1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // We used the "A Divide-And-Conquer Algorithm for the Bidiagonal SVD"
5 // research report written by Ming Gu and Stanley C.Eisenstat
6 // The code variable names correspond to the names they used in their
7 // report
8 //
9 // Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
10 // Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
11 // Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
12 // Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
13 //
14 // Source Code Form is subject to the terms of the Mozilla
15 // Public License v. 2.0. If a copy of the MPL was not distributed
16 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
17 
18 #ifndef EIGEN_BDCSVD_H
19 #define EIGEN_BDCSVD_H
20 
21 #define EPSILON 0.0000000000000001
22 
23 #define ALGOSWAP 32
24 
25 namespace Eigen {
26 /** \ingroup SVD_Module
27  *
28  *
29  * \class BDCSVD
30  *
31  * \brief class Bidiagonal Divide and Conquer SVD
32  *
33  * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
34  * We plan to have a very similar interface to JacobiSVD on this class.
35  * It should be used to speed up the calcul of SVD for big matrices.
36  */
37 template<typename _MatrixType>
38 class BDCSVD : public SVDBase<_MatrixType>
39 {
40   typedef SVDBase<_MatrixType> Base;
41 
42 public:
43   using Base::rows;
44   using Base::cols;
45 
46   typedef _MatrixType MatrixType;
47   typedef typename MatrixType::Scalar Scalar;
48   typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
49   typedef typename MatrixType::Index Index;
50   enum {
51     RowsAtCompileTime = MatrixType::RowsAtCompileTime,
52     ColsAtCompileTime = MatrixType::ColsAtCompileTime,
53     DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime),
54     MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
55     MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
56     MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime, MaxColsAtCompileTime),
57     MatrixOptions = MatrixType::Options
58   };
59 
60   typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime,
61 		 MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
62   MatrixUType;
63   typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime,
64 		 MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
65   MatrixVType;
66   typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
67   typedef typename internal::plain_row_type<MatrixType>::type RowType;
68   typedef typename internal::plain_col_type<MatrixType>::type ColType;
69   typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX;
70   typedef Matrix<RealScalar, Dynamic, Dynamic> MatrixXr;
71   typedef Matrix<RealScalar, Dynamic, 1> VectorType;
72 
73   /** \brief Default Constructor.
74    *
75    * The default constructor is useful in cases in which the user intends to
76    * perform decompositions via BDCSVD::compute(const MatrixType&).
77    */
BDCSVD()78   BDCSVD()
79     : SVDBase<_MatrixType>::SVDBase(),
80       algoswap(ALGOSWAP)
81   {}
82 
83 
84   /** \brief Default Constructor with memory preallocation
85    *
86    * Like the default constructor but with preallocation of the internal data
87    * according to the specified problem size.
88    * \sa BDCSVD()
89    */
90   BDCSVD(Index rows, Index cols, unsigned int computationOptions = 0)
SVDBase()91     : SVDBase<_MatrixType>::SVDBase(),
92       algoswap(ALGOSWAP)
93   {
94     allocate(rows, cols, computationOptions);
95   }
96 
97   /** \brief Constructor performing the decomposition of given matrix.
98    *
99    * \param matrix the matrix to decompose
100    * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
101    *                           By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU,
102    *                           #ComputeFullV, #ComputeThinV.
103    *
104    * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
105    * available with the (non - default) FullPivHouseholderQR preconditioner.
106    */
107   BDCSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
SVDBase()108     : SVDBase<_MatrixType>::SVDBase(),
109       algoswap(ALGOSWAP)
110   {
111     compute(matrix, computationOptions);
112   }
113 
~BDCSVD()114   ~BDCSVD()
115   {
116   }
117   /** \brief Method performing the decomposition of given matrix using custom options.
118    *
119    * \param matrix the matrix to decompose
120    * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
121    *                           By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU,
122    *                           #ComputeFullV, #ComputeThinV.
123    *
124    * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
125    * available with the (non - default) FullPivHouseholderQR preconditioner.
