdjointView class provides a better algorithm for
113 * selfadjoint matrices.
114 *
115 * Example: \include MatrixBase_operatorNorm.cpp
116 * Output: \verbinclude MatrixBase_operatorNorm.out
117 *
118 * \sa SelfAdjointView::eigenvalues(), SelfAdjointView::operatorNorm()
119 */
120template<typename Derived>
121inline typename MatrixBase<Derived>::RealScalar
122MatrixBase<Derived>::operatorNorm() const
123{
124 using std::sqrt;
125 typename Derived::PlainObject m_eval(derived());
126 // FIXME if it is really guaranteed that the eigenvalues are already sorted,
127 // then we don't need to compute a maxCoeff() here, comparing the 1st and last ones is enough.
128 return sqrt((m_eval*m_eval.adjoint())
129 .eval()
130 .template selfadjointView<Lower>()
131 .eigenvalues()
132 .maxCoeff()
133 );
134}
135
136/** \brief Computes the L2 operator norm
137 * \returns Operator norm of the matrix.
138 *
139 * \eigenvalues_module
140 * This function computes the L2 operator norm of a self-adjoint matrix. For a
141 * self-adjoint matrix, the operator norm is the largest eigenvalue.
142 *
143 * The current implementation uses the eigenvalues of the matrix, as computed
144 * by eigenvalues(), to compute the operator norm of the matrix.
145 *
146 * Example: \include SelfAdjointView_operatorNorm.cpp
147 * Output: \verbinclude SelfAdjointView_operatorNorm.out
148 *
149 * \sa eigenvalues(), MatrixBase::operatorNorm()
150 */
151template<typename MatrixType, unsigned int UpLo>
152inline typename SelfAdjointView<MatrixType, UpLo>::RealScalar
153SelfAdjointView<MatrixType, UpLo>::operatorNorm() const
154{
155 return eigenvalues().cwiseAbs().maxCoeff();
156}
157
158} // end namespace Eigen
159
160#endif
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