Sequence of Householder reflections acting on subspaces with decreasing size.
This is defined in the Householder module.
#include <Eigen/Householder>
VectorsType | type of matrix containing the Householder vectors |
CoeffsType | type of vector containing the Householder coefficients |
Side | either OnTheLeft (the default) or OnTheRight |
This class represents a product sequence of Householder reflections where the first Householder reflection acts on the whole space, the second Householder reflection leaves the one-dimensional subspace spanned by the first unit vector invariant, the third Householder reflection leaves the two-dimensional subspace spanned by the first two unit vectors invariant, and so on up to the last reflection which leaves all but one dimensions invariant and acts only on the last dimension. Such sequences of Householder reflections are used in several algorithms to zero out certain parts of a matrix. Indeed, the methods HessenbergDecomposition::matrixQ(), Tridiagonalization::matrixQ(), HouseholderQR::householderQ(), and ColPivHouseholderQR::householderQ() all return a HouseholderSequence.
More precisely, the class HouseholderSequence represents an \( n \times n \) matrix \( H \) of the form \( H = \prod_{i=0}^{n-1} H_i \) where the i-th Householder reflection is \( H_i = I - h_i v_i v_i^* \). The i-th Householder coefficient \( h_i \) is a scalar and the i-th Householder vector \( v_i \) is a vector of the form
\[ v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ]. \]
The last \( n-i \) entries of \( v_i \) are called the essential part of the Householder vector.
Typical usages are listed below, where H is a HouseholderSequence:
A.applyOnTheRight(H); // A = A * H A.applyOnTheLeft(H); // A = H * A A.applyOnTheRight(H.adjoint()); // A = A * H^* A.applyOnTheLeft(H.adjoint()); // A = H^* * A MatrixXd Q = H; // conversion to a dense matrix
In addition to the adjoint, you can also apply the inverse (=adjoint), the transpose, and the conjugate operators.
See the documentation for HouseholderSequence(const VectorsType&, const CoeffsType&) for an example.
AdjointReturnType | adjoint () const |
Adjoint (conjugate transpose) of the Householder sequence. |
|
EIGEN_CONSTEXPR Index | cols () const EIGEN_NOEXCEPT |
Number of columns of transformation viewed as a matrix. More... |
|
ConjugateReturnType | conjugate () const |
Complex conjugate of the Householder sequence. |
|
template<bool Cond> | |
internal::conditional< Cond, ConjugateReturnType, ConstHouseholderSequence >::type | conjugateIf () const |
const EssentialVectorType | essentialVector (Index k) const |
Essential part of a Householder vector. More... |
|
HouseholderSequence (const HouseholderSequence &other) | |
Copy constructor. |
|
HouseholderSequence (const VectorsType &v, const CoeffsType &h) | |
Constructor. More... |
|
AdjointReturnType | inverse () const |
Inverse of the Householder sequence (equals the adjoint). |
|
Index | length () const |
Returns the length of the Householder sequence. |
|
template<typename OtherDerived > | |
internal::matrix_type_times_scalar_type< Scalar, OtherDerived >::Type | operator* (const MatrixBase< OtherDerived > &other) const |
Computes the product of a Householder sequence with a matrix. More... |
|
EIGEN_CONSTEXPR Index | rows () const EIGEN_NOEXCEPT |
Number of rows of transformation viewed as a matrix. More... |
|
HouseholderSequence & | setLength (Index length) |
Sets the length of the Householder sequence. More... |
|
HouseholderSequence & | setShift (Index shift) |
Sets the shift of the Householder sequence. More... |
|
Index | shift () const |
Returns the shift of the Householder sequence. |
|
TransposeReturnType | transpose () const |
Transpose of the Householder sequence. |
|
Public Member Functions inherited from Eigen::EigenBase< HouseholderSequence< VectorsType, CoeffsType, Side > > | |
EIGEN_CONSTEXPR Index | cols () const EIGEN_NOEXCEPT |
HouseholderSequence< VectorsType, CoeffsType, Side > & | derived () |
const HouseholderSequence< VectorsType, CoeffsType, Side > & | derived () const |
EIGEN_CONSTEXPR Index | rows () const EIGEN_NOEXCEPT |
EIGEN_CONSTEXPR Index | size () const EIGEN_NOEXCEPT |
Public Types inherited from Eigen::EigenBase< HouseholderSequence< VectorsType, CoeffsType, Side > > | |
typedef Eigen::Index | Index |
The interface type of indices. More... |
|
| inline |
Constructor.
