Complete orthogonal decomposition (COD) of a matrix.
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.
MatrixType::RealScalar | absDeterminant () const |
const PermutationType & | colsPermutation () const |
CompleteOrthogonalDecomposition () | |
Default Constructor. More... |
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template<typename InputType > | |
CompleteOrthogonalDecomposition (const EigenBase< InputType > &matrix) | |
Constructs a complete orthogonal decomposition from a given matrix. More... |
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template<typename InputType > | |
CompleteOrthogonalDecomposition (EigenBase< InputType > &matrix) | |
Constructs a complete orthogonal decomposition from a given matrix. More... |
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CompleteOrthogonalDecomposition (Index rows, Index cols) | |
Default Constructor with memory preallocation. More... |
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Index | dimensionOfKernel () const |
const HCoeffsType & | hCoeffs () const |
HouseholderSequenceType | householderQ (void) const |
ComputationInfo | info () const |
Reports whether the complete orthogonal decomposition was successful. More... |
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bool | isInjective () const |
bool | isInvertible () const |
bool | isSurjective () const |
MatrixType::RealScalar | logAbsDeterminant () const |
const MatrixType & | matrixQTZ () const |
const MatrixType & | matrixT () const |
MatrixType | matrixZ () const |
RealScalar | maxPivot () const |
Index | nonzeroPivots () const |
const Inverse< CompleteOrthogonalDecomposition > | pseudoInverse () const |
Index | rank () const |
CompleteOrthogonalDecomposition & | setThreshold (const RealScalar &threshold) |
CompleteOrthogonalDecomposition & | setThreshold (Default_t) |
template<typename Rhs > | |
const Solve< CompleteOrthogonalDecomposition, Rhs > | solve (const MatrixBase< Rhs > &b) const |
RealScalar | threshold () const |
const HCoeffsType & | zCoeffs () const |
Public Member Functions inherited from Eigen::SolverBase< CompleteOrthogonalDecomposition< _MatrixType > > | |
AdjointReturnType | adjoint () const |
CompleteOrthogonalDecomposition< _MatrixType > & | derived () |
const CompleteOrthogonalDecomposition< _MatrixType > & | derived () const |
const Solve< CompleteOrthogonalDecomposition< _MatrixType >, Rhs > | solve (const MatrixBase< Rhs > &b) const |
SolverBase () | |
ConstTransposeReturnType | transpose () const |
Public Member Functions inherited from Eigen::EigenBase< Derived > | |
EIGEN_CONSTEXPR Index | cols () const EIGEN_NOEXCEPT |
Derived & | derived () |
const Derived & | derived () const |
EIGEN_CONSTEXPR Index | rows () const EIGEN_NOEXCEPT |
EIGEN_CONSTEXPR Index | size () const EIGEN_NOEXCEPT |
template<typename Rhs > | |
void | applyZAdjointOnTheLeftInPlace (Rhs &rhs) const |
template<bool Conjugate, typename Rhs > | |
void | applyZOnTheLeftInPlace (Rhs &rhs) const |
void | computeInPlace () |
Public Types inherited from Eigen::EigenBase< Derived > | |
typedef Eigen::Index | Index |
The interface type of indices. More... |
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| inline |
Default Constructor.
The default constructor is useful in cases in which the user intends to perform decompositions via CompleteOrthogonalDecomposition::compute(const* MatrixType&)
.
| inline |
Default Constructor with memory preallocation.
Like the default constructor but with preallocation of the internal data according to the specified problem size.
| inlineexplicit |
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);
| inlineexplicit |
Constructs a complete orthogonal decomposition from a given matrix.
This overloaded constructor is provided for inplace decomposition when MatrixType
is a Eigen::Ref.
MatrixType::RealScalar Eigen::CompleteOrthogonalDecomposition< MatrixType >::absDeterminant |
| protected |
Overwrites rhs with \( \mathbf{Z}^* * \mathbf{rhs} \).
| protected |
Overwrites rhs with \( \mathbf{Z} * \mathbf{rhs} \) or \( \mathbf{\overline Z} * \mathbf{rhs} \) if Conjugate
is set to true
.
| inline |
| protected |
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.
| inline |
| inline |
Q
.For advanced uses only.
CompleteOrthogonalDecomposition< MatrixType >::HouseholderSequenceType Eigen::CompleteOrthogonalDecomposition< MatrixType >::householderQ | ( | void | ) | const |
| inline |
Reports whether the complete orthogonal decomposition was successful.
Success
. It is provided for compatibility with other factorization routines. Success
| inline |
| inline |
| inline |
MatrixType::RealScalar Eigen::CompleteOrthogonalDecomposition< MatrixType >::logAbsDeterminant |
| inline |
| inline |
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>()
| inline |
| inline |
| inline |
| inline |
this->pseudoInverse()*rhs
to solve a linear systems. It is more efficient and numerically stable to call this->solve(rhs)
.
| inline |
| inline |
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.
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)
| inline |
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&).
| inline |
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.
b | the right-hand sides of the problem to solve. |
| inline |
Returns the threshold that will be used by certain methods such as rank().
See the documentation of setThreshold(const RealScalar&).
| inline |
Z
.For advanced uses only.
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Licensed under the MPL2 License.
https://eigen.tuxfamily.org/dox/classEigen_1_1CompleteOrthogonalDecomposition.html