126    */
127   SVDBase<MatrixType>& compute(const MatrixType& matrix, unsigned int computationOptions);
128 
129   /** \brief Method performing the decomposition of given matrix using current options.
130    *
131    * \param matrix the matrix to decompose
132    *
133    * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
134    */
compute(const MatrixType & matrix)135   SVDBase<MatrixType>& compute(const MatrixType& matrix)
136   {
137     return compute(matrix, this->m_computationOptions);
138   }
139 
setSwitchSize(int s)140   void setSwitchSize(int s)
141   {
142     eigen_assert(s>3 && "BDCSVD the size of the algo switch has to be greater than 4");
143     algoswap = s;
144   }
145 
146 
147   /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
148    *
149    * \param b the right - hand - side of the equation to solve.
150    *
151    * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
152    *
153    * \note SVD solving is implicitly least - squares. Thus, this method serves both purposes of exact solving and least - squares solving.
154    * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
155    */
156   template<typename Rhs>
157   inline const internal::solve_retval<BDCSVD, Rhs>
solve(const MatrixBase<Rhs> & b)158   solve(const MatrixBase<Rhs>& b) const
159   {
160     eigen_assert(this->m_isInitialized && "BDCSVD is not initialized.");
161     eigen_assert(SVDBase<_MatrixType>::computeU() && SVDBase<_MatrixType>::computeV() &&
162 		 "BDCSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
163     return internal::solve_retval<BDCSVD, Rhs>(*this, b.derived());
164   }
165 
166 
matrixU()167   const MatrixUType& matrixU() const
168   {
169     eigen_assert(this->m_isInitialized && "SVD is not initialized.");
170     if (isTranspose){
171       eigen_assert(this->computeV() && "This SVD decomposition didn't compute U. Did you ask for it?");
172       return this->m_matrixV;
173     }
174     else
175     {
176       eigen_assert(this->computeU() && "This SVD decomposition didn't compute U. Did you ask for it?");
177       return this->m_matrixU;
178     }
179 
180   }
181 
182 
matrixV()183   const MatrixVType& matrixV() const
184   {
185     eigen_assert(this->m_isInitialized && "SVD is not initialized.");
186     if (isTranspose){
187       eigen_assert(this->computeU() && "This SVD decomposition didn't compute V. Did you ask for it?");
188       return this->m_matrixU;
189     }
190     else
191     {
192       eigen_assert(this->computeV() && "This SVD decomposition didn't compute V. Did you ask for it?");
193       return this->m_matrixV;
194     }
195   }
196 
197 private:
198   void allocate(Index rows, Index cols, unsigned int computationOptions);
199   void divide (Index firstCol, Index lastCol, Index firstRowW,
200 	       Index firstColW, Index shift);
201   void deflation43(Index firstCol, Index shift, Index i, Index size);
202   void deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size);
203   void deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift);
204   void copyUV(MatrixXr naiveU, MatrixXr naiveV, MatrixX householderU, MatrixX houseHolderV);
205 
206 protected:
207   MatrixXr m_naiveU, m_naiveV;
208   MatrixXr m_computed;
209   Index nRec;
210   int algoswap;
211   bool isTranspose, compU, compV;
212 
213 }; //end class BDCSVD
214 
215 
216 // Methode to allocate ans initialize matrix and attributs
217 template<typename MatrixType>
allocate(Index rows,Index cols,unsigned int computationOptions)218 void BDCSVD<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)