[in] | v | Matrix containing the essential parts of the Householder vectors |
[in] | h | Vector containing the Householder coefficients |
Constructs the Householder sequence with coefficients given by h
and vectors given by v
. The i-th Householder coefficient \( h_i \) is given by h(i)
and the essential part of the i-th Householder vector \( v_i \) is given by v(k,i)
with k
> i
(the subdiagonal part of the i-th column). If v
has fewer columns than rows, then the Householder sequence contains as many Householder reflections as there are columns.
v
and h
by reference.Example:
Matrix3d v = Matrix3d::Random(); cout << "The matrix v is:" << endl; cout << v << endl; Vector3d v0(1, v(1,0), v(2,0)); cout << "The first Householder vector is: v_0 = " << v0.transpose() << endl; Vector3d v1(0, 1, v(2,1)); cout << "The second Householder vector is: v_1 = " << v1.transpose() << endl; Vector3d v2(0, 0, 1); cout << "The third Householder vector is: v_2 = " << v2.transpose() << endl; Vector3d h = Vector3d::Random(); cout << "The Householder coefficients are: h = " << h.transpose() << endl; Matrix3d H0 = Matrix3d::Identity() - h(0) * v0 * v0.adjoint(); cout << "The first Householder reflection is represented by H_0 = " << endl; cout << H0 << endl; Matrix3d H1 = Matrix3d::Identity() - h(1) * v1 * v1.adjoint(); cout << "The second Householder reflection is represented by H_1 = " << endl; cout << H1 << endl; Matrix3d H2 = Matrix3d::Identity() - h(2) * v2 * v2.adjoint(); cout << "The third Householder reflection is represented by H_2 = " << endl; cout << H2 << endl; cout << "Their product is H_0 H_1 H_2 = " << endl; cout << H0 * H1 * H2 << endl; HouseholderSequence<Matrix3d, Vector3d> hhSeq(v, h); Matrix3d hhSeqAsMatrix(hhSeq); cout << "If we construct a HouseholderSequence from v and h" << endl; cout << "and convert it to a matrix, we get:" << endl; cout << hhSeqAsMatrix << endl;
Output:
The matrix v is: 0.68 0.597 -0.33 -0.211 0.823 0.536 0.566 -0.605 -0.444 The first Householder vector is: v_0 = 1 -0.211 0.566 The second Householder vector is: v_1 = 0 1 -0.605 The third Householder vector is: v_2 = 0 0 1 The Householder coefficients are: h = 0.108 -0.0452 0.258 The first Householder reflection is represented by H_0 = 0.892 0.0228 -0.0611 0.0228 0.995 0.0129 -0.0611 0.0129 0.965 The second Householder reflection is represented by H_1 = 1 0 0 0 1.05 -0.0273 0 -0.0273 1.02 The third Householder reflection is represented by H_2 = 1 0 0 0 1 0 0 0 0.742 Their product is H_0 H_1 H_2 = 0.892 0.0255 -0.0466 0.0228 1.04 -0.0105 -0.0611 -0.0129 0.728 If we construct a HouseholderSequence from v and h and convert it to a matrix, we get: 0.892 0.0255 -0.0466 0.0228 1.04 -0.0105 -0.0611 -0.0129 0.728
| inline |
Number of columns of transformation viewed as a matrix.
This equals the dimension of the space that the transformation acts on.
| inline |
*this
if Cond==true, returns *this
otherwise.
| inline |
Essential part of a Householder vector.
[in] | k | Index of Householder reflection |
This function returns the essential part of the Householder vector \( v_i \). This is a vector of length \( n-i \) containing the last \( n-i \) entries of the vector
\[ v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ]. \]
The index \( i \) equals k
+ shift(), corresponding to the k-th column of the matrix v
passed to the constructor.
| inline |
Computes the product of a Householder sequence with a matrix.
[in] | other | Matrix being multiplied. |
This function computes \( HM \) where \( H \) is the Householder sequence represented by *this
and \( M \) is the matrix other
.
| inline |
Number of rows of transformation viewed as a matrix.
This equals the dimension of the space that the transformation acts on.
| inline |
Sets the length of the Householder sequence.
[in] | length | New value for the length. |
By default, the length \( n \) of the Householder sequence \( H = H_0 H_1 \ldots H_{n-1} \) is set to the number of columns of the matrix v
passed to the constructor, or the number of rows if that is smaller. After this function is called, the length equals length
.
| inline |
Sets the shift of the Householder sequence.
[in] | shift | New value for the shift. |
By default, a HouseholderSequence object represents \( H = H_0 H_1 \ldots H_{n-1} \) and the i-th column of the matrix v
passed to the constructor corresponds to the i-th Householder reflection. After this function is called, the object represents \( H = H_{\mathrm{shift}} H_{\mathrm{shift}+1} \ldots H_{n-1} \) and the i-th column of v
corresponds to the (shift+i)-th Householder reflection.
© Eigen.
Licensed under the MPL2 License.
https://eigen.tuxfamily.org/dox/classEigen_1_1HouseholderSequence.html