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1 | namespace Eigen {
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2 |
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3 | namespace internal {
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4 |
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5 | // TODO : move this to GivensQR once there's such a thing in Eigen
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6 |
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7 | template <typename Scalar>
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8 | void r1mpyq(DenseIndex m, DenseIndex n, Scalar *a, const std::vector<JacobiRotation<Scalar> > &v_givens, const std::vector<JacobiRotation<Scalar> > &w_givens)
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9 | {
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10 | typedef DenseIndex Index;
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11 |
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12 | /* apply the first set of givens rotations to a. */
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13 | for (Index j = n-2; j>=0; --j)
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14 | for (Index i = 0; i<m; ++i) {
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15 | Scalar temp = v_givens[j].c() * a[i+m*j] - v_givens[j].s() * a[i+m*(n-1)];
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16 | a[i+m*(n-1)] = v_givens[j].s() * a[i+m*j] + v_givens[j].c() * a[i+m*(n-1)];
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17 | a[i+m*j] = temp;
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18 | }
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19 | /* apply the second set of givens rotations to a. */
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20 | for (Index j = 0; j<n-1; ++j)
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21 | for (Index i = 0; i<m; ++i) {
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22 | Scalar temp = w_givens[j].c() * a[i+m*j] + w_givens[j].s() * a[i+m*(n-1)];
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23 | a[i+m*(n-1)] = -w_givens[j].s() * a[i+m*j] + w_givens[j].c() * a[i+m*(n-1)];
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24 | a[i+m*j] = temp;
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25 | }
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26 | }
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27 |
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28 | } // end namespace internal
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29 |
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30 | } // end namespace Eigen
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