Squashed 'third_party/eigen/' content from commit 61d72f6
Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h b/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h
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+++ b/Eigen/src/Eigenvalues/MatrixBaseEigenvalues.h
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIXBASEEIGENVALUES_H
+#define EIGEN_MATRIXBASEEIGENVALUES_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Derived, bool IsComplex>
+struct eigenvalues_selector
+{
+ // this is the implementation for the case IsComplex = true
+ static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
+ run(const MatrixBase<Derived>& m)
+ {
+ typedef typename Derived::PlainObject PlainObject;
+ PlainObject m_eval(m);
+ return ComplexEigenSolver<PlainObject>(m_eval, false).eigenvalues();
+ }
+};
+
+template<typename Derived>
+struct eigenvalues_selector<Derived, false>
+{
+ static inline typename MatrixBase<Derived>::EigenvaluesReturnType const
+ run(const MatrixBase<Derived>& m)
+ {
+ typedef typename Derived::PlainObject PlainObject;
+ PlainObject m_eval(m);
+ return EigenSolver<PlainObject>(m_eval, false).eigenvalues();
+ }
+};
+
+} // end namespace internal
+
+/** \brief Computes the eigenvalues of a matrix
+ * \returns Column vector containing the eigenvalues.
+ *
+ * \eigenvalues_module
+ * This function computes the eigenvalues with the help of the EigenSolver
+ * class (for real matrices) or the ComplexEigenSolver class (for complex
+ * matrices).
+ *
+ * The eigenvalues are repeated according to their algebraic multiplicity,
+ * so there are as many eigenvalues as rows in the matrix.
+ *
+ * The SelfAdjointView class provides a better algorithm for selfadjoint
+ * matrices.
+ *
+ * Example: \include MatrixBase_eigenvalues.cpp
+ * Output: \verbinclude MatrixBase_eigenvalues.out
+ *
+ * \sa EigenSolver::eigenvalues(), ComplexEigenSolver::eigenvalues(),
+ * SelfAdjointView::eigenvalues()
+ */
+template<typename Derived>
+inline typename MatrixBase<Derived>::EigenvaluesReturnType
+MatrixBase<Derived>::eigenvalues() const
+{
+ typedef typename internal::traits<Derived>::Scalar Scalar;
+ return internal::eigenvalues_selector<Derived, NumTraits<Scalar>::IsComplex>::run(derived());
+}
+
+/** \brief Computes the eigenvalues of a matrix
+ * \returns Column vector containing the eigenvalues.
+ *
+ * \eigenvalues_module
+ * This function computes the eigenvalues with the help of the
+ * SelfAdjointEigenSolver class. The eigenvalues are repeated according to
+ * their algebraic multiplicity, so there are as many eigenvalues as rows in
+ * the matrix.
+ *
+ * Example: \include SelfAdjointView_eigenvalues.cpp
+ * Output: \verbinclude SelfAdjointView_eigenvalues.out
+ *
+ * \sa SelfAdjointEigenSolver::eigenvalues(), MatrixBase::eigenvalues()
+ */
+template<typename MatrixType, unsigned int UpLo>
+inline typename SelfAdjointView<MatrixType, UpLo>::EigenvaluesReturnType
+SelfAdjointView<MatrixType, UpLo>::eigenvalues() const
+{
+ typedef typename SelfAdjointView<MatrixType, UpLo>::PlainObject PlainObject;
+ PlainObject thisAsMatrix(*this);
+ return SelfAdjointEigenSolver<PlainObject>(thisAsMatrix, false).eigenvalues();
+}
+
+
+
+/** \brief Computes the L2 operator norm
+ * \returns Operator norm of the matrix.
+ *
+ * \eigenvalues_module
+ * This function computes the L2 operator norm of a matrix, which is also
+ * known as the spectral norm. The norm of a matrix \f$ A \f$ is defined to be
+ * \f[ \|A\|_2 = \max_x \frac{\|Ax\|_2}{\|x\|_2} \f]
+ * where the maximum is over all vectors and the norm on the right is the
+ * Euclidean vector norm. The norm equals the largest singular value, which is
+ * the square root of the largest eigenvalue of the positive semi-definite
+ * matrix \f$ A^*A \f$.
+ *
+ * The current implementation uses the eigenvalues of \f$ A^*A \f$, as computed
+ * by SelfAdjointView::eigenvalues(), to compute the operator norm of a
+ * matrix. The SelfAdjointView class provides a better algorithm for
+ * selfadjoint matrices.
+ *
+ * Example: \include MatrixBase_operatorNorm.cpp
+ * Output: \verbinclude MatrixBase_operatorNorm.out
+ *
+ * \sa SelfAdjointView::eigenvalues(), SelfAdjointView::operatorNorm()
+ */
+template<typename Derived>
+inline typename MatrixBase<Derived>::RealScalar
+MatrixBase<Derived>::operatorNorm() const
+{
+ using std::sqrt;
+ typename Derived::PlainObject m_eval(derived());
+ // FIXME if it is really guaranteed that the eigenvalues are already sorted,
+ // then we don't need to compute a maxCoeff() here, comparing the 1st and last ones is enough.
+ return sqrt((m_eval*m_eval.adjoint())
+ .eval()
+ .template selfadjointView<Lower>()
+ .eigenvalues()
+ .maxCoeff()
+ );
+}
+
+/** \brief Computes the L2 operator norm
+ * \returns Operator norm of the matrix.
+ *
+ * \eigenvalues_module
+ * This function computes the L2 operator norm of a self-adjoint matrix. For a
+ * self-adjoint matrix, the operator norm is the largest eigenvalue.
+ *
+ * The current implementation uses the eigenvalues of the matrix, as computed
+ * by eigenvalues(), to compute the operator norm of the matrix.
+ *
+ * Example: \include SelfAdjointView_operatorNorm.cpp
+ * Output: \verbinclude SelfAdjointView_operatorNorm.out
+ *
+ * \sa eigenvalues(), MatrixBase::operatorNorm()
+ */
+template<typename MatrixType, unsigned int UpLo>
+inline typename SelfAdjointView<MatrixType, UpLo>::RealScalar
+SelfAdjointView<MatrixType, UpLo>::operatorNorm() const
+{
+ return eigenvalues().cwiseAbs().maxCoeff();
+}
+
+} // end namespace Eigen
+
+#endif