Performs a complex Schur decomposition of a real or complex square matrix. More...
Public Types | |
enum | { RowsAtCompileTime , ColsAtCompileTime , Options , MaxRowsAtCompileTime , MaxColsAtCompileTime } |
typedef Matrix< ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime > | ComplexMatrixType |
Type for the matrices in the Schur decomposition. More... | |
typedef std::complex< RealScalar > | ComplexScalar |
Complex scalar type for MatrixType_ . More... | |
typedef Eigen::Index | Index |
typedef MatrixType_ | MatrixType |
typedef NumTraits< Scalar >::Real | RealScalar |
typedef MatrixType::Scalar | Scalar |
Scalar type for matrices of type MatrixType_ . More... | |
Public Member Functions | |
template<typename InputType > | |
ComplexSchur (const EigenBase< InputType > &matrix, bool computeU=true) | |
Constructor; computes Schur decomposition of given matrix. More... | |
ComplexSchur (Index size=RowsAtCompileTime==Dynamic ? 1 :RowsAtCompileTime) | |
Default constructor. More... | |
template<typename InputType > | |
ComplexSchur< MatrixType > & | compute (const EigenBase< InputType > &matrix, bool computeU) |
template<typename InputType > | |
ComplexSchur & | compute (const EigenBase< InputType > &matrix, bool computeU=true) |
Computes Schur decomposition of given matrix. More... | |
template<typename HessMatrixType , typename OrthMatrixType > | |
ComplexSchur< MatrixType > & | computeFromHessenberg (const HessMatrixType &matrixH, const OrthMatrixType &matrixQ, bool computeU) |
template<typename HessMatrixType , typename OrthMatrixType > | |
ComplexSchur & | computeFromHessenberg (const HessMatrixType &matrixH, const OrthMatrixType &matrixQ, bool computeU=true) |
Compute Schur decomposition from a given Hessenberg matrix. More... | |
Index | getMaxIterations () |
Returns the maximum number of iterations. More... | |
ComputationInfo | info () const |
Reports whether previous computation was successful. More... | |
const ComplexMatrixType & | matrixT () const |
Returns the triangular matrix in the Schur decomposition. More... | |
const ComplexMatrixType & | matrixU () const |
Returns the unitary matrix in the Schur decomposition. More... | |
ComplexSchur & | setMaxIterations (Index maxIters) |
Sets the maximum number of iterations allowed. More... | |
Static Public Attributes | |
static const int | m_maxIterationsPerRow |
Maximum number of iterations per row. More... | |
Protected Attributes | |
HessenbergDecomposition< MatrixType > | m_hess |
ComputationInfo | m_info |
bool | m_isInitialized |
ComplexMatrixType | m_matT |
ComplexMatrixType | m_matU |
bool | m_matUisUptodate |
Index | m_maxIters |
Private Member Functions | |
ComplexScalar | computeShift (Index iu, Index iter) |
void | reduceToTriangularForm (bool computeU) |
bool | subdiagonalEntryIsNeglegible (Index i) |
Performs a complex Schur decomposition of a real or complex square matrix.
This is defined in the Eigenvalues module.
MatrixType_ | the type of the matrix of which we are computing the Schur decomposition; this is expected to be an instantiation of the Matrix class template. |
Given a real or complex square matrix A, this class computes the Schur decomposition: \( A = U T U^*\) where U is a unitary complex matrix, and T is a complex upper triangular matrix. The diagonal of the matrix T corresponds to the eigenvalues of the matrix A.
Call the function compute() to compute the Schur decomposition of a given matrix. Alternatively, you can use the ComplexSchur(const MatrixType&, bool) constructor which computes the Schur decomposition at construction time. Once the decomposition is computed, you can use the matrixU() and matrixT() functions to retrieve the matrices U and V in the decomposition.
Definition at line 53 of file ComplexSchur.h.
typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, Options, MaxRowsAtCompileTime, MaxColsAtCompileTime> Eigen::ComplexSchur< MatrixType_ >::ComplexMatrixType |
Type for the matrices in the Schur decomposition.
This is a square matrix with entries of type ComplexScalar. The size is the same as the size of MatrixType_
.
Definition at line 83 of file ComplexSchur.h.
typedef std::complex<RealScalar> Eigen::ComplexSchur< MatrixType_ >::ComplexScalar |
Complex scalar type for MatrixType_
.
This is std::complex<Scalar>
if Scalar is real (e.g., float
or double
) and just Scalar
if Scalar is complex.
