#[cfg(feature = "serde-serialize")] use serde::{Deserialize, Serialize}; use alga::general::Complex; use crate::allocator::Allocator; use crate::base::{DefaultAllocator, MatrixMN, MatrixN, SquareMatrix, VectorN}; use crate::dimension::{DimDiff, DimSub, U1}; use crate::storage::Storage; use crate::linalg::householder; /// Hessenberg decomposition of a general matrix. #[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))] #[cfg_attr( feature = "serde-serialize", serde(bound( serialize = "DefaultAllocator: Allocator + Allocator>, MatrixN: Serialize, VectorN>: Serialize" )) )] #[cfg_attr( feature = "serde-serialize", serde(bound( deserialize = "DefaultAllocator: Allocator + Allocator>, MatrixN: Deserialize<'de>, VectorN>: Deserialize<'de>" )) )] #[derive(Clone, Debug)] pub struct Hessenberg> where DefaultAllocator: Allocator + Allocator> { hess: MatrixN, subdiag: VectorN>, } impl> Copy for Hessenberg where DefaultAllocator: Allocator + Allocator>, MatrixN: Copy, VectorN>: Copy, {} 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 but its content does not have to be /// initialized. 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) { 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 { let dim = self.hess.nrows(); self.hess.fill_lower_triangle(N::zero(), 2); self.hess .slice_mut((1, 0), (dim - 1, dim - 1)) .set_partial_diagonal(self.subdiag.iter().map(|e| N::from_real(e.modulus()))); 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()` as it allocates a new matrix. #[inline] pub fn h(&self) -> MatrixN { 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_partial_diagonal(self.subdiag.iter().map(|e| N::from_real(e.modulus()))); res } /// Computes the orthogonal matrix `Q` of this decomposition. pub fn q(&self) -> MatrixN { householder::assemble_q(&self.hess, self.subdiag.as_slice()) } #[doc(hidden)] pub fn hess_internal(&self) -> &MatrixN { &self.hess } } impl, S: Storage> SquareMatrix where DefaultAllocator: Allocator + Allocator + Allocator> { /// Computes the Hessenberg decomposition of this matrix using householder reflections. pub fn hessenberg(self) -> Hessenberg { Hessenberg::new(self.into_owned()) } }