219 {
220   isTranspose = (cols > rows);
221   if (SVDBase<MatrixType>::allocate(rows, cols, computationOptions)) return;
222   m_computed = MatrixXr::Zero(this->m_diagSize + 1, this->m_diagSize );
223   if (isTranspose){
224     compU = this->computeU();
225     compV = this->computeV();
226   }
227   else
228   {
229     compV = this->computeU();
230     compU = this->computeV();
231   }
232   if (compU) m_naiveU = MatrixXr::Zero(this->m_diagSize + 1, this->m_diagSize + 1 );
233   else m_naiveU = MatrixXr::Zero(2, this->m_diagSize + 1 );
234 
235   if (compV) m_naiveV = MatrixXr::Zero(this->m_diagSize, this->m_diagSize);
236 
237 
238   //should be changed for a cleaner implementation
239   if (isTranspose){
240     bool aux;
241     if (this->computeU()||this->computeV()){
242       aux = this->m_computeFullU;
243       this->m_computeFullU = this->m_computeFullV;
244       this->m_computeFullV = aux;
245       aux = this->m_computeThinU;
246       this->m_computeThinU = this->m_computeThinV;
247       this->m_computeThinV = aux;
248     }
249   }
250 }// end allocate
251 
252 // Methode which compute the BDCSVD for the int
253 template<>
254 SVDBase<Matrix<int, Dynamic, Dynamic> >&
compute(const MatrixType & matrix,unsigned int computationOptions)255 BDCSVD<Matrix<int, Dynamic, Dynamic> >::compute(const MatrixType& matrix, unsigned int computationOptions) {
256   allocate(matrix.rows(), matrix.cols(), computationOptions);
257   this->m_nonzeroSingularValues = 0;
258   m_computed = Matrix<int, Dynamic, Dynamic>::Zero(rows(), cols());
259   for (int i=0; i<this->m_diagSize; i++)   {
260     this->m_singularValues.coeffRef(i) = 0;
261   }
262   if (this->m_computeFullU) this->m_matrixU = Matrix<int, Dynamic, Dynamic>::Zero(rows(), rows());
263   if (this->m_computeFullV) this->m_matrixV = Matrix<int, Dynamic, Dynamic>::Zero(cols(), cols());
264   this->m_isInitialized = true;
265   return *this;
266 }
267 
268 
269 // Methode which compute the BDCSVD
270 template<typename MatrixType>
271 SVDBase<MatrixType>&
compute(const MatrixType & matrix,unsigned int computationOptions)272 BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsigned int computationOptions)
273 {
274   allocate(matrix.rows(), matrix.cols(), computationOptions);
275   using std::abs;
276 
277   //**** step 1 Bidiagonalization  isTranspose = (matrix.cols()>matrix.rows()) ;
278   MatrixType copy;
279   if (isTranspose) copy = matrix.adjoint();
280   else copy = matrix;
281 
282   internal::UpperBidiagonalization<MatrixX > bid(copy);
283 
284   //**** step 2 Divide
285   // this is ugly and has to be redone (care of complex cast)
286   MatrixXr temp;
287   temp = bid.bidiagonal().toDenseMatrix().transpose();
288   m_computed.setZero();
289   for (int i=0; i<this->m_diagSize - 1; i++)   {
290     m_computed(i, i) = temp(i, i);
291     m_computed(i + 1, i) = temp(i + 1, i);
292   }
293   m_computed(this->m_diagSize - 1, this->m_diagSize - 1) = temp(this->m_diagSize - 1, this->m_diagSize - 1);
294   divide(0, this->m_diagSize - 1, 0, 0, 0);
295 
296   //**** step 3 copy
297   for (int i=0; i<this->m_diagSize; i++)   {
298     RealScalar a = abs(m_computed.coeff(i, i));
299     this->m_singularValues.coeffRef(i) = a;
300     if (a == 0){
301       this->m_nonzeroSingularValues = i;
302       break;
303     }
304     else  if (i == this->m_diagSize - 1)
305     {
306       this->m_nonzeroSingularValues = i + 1;
307       break;
308     }
309   }
310   copyUV(m_naiveV, m_naiveU, bid.householderU(), bid.householderV());
