namespace Eigen { namespace internal { // TODO : once qrsolv2 is removed, use ColPivHouseholderQR or PermutationMatrix instead of ipvt template <typename Scalar> void qrsolv( Matrix< Scalar, Dynamic, Dynamic > &s, // TODO : use a PermutationMatrix once lmpar is no more: const VectorXi &ipvt, const Matrix< Scalar, Dynamic, 1 > &diag, const Matrix< Scalar, Dynamic, 1 > &qtb, Matrix< Scalar, Dynamic, 1 > &x, Matrix< Scalar, Dynamic, 1 > &sdiag) { typedef DenseIndex Index; /* Local variables */ Index i, j, k, l; Scalar temp; Index n = s.cols(); Matrix< Scalar, Dynamic, 1 > wa(n); JacobiRotation<Scalar> givens; /* Function Body */ // the following will only change the lower triangular part of s, including // the diagonal, though the diagonal is restored afterward /* copy r and (q transpose)*b to preserve input and initialize s. */ /* in particular, save the diagonal elements of r in x. */ x = s.diagonal(); wa = qtb; s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose(); /* eliminate the diagonal matrix d using a givens rotation. */ for (j = 0; j < n; ++j) { /* prepare the row of d to be eliminated, locating the */ /* diagonal element using p from the qr factorization. */ l = ipvt[j]; if (diag[l] == 0.) break; sdiag.tail(n-j).setZero(); sdiag[j] = diag[l]; /* the transformations to eliminate the row of d */ /* modify only a single element of (q transpose)*b */ /* beyond the first n, which is initially zero. */ Scalar qtbpj = 0.; for (k = j; k < n; ++k) { /* determine a givens rotation which eliminates the */ /* appropriate element in the current row of d. */ givens.makeGivens(-s(k,k), sdiag[k]); /* compute the modified diagonal element of r and */ /* the modified element of ((q transpose)*b,0). */ s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k]; temp = givens.c() * wa[k] + givens.s() * qtbpj; qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj; wa[k] = temp; /* accumulate the tranformation in the row of s. */ for (i = k+1; i<n; ++i) { temp = givens.c() * s(i,k) + givens.s() * sdiag[i]; sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i]; s(i,k) = temp; } } } /* solve the triangular system for z. if the system is */ /* singular, then obtain a least squares solution. */ Index nsing; for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {} wa.tail(n-nsing).setZero(); s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing)); // restore sdiag = s.diagonal(); s.diagonal() = x; /* permute the components of z back to components of x. */ for (j = 0; j < n; ++j) x[ipvt[j]] = wa[j]; } } // end namespace internal } // end namespace Eigen