Definition at line 76 of file ComplexSchur.h.
typedef Eigen::Index Eigen::ComplexSchur< MatrixType_ >::Index |
Definition at line 68 of file ComplexSchur.h.
typedef MatrixType_ Eigen::ComplexSchur< MatrixType_ >::MatrixType |
Definition at line 56 of file ComplexSchur.h.
typedef NumTraits<Scalar>::Real Eigen::ComplexSchur< MatrixType_ >::RealScalar |
Definition at line 67 of file ComplexSchur.h.
typedef MatrixType::Scalar Eigen::ComplexSchur< MatrixType_ >::Scalar |
Scalar type for matrices of type MatrixType_
.
Definition at line 66 of file ComplexSchur.h.
anonymous enum |
Enumerator | |
---|---|
RowsAtCompileTime | |
ColsAtCompileTime | |
Options | |
MaxRowsAtCompileTime | |
MaxColsAtCompileTime |
Definition at line 57 of file ComplexSchur.h.
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inlineexplicit |
Default constructor.
[in] | size | Positive integer, size of the matrix whose Schur decomposition will be computed. |
The default constructor is useful in cases in which the user intends to perform decompositions via compute(). The size
parameter is only used as a hint. It is not an error to give a wrong size
, but it may impair performance.
Definition at line 96 of file ComplexSchur.h.
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inlineexplicit |
Constructor; computes Schur decomposition of given matrix.
[in] | matrix | Square matrix whose Schur decomposition is to be computed. |
[in] | computeU | If true, both T and U are computed; if false, only T is computed. |
This constructor calls compute() to compute the Schur decomposition.
Definition at line 115 of file ComplexSchur.h.
ComplexSchur<MatrixType>& Eigen::ComplexSchur< MatrixType_ >::compute | ( | const EigenBase< InputType > & | matrix, |
bool | computeU | ||
) |
Definition at line 324 of file ComplexSchur.h.
ComplexSchur& Eigen::ComplexSchur< MatrixType_ >::compute | ( | const EigenBase< InputType > & | matrix, |
bool | computeU = true |
||
) |
Computes Schur decomposition of given matrix.
[in] | matrix | Square matrix whose Schur decomposition is to be computed. |
[in] | computeU | If true, both T and U are computed; if false, only T is computed. |
*this
The Schur decomposition is computed by first reducing the matrix to Hessenberg form using the class HessenbergDecomposition. The Hessenberg matrix is then reduced to triangular form by performing QR iterations with a single shift. The cost of computing the Schur decomposition depends on the number of iterations; as a rough guide, it may be taken on the number of iterations; as a rough guide, it may be taken to be \(25n^3\) complex flops, or \(10n^3\) complex flops if computeU is false.
Example:
Output:
The matrix T in the decomposition of A is: (-0.691,-1.63) (0.763,-0.144) (-0.104,-0.836) (-0.462,-0.378) (0,0) (-0.758,1.22) (-0.65,-0.772) (-0.244,0.113) (0,0) (0,0) (0.137,0.505) (0.0687,-0.404) (0,0) (0,0) (0,0) (1.52,-0.402) The matrix T in the decomposition of A^(-1) is: (0.501,-1.84) (-1.01,-0.984) (0.636,1.3) (-0.676,0.352) (0,0) (-0.369,-0.593) (0.0733,0.18) (-0.0658,-0.0263) (0,0) (0,0) (-0.222,0.521) (-0.191,0.121) (0,0) (0,0) (0,0) (0.614,0.162)
ComplexSchur<MatrixType>& Eigen::ComplexSchur< MatrixType_ >::computeFromHessenberg | ( | const HessMatrixType & | matrixH, |
const OrthMatrixType & | matrixQ, | ||
bool | computeU | ||
) |
Definition at line 346 of file ComplexSchur.h.
ComplexSchur& Eigen::ComplexSchur< MatrixType_ >::computeFromHessenberg | ( | const HessMatrixType & | matrixH, |
const OrthMatrixType & | matrixQ, | ||
bool | computeU = true |
||
) |
Compute Schur decomposition from a given Hessenberg matrix.