311   this->m_isInitialized = true;
312   return *this;
313 }// end compute
314 
315 
316 template<typename MatrixType>
copyUV(MatrixXr naiveU,MatrixXr naiveV,MatrixX householderU,MatrixX householderV)317 void BDCSVD<MatrixType>::copyUV(MatrixXr naiveU, MatrixXr naiveV, MatrixX householderU, MatrixX householderV){
318   if (this->computeU()){
319     MatrixX temp = MatrixX::Zero(naiveU.rows(), naiveU.cols());
320     temp.real() = naiveU;
321     if (this->m_computeThinU){
322       this->m_matrixU = MatrixX::Identity(householderU.cols(), this->m_nonzeroSingularValues );
323       this->m_matrixU.block(0, 0, this->m_diagSize, this->m_nonzeroSingularValues) =
324 	temp.block(0, 0, this->m_diagSize, this->m_nonzeroSingularValues);
325       this->m_matrixU = householderU * this->m_matrixU ;
326     }
327     else
328     {
329       this->m_matrixU = MatrixX::Identity(householderU.cols(), householderU.cols());
330       this->m_matrixU.block(0, 0, this->m_diagSize, this->m_diagSize) = temp.block(0, 0, this->m_diagSize, this->m_diagSize);
331       this->m_matrixU = householderU * this->m_matrixU ;
332     }
333   }
334   if (this->computeV()){
335     MatrixX temp = MatrixX::Zero(naiveV.rows(), naiveV.cols());
336     temp.real() = naiveV;
337     if (this->m_computeThinV){
338       this->m_matrixV = MatrixX::Identity(householderV.cols(),this->m_nonzeroSingularValues );
339       this->m_matrixV.block(0, 0, this->m_nonzeroSingularValues, this->m_nonzeroSingularValues) =
340 	temp.block(0, 0, this->m_nonzeroSingularValues, this->m_nonzeroSingularValues);
341       this->m_matrixV = householderV * this->m_matrixV ;
342     }
343     else
344     {
345       this->m_matrixV = MatrixX::Identity(householderV.cols(), householderV.cols());
346       this->m_matrixV.block(0, 0, this->m_diagSize, this->m_diagSize) = temp.block(0, 0, this->m_diagSize, this->m_diagSize);
347       this->m_matrixV = householderV * this->m_matrixV;
348     }
349   }
350 }
351 
352 // The divide algorithm is done "in place", we are always working on subsets of the same matrix. The divide methods takes as argument the
353 // place of the submatrix we are currently working on.
354 
355 //@param firstCol : The Index of the first column of the submatrix of m_computed and for m_naiveU;
356 //@param lastCol : The Index of the last column of the submatrix of m_computed and for m_naiveU;
357 // lastCol + 1 - firstCol is the size of the submatrix.
358 //@param firstRowW : The Index of the first row of the matrix W that we are to change. (see the reference paper section 1 for more information on W)
359 //@param firstRowW : Same as firstRowW with the column.
360 //@param shift : Each time one takes the left submatrix, one must add 1 to the shift. Why? Because! We actually want the last column of the U submatrix
361 // to become the first column (*coeff) and to shift all the other columns to the right. There are more details on the reference paper.
362 template<typename MatrixType>
divide(Index firstCol,Index lastCol,Index firstRowW,Index firstColW,Index shift)363 void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW,
364 				 Index firstColW, Index shift)
365 {
366   // requires nbRows = nbCols + 1;
367   using std::pow;
368   using std::sqrt;
369   using std::abs;
370   const Index n = lastCol - firstCol + 1;
371   const Index k = n/2;
372   RealScalar alphaK;
373   RealScalar betaK;
374   RealScalar r0;
375   RealScalar lambda, phi, c0, s0;
376   MatrixXr l, f;
377   // We use the other algorithm which is more efficient for small
378   // matrices.
