// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2009 Benoit Jacob // Copyright (C) 2009 Gael Guennebaud // // 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_JACOBI_H #define EIGEN_JACOBI_H // IWYU pragma: private #include "./InternalHeaderCheck.h" namespace Eigen { /** \ingroup Jacobi_Module * \jacobi_module * \class JacobiRotation * \brief Rotation given by a cosine-sine pair. * * This class represents a Jacobi or Givens rotation. * This is a 2D rotation in the plane \c J of angle \f$ \theta \f$ defined by * its cosine \c c and sine \c s as follow: * \f$ J = \left ( \begin{array}{cc} c & \overline s \\ -s & \overline c \end{array} \right ) \f$ * * You can apply the respective counter-clockwise rotation to a column vector \c v by * applying its adjoint on the left: \f$ v = J^* v \f$ that translates to the following Eigen code: * \code * v.applyOnTheLeft(J.adjoint()); * \endcode * * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight() */ template class JacobiRotation { public: typedef typename NumTraits::Real RealScalar; /** Default constructor without any initialization. */ EIGEN_DEVICE_FUNC JacobiRotation() {} /** Construct a planar rotation from a cosine-sine pair (\a c, \c s). */ EIGEN_DEVICE_FUNC JacobiRotation(const Scalar& c, const Scalar& s) : m_c(c), m_s(s) {} EIGEN_DEVICE_FUNC Scalar& c() { return m_c; } EIGEN_DEVICE_FUNC Scalar c() const { return m_c; } EIGEN_DEVICE_FUNC Scalar& s() { return m_s; } EIGEN_DEVICE_FUNC Scalar s() const { return m_s; } /** Concatenates two planar rotation */ EIGEN_DEVICE_FUNC JacobiRotation operator*(const JacobiRotation& other) { using numext::conj; return JacobiRotation(m_c * other.m_c - conj(m_s) * other.m_s, conj(m_c * conj(other.m_s) + conj(m_s) * conj(other.m_c))); } /** Returns the transposed transformation */ EIGEN_DEVICE_FUNC JacobiRotation transpose() const { using numext::conj; return JacobiRotation(m_c, -conj(m_s)); } /** Returns the adjoint transformation */ EIGEN_DEVICE_FUNC JacobiRotation adjoint() const { using numext::conj; return JacobiRotation(conj(m_c), -m_s); } template EIGEN_DEVICE_FUNC bool makeJacobi(const MatrixBase&, Index p, Index q); EIGEN_DEVICE_FUNC bool makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z); EIGEN_DEVICE_FUNC void makeGivens(const Scalar& p, const Scalar& q, Scalar* r = 0); protected: EIGEN_DEVICE_FUNC void makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type); EIGEN_DEVICE_FUNC void makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type); Scalar m_c, m_s; }; /** Makes \c *this as a Jacobi rotation \a J such that applying \a J on both the right and left sides of the selfadjoint * 2x2 matrix \f$ B = \left ( \begin{array}{cc} x & y \\ \overline y & z \end{array} \right )\f$ yields a diagonal * matrix \f$ A = J^* B J \f$ * * \sa MatrixBase::makeJacobi(const MatrixBase&, Index, Index), MatrixBase::applyOnTheLeft(), * MatrixBase::applyOnTheRight() */ template EIGEN_DEVICE_FUNC bool JacobiRotation::makeJacobi(const RealScalar& x, const Scalar& y, const RealScalar& z) { using std::abs; using std::sqrt; RealScalar deno = RealScalar(2) * abs(y); if (deno < (std::numeric_limits::min)()) { m_c = Scalar(1); m_s = Scalar(0); return false; } else { RealScalar tau = (x - z) / deno; RealScalar w = sqrt(numext::abs2(tau) + RealScalar(1)); RealScalar t; if (tau > RealScalar(0)) { t = RealScalar(1) / (tau + w); } else { t = RealScalar(1) / (tau - w); } RealScalar sign_t = t > RealScalar(0) ? RealScalar(1) : RealScalar(-1); RealScalar n = RealScalar(1) / sqrt(numext::abs2(t) + RealScalar(1)); m_s = -sign_t * (numext::conj(y) / abs(y)) * abs(t) * n; m_c = n; return true; } } /** Makes \c *this as a Jacobi rotation \c J such that applying \a J on both the right and left sides of the 2x2 * selfadjoint matrix \f$ B = \left ( \begin{array}{cc} \text{this}_{pp} & \text{this}_{pq} \\ (\text{this}_{pq})^* & * \text{this}_{qq} \end{array} \right )\f$ yields a diagonal matrix \f$ A = J^* B J \f$ * * Example: \include Jacobi_makeJacobi.cpp * Output: \verbinclude Jacobi_makeJacobi.out * * \sa JacobiRotation::makeJacobi(RealScalar, Scalar, RealScalar), MatrixBase::applyOnTheLeft(), * MatrixBase::applyOnTheRight() */ template template EIGEN_DEVICE_FUNC inline bool JacobiRotation::makeJacobi(const MatrixBase& m, Index p, Index q) { return makeJacobi(numext::real(m.coeff(p, p)), m.coeff(p, q), numext::real(m.coeff(q, q))); } /** Makes \c *this as a Givens rotation \c G such that applying \f$ G^* \f$ to the left of the vector * \f$ V = \left ( \begin{array}{c} p \\ q \end{array} \right )\f$ yields: * \f$ G^* V = \left ( \begin{array}{c} r \\ 0 \end{array} \right )\f$. * * The value of \a r is returned if \a r is not null (the default is null). * Also note that G is built such that the cosine is always real. * * Example: \include Jacobi_makeGivens.cpp * Output: \verbinclude Jacobi_makeGivens.out * * This function implements the continuous Givens rotation generation algorithm * found in Anderson (2000), Discontinuous Plane Rotations and the Symmetric Eigenvalue Problem. * LAPACK Working Note 150, University of Tennessee, UT-CS-00-454, December 4, 2000. * * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight() */ template EIGEN_DEVICE_FUNC void JacobiRotation::makeGivens(const Scalar& p, const Scalar& q, Scalar* r) { makeGivens(p, q, r, std::conditional_t::IsComplex, internal::true_type, internal::false_type>()); } // specialization for complexes template EIGEN_DEVICE_FUNC void JacobiRotation::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::true_type) { using numext::conj; using std::abs; using std::sqrt; if (q == Scalar(0)) { m_c = numext::real(p) < 0 ? Scalar(-1) : Scalar(1); m_s = 0; if (r) *r = m_c * p; } else if (p == Scalar(0)) { m_c = 0; m_s = -q / abs(q); if (r) *r = abs(q); } else { RealScalar p1 = numext::norm1(p); RealScalar q1 = numext::norm1(q); if (p1 >= q1) { Scalar ps = p / p1; RealScalar p2 = numext::abs2(ps); Scalar qs = q / p1; RealScalar q2 = numext::abs2(qs); RealScalar u = sqrt(RealScalar(1) + q2 / p2); if (numext::real(p) < RealScalar(0)) u = -u; m_c = Scalar(1) / u; m_s = -qs * conj(ps) * (m_c / p2); if (r) *r = p * u; } else { Scalar ps = p / q1; RealScalar p2 = numext::abs2(ps); Scalar qs = q / q1; RealScalar q2 = numext::abs2(qs); RealScalar u = q1 * sqrt(p2 + q2); if (numext::real(p) < RealScalar(0)) u = -u; p1 = abs(p); ps = p / p1; m_c = p1 / u; m_s = -conj(ps) * (q / u); if (r) *r = ps * u; } } } // specialization for reals template EIGEN_DEVICE_FUNC void JacobiRotation::makeGivens(const Scalar& p, const Scalar& q, Scalar* r, internal::false_type) { using std::abs; using std::sqrt; if (numext::is_exactly_zero(q)) { m_c = p < Scalar(0) ? Scalar(-1) : Scalar(1); m_s = Scalar(0); if (r) *r = abs(p); } else if (numext::is_exactly_zero(p)) { m_c = Scalar(0); m_s = q < Scalar(0) ? Scalar(1) : Scalar(-1); if (r) *r = abs(q); } else if (abs(p) > abs(q)) { Scalar t = q / p; Scalar u = sqrt(Scalar(1) + numext::abs2(t)); if (p < Scalar(0)) u = -u; m_c = Scalar(1) / u; m_s = -t * m_c; if (r) *r = p * u; } else { Scalar t = p / q; Scalar u = sqrt(Scalar(1) + numext::abs2(t)); if (q < Scalar(0)) u = -u; m_s = -Scalar(1) / u; m_c = -t * m_s; if (r) *r = q * u; } } /**************************************************************************************** * Implementation of MatrixBase methods ****************************************************************************************/ namespace internal { /** \jacobi_module * Applies the clock wise 2D rotation \a j to the set of 2D vectors of coordinates \a x and \a y: * \f$ \left ( \begin{array}{cc} x \\ y \end{array} \right ) = J \left ( \begin{array}{cc} x \\ y \end{array} \right ) * \f$ * * \sa MatrixBase::applyOnTheLeft(), MatrixBase::applyOnTheRight() */ template EIGEN_DEVICE_FUNC void apply_rotation_in_the_plane(DenseBase& xpr_x, DenseBase& xpr_y, const JacobiRotation& j); } // namespace internal /** \jacobi_module * Applies the rotation in the plane \a j to the rows \a p and \a q of \c *this, i.e., it computes B = J * B, * with \f$ B = \left ( \begin{array}{cc} \text{*this.row}(p) \\ \text{*this.row}(q) \end{array} \right ) \f$. * * \sa class JacobiRotation, MatrixBase::applyOnTheRight(), internal::apply_rotation_in_the_plane() */ template template EIGEN_DEVICE_FUNC inline void MatrixBase::applyOnTheLeft(Index p, Index q, const JacobiRotation& j) { RowXpr x(this->row(p)); RowXpr y(this->row(q)); internal::apply_rotation_in_the_plane(x, y, j); } /** \jacobi_module * Applies the rotation in the plane \a j to the columns \a p and \a q of \c *this, i.e., it computes B = B * J * with \f$ B = \left ( \begin{array}{cc} \text{*this.col}(p) & \text{*this.col}(q) \end{array} \right ) \f$. * * \sa class JacobiRotation, MatrixBase::applyOnTheLeft(), internal::apply_rotation_in_the_plane() */ template template EIGEN_DEVICE_FUNC inline void MatrixBase::applyOnTheRight(Index p, Index q, const JacobiRotation& j) { ColXpr x(this->col(p)); ColXpr y(this->col(q)); internal::apply_rotation_in_the_plane(x, y, j.transpose()); } namespace internal { template struct apply_rotation_in_the_plane_selector { static EIGEN_DEVICE_FUNC inline void run(Scalar* x, Index incrx, Scalar* y, Index incry, Index size, OtherScalar c, OtherScalar s) { for (Index i = 0; i < size; ++i) { Scalar xi = *x; Scalar yi = *y; *x = c * xi + numext::conj(s) * yi; *y = -s * xi + numext::conj(c) * yi; x += incrx; y += incry; } } }; template struct apply_rotation_in_the_plane_selector { static inline void run(Scalar* x, Index incrx, Scalar* y, Index incry, Index size, OtherScalar c, OtherScalar s) { typedef typename packet_traits::type Packet; typedef typename packet_traits::type OtherPacket; constexpr int RequiredAlignment = (std::max)(unpacket_traits::alignment, unpacket_traits::alignment); constexpr Index PacketSize = packet_traits::size; /*** dynamic-size vectorized paths ***/ if (size >= 2 * PacketSize && SizeAtCompileTime == Dynamic && ((incrx == 1 && incry == 1) || PacketSize == 1)) { // both vectors are sequentially stored in memory => vectorization constexpr Index Peeling = 2; Index alignedStart = internal::first_default_aligned(y, size); Index alignedEnd = alignedStart + ((size - alignedStart) / PacketSize) * PacketSize; const OtherPacket pc = pset1(c); const OtherPacket ps = pset1(s); conj_helper::IsComplex, false> pcj; conj_helper pm; for (Index i = 0; i < alignedStart; ++i) { Scalar xi = x[i]; Scalar yi = y[i]; x[i] = c * xi + numext::conj(s) * yi; y[i] = -s * xi + numext::conj(c) * yi; } Scalar* EIGEN_RESTRICT px = x + alignedStart; Scalar* EIGEN_RESTRICT py = y + alignedStart; if (internal::first_default_aligned(x, size) == alignedStart) { for (Index i = alignedStart; i < alignedEnd; i += PacketSize) { Packet xi = pload(px); Packet yi = pload(py); pstore(px, padd(pm.pmul(pc, xi), pcj.pmul(ps, yi))); pstore(py, psub(pcj.pmul(pc, yi), pm.pmul(ps, xi))); px += PacketSize; py += PacketSize; } } else { Index peelingEnd = alignedStart + ((size - alignedStart) / (Peeling * PacketSize)) * (Peeling * PacketSize); for (Index i = alignedStart; i < peelingEnd; i += Peeling * PacketSize) { Packet xi = ploadu(px); Packet xi1 = ploadu(px + PacketSize); Packet yi = pload(py); Packet yi1 = pload(py + PacketSize); pstoreu(px, padd(pm.pmul(pc, xi), pcj.pmul(ps, yi))); pstoreu(px + PacketSize, padd(pm.pmul(pc, xi1), pcj.pmul(ps, yi1))); pstore(py, psub(pcj.pmul(pc, yi), pm.pmul(ps, xi))); pstore(py + PacketSize, psub(pcj.pmul(pc, yi1), pm.pmul(ps, xi1))); px += Peeling * PacketSize; py += Peeling * PacketSize; } if (alignedEnd != peelingEnd) { Packet xi = ploadu(x + peelingEnd); Packet yi = pload(y + peelingEnd); pstoreu(x + peelingEnd, padd(pm.pmul(pc, xi), pcj.pmul(ps, yi))); pstore(y + peelingEnd, psub(pcj.pmul(pc, yi), pm.pmul(ps, xi))); } } for (Index i = alignedEnd; i < size; ++i) { Scalar xi = x[i]; Scalar yi = y[i]; x[i] = c * xi + numext::conj(s) * yi; y[i] = -s * xi + numext::conj(c) * yi; } } /*** fixed-size vectorized path ***/ else if (SizeAtCompileTime != Dynamic && MinAlignment >= RequiredAlignment) { const OtherPacket pc = pset1(c); const OtherPacket ps = pset1(s); conj_helper::IsComplex, false> pcj; conj_helper pm; Scalar* EIGEN_RESTRICT px = x; Scalar* EIGEN_RESTRICT py = y; for (Index i = 0; i < size; i += PacketSize) { Packet xi = pload(px); Packet yi = pload(py); pstore(px, padd(pm.pmul(pc, xi), pcj.pmul(ps, yi))); pstore(py, psub(pcj.pmul(pc, yi), pm.pmul(ps, xi))); px += PacketSize; py += PacketSize; } } /*** non-vectorized path ***/ else { apply_rotation_in_the_plane_selector::run( x, incrx, y, incry, size, c, s); } } }; template EIGEN_DEVICE_FUNC void inline apply_rotation_in_the_plane(DenseBase& xpr_x, DenseBase& xpr_y, const JacobiRotation& j) { typedef typename VectorX::Scalar Scalar; constexpr bool Vectorizable = (int(evaluator::Flags) & int(evaluator::Flags) & PacketAccessBit) && (int(packet_traits::size) == int(packet_traits::size)); eigen_assert(xpr_x.size() == xpr_y.size()); Index size = xpr_x.size(); Index incrx = xpr_x.derived().innerStride(); Index incry = xpr_y.derived().innerStride(); Scalar* EIGEN_RESTRICT x = &xpr_x.derived().coeffRef(0); Scalar* EIGEN_RESTRICT y = &xpr_y.derived().coeffRef(0); OtherScalar c = j.c(); OtherScalar s = j.s(); if (numext::is_exactly_one(c) && numext::is_exactly_zero(s)) return; constexpr int Alignment = (std::min)(int(evaluator::Alignment), int(evaluator::Alignment)); apply_rotation_in_the_plane_selector::run( x, incrx, y, incry, size, c, s); } } // end namespace internal } // end namespace Eigen #endif // EIGEN_JACOBI_H