[in] | matrixH | Matrix in Hessenberg form H |
[in] | matrixQ | orthogonal matrix Q that transform a matrix A to H : A = Q H Q^T |
computeU | Computes the matriX U of the Schur vectors |
*this
This routine assumes that the matrix is already reduced in Hessenberg form matrixH using either the class HessenbergDecomposition or another mean. It computes the upper quasi-triangular matrix T of the Schur decomposition of H When computeU is true, this routine computes the matrix U such that A = U T U^T = (QZ) T (QZ)^T = Q H Q^T where A is the initial matrix
NOTE Q is referenced if computeU is true; so, if the initial orthogonal matrix is not available, the user should give an identity matrix (Q.setIdentity())
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private |
Compute the shift in the current QR iteration.
Definition at line 283 of file ComplexSchur.h.
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inline |
Returns the maximum number of iterations.
Definition at line 237 of file ComplexSchur.h.
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inline |
Reports whether previous computation was successful.
Success
if computation was successful, NoConvergence
otherwise. Definition at line 219 of file ComplexSchur.h.
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inline |
Returns the triangular matrix in the Schur decomposition.
It is assumed that either the constructor ComplexSchur(const MatrixType& matrix, bool computeU) or the member function compute(const MatrixType& matrix, bool computeU) has been called before to compute the Schur decomposition of a matrix.
Note that this function returns a plain square matrix. If you want to reference only the upper triangular part, use:
Example:
Output:
Here is a random 4x4 matrix, A: (-0.211,0.68) (0.108,-0.444) (0.435,0.271) (-0.198,-0.687) (0.597,0.566) (0.258,-0.0452) (0.214,-0.717) (-0.782,-0.74) (-0.605,0.823) (0.0268,-0.27) (-0.514,-0.967) (-0.563,0.998) (0.536,-0.33) (0.832,0.904) (0.608,-0.726) (0.678,0.0259) The triangular matrix T is: (-0.691,-1.63) (0.763,-0.144) (-0.104,-0.836) (-0.462,-0.378) (0,0) (-0.758,1.22) (-0.65,-0.772) (-0.244,0.113) (0,0) (0,0) (0.137,0.505) (0.0687,-0.404) (0,0) (0,0) (0,0) (1.52,-0.402)
Definition at line 164 of file ComplexSchur.h.
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inline |
Returns the unitary matrix in the Schur decomposition.
It is assumed that either the constructor ComplexSchur(const MatrixType& matrix, bool computeU) or the member function compute(const MatrixType& matrix, bool computeU) has been called before to compute the Schur decomposition of a matrix, and that computeU
was set to true (the default value).
Example:
Output:
Here is a random 4x4 matrix, A: (-0.211,0.68) (0.108,-0.444) (0.435,0.271) (-0.198,-0.687) (0.597,0.566) (0.258,-0.0452) (0.214,-0.717) (-0.782,-0.74) (-0.605,0.823) (0.0268,-0.27) (-0.514,-0.967) (-0.563,0.998) (0.536,-0.33) (0.832,0.904) (0.608,-0.726) (0.678,0.0259) The unitary matrix U is: (-0.122,0.271) (0.354,0.255) (-0.7,0.321) (0.0909,-0.346) (0.247,0.23) (0.435,-0.395) (0.184,-0.38) (0.492,-0.347) (0.859,-0.0877) (0.00469,0.21) (-0.256,0.0163) (0.133,0.355) (-0.116,0.195) (-0.484,-0.432) (-0.183,0.359) (0.559,0.231)
Definition at line 140 of file ComplexSchur.h.
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private |
Definition at line 392 of file ComplexSchur.h.
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inline |
Sets the maximum number of iterations allowed.
If not specified by the user, the maximum number of iterations is m_maxIterationsPerRow times the size of the matrix.
Definition at line 230 of file ComplexSchur.h.
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inlineprivate |
If m_matT(i+1,i) is negligible in floating point arithmetic compared to m_matT(i,i) and m_matT(j,j), then set it to zero and return true, else return false.
Definition at line 268 of file ComplexSchur.h.
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protected |
Definition at line 251 of file ComplexSchur.h.
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protected |
Definition at line 252 of file ComplexSchur.h.
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protected |
Definition at line 253 of file ComplexSchur.h.
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protected |
Definition at line 250 of file ComplexSchur.h.
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protected |
Definition at line 250 of file ComplexSchur.h.
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protected |
Definition at line 254 of file ComplexSchur.h.
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static |
Maximum number of iterations per row.
If not otherwise specified, the maximum number of iterations is this number times the size of the matrix. It is currently set to 30.
Definition at line 247 of file ComplexSchur.h.
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protected |
Definition at line 255 of file ComplexSchur.h.