379   if (n < algoswap){
380     JacobiSVD<MatrixXr> b(m_computed.block(firstCol, firstCol, n + 1, n),
381 			  ComputeFullU | (ComputeFullV * compV)) ;
382     if (compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1).real() << b.matrixU();
383     else
384     {
385       m_naiveU.row(0).segment(firstCol, n + 1).real() << b.matrixU().row(0);
386       m_naiveU.row(1).segment(firstCol, n + 1).real() << b.matrixU().row(n);
387     }
388     if (compV) m_naiveV.block(firstRowW, firstColW, n, n).real() << b.matrixV();
389     m_computed.block(firstCol + shift, firstCol + shift, n + 1, n).setZero();
390     for (int i=0; i<n; i++)
391     {
392       m_computed(firstCol + shift + i, firstCol + shift +i) = b.singularValues().coeffRef(i);
393     }
394     return;
395   }
396   // We use the divide and conquer algorithm
397   alphaK =  m_computed(firstCol + k, firstCol + k);
398   betaK = m_computed(firstCol + k + 1, firstCol + k);
399   // The divide must be done in that order in order to have good results. Divide change the data inside the submatrices
400   // and the divide of the right submatrice reads one column of the left submatrice. That's why we need to treat the
401   // right submatrix before the left one.
402   divide(k + 1 + firstCol, lastCol, k + 1 + firstRowW, k + 1 + firstColW, shift);
403   divide(firstCol, k - 1 + firstCol, firstRowW, firstColW + 1, shift + 1);
404   if (compU)
405   {
406     lambda = m_naiveU(firstCol + k, firstCol + k);
407     phi = m_naiveU(firstCol + k + 1, lastCol + 1);
408   }
409   else
410   {
411     lambda = m_naiveU(1, firstCol + k);
412     phi = m_naiveU(0, lastCol + 1);
413   }
414   r0 = sqrt((abs(alphaK * lambda) * abs(alphaK * lambda))
415 	    + abs(betaK * phi) * abs(betaK * phi));
416   if (compU)
417   {
418     l = m_naiveU.row(firstCol + k).segment(firstCol, k);
419     f = m_naiveU.row(firstCol + k + 1).segment(firstCol + k + 1, n - k - 1);
420   }
421   else
422   {
423     l = m_naiveU.row(1).segment(firstCol, k);
424     f = m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1);
425   }
426   if (compV) m_naiveV(firstRowW+k, firstColW) = 1;
427   if (r0 == 0)
428   {
429     c0 = 1;
430     s0 = 0;
431   }
432   else
433   {
434     c0 = alphaK * lambda / r0;
435     s0 = betaK * phi / r0;
436   }
437   if (compU)
438   {
439     MatrixXr q1 (m_naiveU.col(firstCol + k).segment(firstCol, k + 1));
440     // we shiftW Q1 to the right
441     for (Index i = firstCol + k - 1; i >= firstCol; i--)
442     {
443       m_naiveU.col(i + 1).segment(firstCol, k + 1) << m_naiveU.col(i).segment(firstCol, k + 1);
444     }
445     // we shift q1 at the left with a factor c0
446     m_naiveU.col(firstCol).segment( firstCol, k + 1) << (q1 * c0);
447     // last column = q1 * - s0
448     m_naiveU.col(lastCol + 1).segment(firstCol, k + 1) << (q1 * ( - s0));
449     // first column = q2 * s0
450     m_naiveU.col(firstCol).segment(firstCol + k + 1, n - k) <<
451       m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *s0;
452     // q2 *= c0
453     m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *= c0;
454   }
455   else
456   {
457     RealScalar q1 = (m_naiveU(0, firstCol + k));
458     // we shift Q1 to the right
459     for (Index i = firstCol + k - 1; i >= firstCol; i--)
460     {
461       m_naiveU(0, i + 1) = m_naiveU(0, i);
462     }
463     // we shift q1 at the left with a factor c0
464     m_naiveU(0, firstCol) = (q1 * c0);
465     // last column = q1 * - s0
466     m_naiveU(0, lastCol + 1) = (q1 * ( - s0));
