use alga::general::Real; use core::{MatrixN, MatrixMN, VectorN, DefaultAllocator}; use dimension::{DimSub, DimDiff, Dynamic, U1}; use storage::Storage; use allocator::Allocator; use constraint::{ShapeConstraint, DimEq}; use linalg::householder; /// The Hessenberg decomposition of a general matrix. pub struct Hessenberg> where DefaultAllocator: Allocator + Allocator> { hess: MatrixN, subdiag: VectorN> } impl> Hessenberg where DefaultAllocator: Allocator + Allocator + Allocator> { /// Computes the Hessenberg decomposition using householder reflections. pub fn new(hess: MatrixN) -> Self { let mut work = unsafe { MatrixMN::new_uninitialized_generic(hess.data.shape().0, U1) }; Self::new_with_workspace(hess, &mut work) } /// Computes the Hessenberg decomposition using householder reflections. /// /// The workspace containing `D` elements must be provided and may be uninitialized. pub fn new_with_workspace(mut hess: MatrixN, work: &mut VectorN) -> Self { assert!(hess.is_square(), "Cannot compute the hessenberg decomposition of a non-square matrix."); let dim = hess.data.shape().0; assert!(dim.value() != 0, "Cannot compute the hessenberg decomposition of an empty matrix."); assert_eq!(dim.value(), work.len(), "Hessenberg: invalid workspace size."); let mut subdiag = unsafe { MatrixMN::new_uninitialized_generic(dim.sub(U1), U1) }; if dim.value() == 0 { return Hessenberg { hess, subdiag }; } for ite in 0 .. dim.value() - 1 { householder::clear_column_unchecked(&mut hess, &mut subdiag[ite], ite, 1, Some(work)); } Hessenberg { hess, subdiag } } /// Retrieves `(q, h)` with `q` the orthogonal matrix of this decomposition and `h` the /// hessenberg matrix. #[inline] pub fn unpack(self) -> (MatrixN, MatrixN) where ShapeConstraint: DimEq> { let q = self.q(); (q, self.unpack_h()) } /// Retrieves the upper trapezoidal submatrix `H` of this decomposition. #[inline] pub fn unpack_h(mut self) -> MatrixN where ShapeConstraint: DimEq> { let dim = self.hess.nrows(); self.hess.fill_lower_triangle(N::zero(), 2); self.hess.slice_mut((1, 0), (dim - 1, dim - 1)).set_diagonal(&self.subdiag); self.hess } // FIXME: add a h that moves out of self. /// Retrieves the upper trapezoidal submatrix `H` of this decomposition. /// /// This is less efficient than `.unpack_h()`. #[inline] pub fn h(&self) -> MatrixN where ShapeConstraint: DimEq> { let dim = self.hess.nrows(); let mut res = self.hess.clone(); res.fill_lower_triangle(N::zero(), 2); res.slice_mut((1, 0), (dim - 1, dim - 1)).set_diagonal(&self.subdiag); res } /// Computes the orthogonal matrix `Q` of this decomposition. pub fn q(&self) -> MatrixN { householder::assemble_q(&self.hess) } #[doc(hidden)] pub fn hess_internal(&self) -> &MatrixN { &self.hess } }