#[cfg(feature = "serde-serialize-no-std")] use serde::{Deserialize, Serialize}; use crate::allocator::Allocator; use crate::base::{DefaultAllocator, OMatrix, OVector}; use crate::dimension::{Const, DimDiff, DimSub, U1}; use simba::scalar::ComplexField; use crate::linalg::householder; use crate::Matrix; use std::mem::MaybeUninit; /// Hessenberg decomposition of a general matrix. #[cfg_attr(feature = "serde-serialize-no-std", derive(Serialize, Deserialize))] #[cfg_attr( feature = "serde-serialize-no-std", serde(bound(serialize = "DefaultAllocator: Allocator + Allocator>, OMatrix: Serialize, OVector>: Serialize")) )] #[cfg_attr( feature = "serde-serialize-no-std", serde(bound(deserialize = "DefaultAllocator: Allocator + Allocator>, OMatrix: Deserialize<'de>, OVector>: Deserialize<'de>")) )] #[derive(Clone, Debug)] pub struct Hessenberg> where DefaultAllocator: Allocator + Allocator>, { hess: OMatrix, subdiag: OVector>, } impl> Copy for Hessenberg where DefaultAllocator: Allocator + Allocator>, OMatrix: Copy, OVector>: Copy, { } impl> Hessenberg where DefaultAllocator: Allocator + Allocator + Allocator>, { /// Computes the Hessenberg decomposition using householder reflections. pub fn new(hess: OMatrix) -> Self { let mut work = Matrix::zeros_generic(hess.shape_generic().0, Const::<1>); Self::new_with_workspace(hess, &mut work) } /// Computes the Hessenberg decomposition using householder reflections. /// /// The workspace containing `D` elements must be provided but its content does not have to be /// initialized. pub fn new_with_workspace(mut hess: OMatrix, work: &mut OVector) -> Self { assert!( hess.is_square(), "Cannot compute the hessenberg decomposition of a non-square matrix." ); let dim = hess.shape_generic().0; assert!( dim.value() != 0, "Cannot compute the hessenberg decomposition of an empty matrix." ); assert_eq!( dim.value(), work.len(), "Hessenberg: invalid workspace size." ); if dim.value() == 0 { return Hessenberg { hess, subdiag: Matrix::zeros_generic(dim.sub(Const::<1>), Const::<1>), }; } let mut subdiag = Matrix::uninit(dim.sub(Const::<1>), Const::<1>); for ite in 0..dim.value() - 1 { subdiag[ite] = MaybeUninit::new(householder::clear_column_unchecked( &mut hess, ite, 1, Some(work), )); } // Safety: subdiag is now fully initialized. let subdiag = unsafe { subdiag.assume_init() }; Hessenberg { hess, subdiag } } /// Retrieves `(q, h)` with `q` the orthogonal matrix of this decomposition and `h` the /// hessenberg matrix. #[inline] pub fn unpack(self) -> (OMatrix, OMatrix) { let q = self.q(); (q, self.unpack_h()) } /// Retrieves the upper trapezoidal submatrix `H` of this decomposition. #[inline] pub fn unpack_h(mut self) -> OMatrix { let dim = self.hess.nrows(); self.hess.fill_lower_triangle(T::zero(), 2); self.hess .slice_mut((1, 0), (dim - 1, dim - 1)) .set_partial_diagonal(self.subdiag.iter().map(|e| T::from_real(e.modulus()))); self.hess } // TODO: add a h that moves out of self. /// Retrieves the upper trapezoidal submatrix `H` of this decomposition. /// /// This is less efficient than `.unpack_h()` as it allocates a new matrix. #[inline] #[must_use] pub fn h(&self) -> OMatrix { let dim = self.hess.nrows(); let mut res = self.hess.clone(); res.fill_lower_triangle(T::zero(), 2); res.slice_mut((1, 0), (dim - 1, dim - 1)) .set_partial_diagonal(self.subdiag.iter().map(|e| T::from_real(e.modulus()))); res } /// Computes the orthogonal matrix `Q` of this decomposition. #[must_use] pub fn q(&self) -> OMatrix { householder::assemble_q(&self.hess, self.subdiag.as_slice()) } #[doc(hidden)] pub fn hess_internal(&self) -> &OMatrix { &self.hess } }