467     // first column = q2 * s0
468     m_naiveU(1, firstCol) = m_naiveU(1, lastCol + 1) *s0;
469     // q2 *= c0
470     m_naiveU(1, lastCol + 1) *= c0;
471     m_naiveU.row(1).segment(firstCol + 1, k).setZero();
472     m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1).setZero();
473   }
474   m_computed(firstCol + shift, firstCol + shift) = r0;
475   m_computed.col(firstCol + shift).segment(firstCol + shift + 1, k) << alphaK * l.transpose().real();
476   m_computed.col(firstCol + shift).segment(firstCol + shift + k + 1, n - k - 1) << betaK * f.transpose().real();
477 
478 
479   // the line below do the deflation of the matrix for the third part of the algorithm
480   // Here the deflation is commented because the third part of the algorithm is not implemented
481   // the third part of the algorithm is a fast SVD on the matrix m_computed which works thanks to the deflation
482 
483   deflation(firstCol, lastCol, k, firstRowW, firstColW, shift);
484 
485   // Third part of the algorithm, since the real third part of the algorithm is not implemeted we use a JacobiSVD
486   JacobiSVD<MatrixXr> res= JacobiSVD<MatrixXr>(m_computed.block(firstCol + shift, firstCol +shift, n + 1, n),
487 					       ComputeFullU | (ComputeFullV * compV)) ;
488   if (compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1) *= res.matrixU();
489   else m_naiveU.block(0, firstCol, 2, n + 1) *= res.matrixU();
490 
491   if (compV) m_naiveV.block(firstRowW, firstColW, n, n) *= res.matrixV();
492   m_computed.block(firstCol + shift, firstCol + shift, n, n) << MatrixXr::Zero(n, n);
493   for (int i=0; i<n; i++)
494     m_computed(firstCol + shift + i, firstCol + shift +i) = res.singularValues().coeffRef(i);
495   // end of the third part
496 
497 
498 }// end divide
499 
500 
501 // page 12_13
502 // i >= 1, di almost null and zi non null.
503 // We use a rotation to zero out zi applied to the left of M
504 template <typename MatrixType>
deflation43(Index firstCol,Index shift,Index i,Index size)505 void BDCSVD<MatrixType>::deflation43(Index firstCol, Index shift, Index i, Index size){
506   using std::abs;
507   using std::sqrt;
508   using std::pow;
509   RealScalar c = m_computed(firstCol + shift, firstCol + shift);
510   RealScalar s = m_computed(i, firstCol + shift);
511   RealScalar r = sqrt(pow(abs(c), 2) + pow(abs(s), 2));
512   if (r == 0){
513     m_computed(i, i)=0;
514     return;
515   }
516   c/=r;
517   s/=r;
518   m_computed(firstCol + shift, firstCol + shift) = r;
519   m_computed(i, firstCol + shift) = 0;
520   m_computed(i, i) = 0;
521   if (compU){
522     m_naiveU.col(firstCol).segment(firstCol,size) =
523       c * m_naiveU.col(firstCol).segment(firstCol, size) -
524       s * m_naiveU.col(i).segment(firstCol, size) ;
525 
526     m_naiveU.col(i).segment(firstCol, size) =
527       (c + s*s/c) * m_naiveU.col(i).segment(firstCol, size) +
528       (s/c) * m_naiveU.col(firstCol).segment(firstCol,size);
529   }
530 }// end deflation 43
531 
532 
533 // page 13
534 // i,j >= 1, i != j and |di - dj| < epsilon * norm2(M)
535 // We apply two rotations to have zj = 0;
536 template <typename MatrixType>
deflation44(Index firstColu,Index firstColm,Index firstRowW,Index firstColW,Index i,Index j,Index size)537 void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size){
538   using std::abs;
539   using std::sqrt;
540   using std::conj;
541   using std::pow;
542   RealScalar c = m_computed(firstColm, firstColm + j - 1);
