| namespace Eigen { |
| |
| namespace internal { |
| |
| // TODO : move this to GivensQR once there's such a thing in Eigen |
| |
| template <typename Scalar> |
| void r1mpyq(DenseIndex m, DenseIndex n, Scalar *a, const std::vector<JacobiRotation<Scalar> > &v_givens, const std::vector<JacobiRotation<Scalar> > &w_givens) |
| { |
| typedef DenseIndex Index; |
| |
| /* apply the first set of givens rotations to a. */ |
| for (Index j = n-2; j>=0; --j) |
| for (Index i = 0; i<m; ++i) { |
| Scalar temp = v_givens[j].c() * a[i+m*j] - v_givens[j].s() * a[i+m*(n-1)]; |
| a[i+m*(n-1)] = v_givens[j].s() * a[i+m*j] + v_givens[j].c() * a[i+m*(n-1)]; |
| a[i+m*j] = temp; |
| } |
| /* apply the second set of givens rotations to a. */ |
| for (Index j = 0; j<n-1; ++j) |
| for (Index i = 0; i<m; ++i) { |
| Scalar temp = w_givens[j].c() * a[i+m*j] + w_givens[j].s() * a[i+m*(n-1)]; |
| a[i+m*(n-1)] = -w_givens[j].s() * a[i+m*j] + w_givens[j].c() * a[i+m*(n-1)]; |
| a[i+m*j] = temp; |
| } |
| } |
| |
| } // end namespace internal |
| |
| } // end namespace Eigen |