543   RealScalar s = m_computed(firstColm, firstColm + i - 1);
544   RealScalar r = sqrt(pow(abs(c), 2) + pow(abs(s), 2));
545   if (r==0){
546     m_computed(firstColm + i, firstColm + i) = m_computed(firstColm + j, firstColm + j);
547     return;
548   }
549   c/=r;
550   s/=r;
551   m_computed(firstColm + i, firstColm) = r;
552   m_computed(firstColm + i, firstColm + i) = m_computed(firstColm + j, firstColm + j);
553   m_computed(firstColm + j, firstColm) = 0;
554   if (compU){
555     m_naiveU.col(firstColu + i).segment(firstColu, size) =
556       c * m_naiveU.col(firstColu + i).segment(firstColu, size) -
557       s * m_naiveU.col(firstColu + j).segment(firstColu, size) ;
558 
559     m_naiveU.col(firstColu + j).segment(firstColu, size) =
560       (c + s*s/c) *  m_naiveU.col(firstColu + j).segment(firstColu, size) +
561       (s/c) * m_naiveU.col(firstColu + i).segment(firstColu, size);
562   }
563   if (compV){
564     m_naiveV.col(firstColW + i).segment(firstRowW, size - 1) =
565       c * m_naiveV.col(firstColW + i).segment(firstRowW, size - 1) +
566       s * m_naiveV.col(firstColW + j).segment(firstRowW, size - 1) ;
567 
568     m_naiveV.col(firstColW + j).segment(firstRowW, size - 1)  =
569       (c + s*s/c) * m_naiveV.col(firstColW + j).segment(firstRowW, size - 1) -
570       (s/c) * m_naiveV.col(firstColW + i).segment(firstRowW, size - 1);
571   }
572 }// end deflation 44
573 
574 
575 
576 template <typename MatrixType>
deflation(Index firstCol,Index lastCol,Index k,Index firstRowW,Index firstColW,Index shift)577 void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift){
578   //condition 4.1
579   RealScalar EPS = EPSILON * (std::max<RealScalar>(m_computed(firstCol + shift + 1, firstCol + shift + 1), m_computed(firstCol + k, firstCol + k)));
580   const Index length = lastCol + 1 - firstCol;
581   if (m_computed(firstCol + shift, firstCol + shift) < EPS){
582     m_computed(firstCol + shift, firstCol + shift) = EPS;
583   }
584   //condition 4.2
585   for (Index i=firstCol + shift + 1;i<=lastCol + shift;i++){
586     if (std::abs(m_computed(i, firstCol + shift)) < EPS){
587       m_computed(i, firstCol + shift) = 0;
588     }
589   }
590 
591   //condition 4.3
592   for (Index i=firstCol + shift + 1;i<=lastCol + shift; i++){
593     if (m_computed(i, i) < EPS){
594       deflation43(firstCol, shift, i, length);
595     }
596   }
597 
598   //condition 4.4
599 
600   Index i=firstCol + shift + 1, j=firstCol + shift + k + 1;
601   //we stock the final place of each line
602   Index *permutation = new Index[length];
603 
604   for (Index p =1; p < length; p++) {
605     if (i> firstCol + shift + k){
606       permutation[p] = j;
607       j++;
608     } else if (j> lastCol + shift)
609     {
610       permutation[p] = i;
611       i++;
612     }
613     else
614     {
615       if (m_computed(i, i) < m_computed(j, j)){
616         permutation[p] = j;
617         j++;
618       }
619       else
620       {
621         permutation[p] = i;
622         i++;
623       }
624     }
625   }
626   //we do the permutation
627   RealScalar aux;
628   //we stock the current index of each col
629   //and the column of each index
630   Index *realInd = new Index[length];
631   Index *realCol = new Index[length];
632   for (int pos = 0; pos< length; pos++){
633     realCol[pos] = pos + firstCol + shift;
634     realInd[pos] = pos;
635   }
636   const Index Zero = firstCol + shift;
637   VectorType temp;
638   for (int i = 1; i < length - 1; i++){
639     const Index I = i + Zero;
640     const Index realI = realInd[i];
641     const Index j  = permutation[length - i] - Zero;
642     const Index J = realCol[j];
643 
644     //diag displace
645     aux = m_computed(I, I);
646     m_computed(I, I) = m_computed(J, J);
647     m_computed(J, J) = aux;
648 
649     //firstrow displace
650     aux = m_computed(I, Zero);
651     m_computed(I, Zero) = m_computed(J, Zero);
652     m_computed(J, Zero) = aux;
653 
654     // change columns
655     if (compU) {
656       temp = m_naiveU.col(I - shift).segment(firstCol, length + 1);
657       m_naiveU.col(I - shift).segment(firstCol, length + 1) <<
658         m_naiveU.col(J - shift).segment(firstCol, length + 1);
659       m_naiveU.col(J - shift).segment(firstCol, length + 1) << temp;
660     }
661     else
662     {
663       temp = m_naiveU.col(I - shift).segment(0, 2);
664       m_naiveU.col(I - shift).segment(0, 2) <<
665         m_naiveU.col(J - shift).segment(0, 2);
666       m_naiveU.col(J - shift).segment(0, 2) << temp;
667     }
668     if (compV) {
669       const Index CWI = I + firstColW - Zero;
670       const Index CWJ = J + firstColW - Zero;
671       temp = m_naiveV.col(CWI).segment(firstRowW, length);
672       m_naiveV.col(CWI).segment(firstRowW, length) << m_naiveV.col(CWJ).segment(firstRowW, length);
673       m_naiveV.col(CWJ).segment(firstRowW, length) << temp;
674     }
675 
676     //update real pos
677     realCol[realI] = J;
678     realCol[j] = I;
679     realInd[J - Zero] = realI;
680     realInd[I - Zero] = j;
681   }
682   for (Index i = firstCol + shift + 1; i<lastCol + shift;i++){
683     if ((m_computed(i + 1, i + 1) - m_computed(i, i)) < EPS){
684       deflation44(firstCol ,
685 		  firstCol + shift,
686 		  firstRowW,
687 		  firstColW,
688 		  i - Zero,
689 		  i + 1 - Zero,
690 		  length);
691     }
692   }
693   delete [] permutation;
694   delete [] realInd;
695   delete [] realCol;
696 
697 }//end deflation
698 
699 
700 namespace internal{
701 
702 template<typename _MatrixType, typename Rhs>
703 struct solve_retval<BDCSVD<_MatrixType>, Rhs>
704   : solve_retval_base<BDCSVD<_MatrixType>, Rhs>
705 {
706   typedef BDCSVD<_MatrixType> BDCSVDType;
707   EIGEN_MAKE_SOLVE_HELPERS(BDCSVDType, Rhs)
708 
709   template<typename Dest> void evalTo(Dest& dst) const
710   {
711     eigen_assert(rhs().rows() == dec().rows());
712     // A = U S V^*
713     // So A^{ - 1} = V S^{ - 1} U^*
714     Index diagSize = (std::min)(dec().rows(), dec().cols());
715     typename BDCSVDType::SingularValuesType invertedSingVals(diagSize);
716     Index nonzeroSingVals = dec().nonzeroSingularValues();
717     invertedSingVals.head(nonzeroSingVals) = dec().singularValues().head(nonzeroSingVals).array().inverse();
718     invertedSingVals.tail(diagSize - nonzeroSingVals).setZero();
719 
720     dst = dec().matrixV().leftCols(diagSize)
721       * invertedSingVals.asDiagonal()
722       * dec().matrixU().leftCols(diagSize).adjoint()
723       * rhs();
724     return;
725   }
726 };
727 
728 } //end namespace internal
729 
730   /** \svd_module
731    *
732    * \return the singular value decomposition of \c *this computed by
733    *  BDC Algorithm
734    *
735    * \sa class BDCSVD
736    */
737 /*
738 template<typename Derived>
739 BDCSVD<typename MatrixBase<Derived>::PlainObject>
740 MatrixBase<Derived>::bdcSvd(unsigned int computationOptions) const
741 {
742   return BDCSVD<PlainObject>(*this, computationOptions);
743 }
744 */
745 
746 } // end namespace Eigen
747 
748 #endif
749