Program Listing for File col-piv-householder-qr.hpp
↰ Return to documentation for file (include/nanoeigenpy/decompositions/col-piv-householder-qr.hpp)
#pragma once
#include "nanoeigenpy/fwd.hpp"
#include <Eigen/QR>
namespace nanoeigenpy {
namespace nb = nanobind;
using namespace nb::literals;
template <typename MatrixType, typename MatrixOrVector>
MatrixOrVector solve(const Eigen::ColPivHouseholderQR<MatrixType> &c,
const MatrixOrVector &vec) {
return c.solve(vec);
}
template <typename MatrixType>
MatrixType inverse(const Eigen::ColPivHouseholderQR<MatrixType> &c) {
return c.inverse();
}
template <typename _MatrixType>
void exposeColPivHouseholderQR(nb::module_ m, const char *name) {
using MatrixType = _MatrixType;
using Solver = Eigen::ColPivHouseholderQR<MatrixType>;
using Scalar = typename MatrixType::Scalar;
using RealScalar = typename MatrixType::RealScalar;
using VectorType = Eigen::Matrix<Scalar, -1, 1>;
if (check_registration_alias<Solver>(m)) {
return;
}
nb::class_<Solver>(
m, name,
"This class performs a rank-revealing QR decomposition of a matrix A "
"into matrices P, Q and R such that:\n"
"AP=QR\n"
"by using Householder transformations. Here, P is a permutation "
"matrix, Q a unitary matrix and R an upper triangular matrix.\n"
"\n"
"This decomposition performs column pivoting in order to be "
"rank-revealing and improve numerical stability. It is slower than "
"HouseholderQR, and faster than FullPivHouseholderQR.")
.def(nb::init<>(),
"Default constructor.\n"
"The default constructor is useful in cases in which the "
"user intends to perform decompositions via "
"HouseholderQR.compute(matrix).")
.def(nb::init<Eigen::DenseIndex, Eigen::DenseIndex>(), "rows"_a, "cols"_a,
"Default constructor with memory preallocation.\n"
"Like the default constructor but with preallocation of the "
"internal data according to the specified problem size. ")
.def(nb::init<const MatrixType &>(), "matrix"_a,
"Constructs a QR factorization from a given matrix.\n"
"This constructor computes the QR factorization of the matrix "
"matrix by calling the method compute().")
.def("info", &Solver::info,
"Reports whether the QR factorization was successful.\n"
"Note: This function always returns Success. It is provided for "
"compatibility with other factorization routines.")
.def("absDeterminant", &Solver::absDeterminant,
"Returns the absolute value of the determinant of the matrix of "
"which *this is the QR decomposition.\n"
"It has only linear complexity (that is, O(n) where n is the "
"dimension of the square matrix) as the QR decomposition has "
"already been computed.\n"
"Note: This is only for square matrices.")
.def("logAbsDeterminant", &Solver::logAbsDeterminant,
"Returns the natural log of the absolute value of the "
"determinant "
"of the matrix of which *this is the QR decomposition.\n"
"It has only linear complexity (that is, O(n) where n is the "
"dimension of the square matrix) as the QR decomposition has "
"already been computed.\n"
"Note: This is only for square matrices. This method is useful "
"to "
"work around the risk of overflow/underflow that's inherent to "
"determinant computation.")
.def("dimensionOfKernel", &Solver::dimensionOfKernel,
"Returns the dimension of the kernel of the matrix of which "
"*this "
"is the QR decomposition.")
.def("isInjective", &Solver::isInjective,
"Returns true if the matrix associated with this QR "
"decomposition "
"represents an injective linear map, i.e. has trivial kernel; "
"false otherwise.\n"
"\n"
"Note: This method has to determine which pivots should be "
"considered nonzero. For that, it uses the threshold value that "
"you can control by calling setThreshold(threshold).")
.def("isInvertible", &Solver::isInvertible,
"Returns true if the matrix associated with the QR decomposition "
"is invertible.\n"
"\n"
"Note: This method has to determine which pivots should be "
"considered nonzero. For that, it uses the threshold value that "
"you can control by calling setThreshold(threshold).")
.def("isSurjective", &Solver::isSurjective,
"Returns true if the matrix associated with this QR "
"decomposition "
"represents a surjective linear map; false otherwise.\n"
"\n"
"Note: This method has to determine which pivots should be "
"considered nonzero. For that, it uses the threshold value that "
"you can control by calling setThreshold(threshold).")
.def("maxPivot", &Solver::maxPivot,
"Returns the absolute value of the biggest pivot, i.e. the "
"biggest diagonal coefficient of U.")
.def("nonzeroPivots", &Solver::nonzeroPivots,
"Returns the number of nonzero pivots in the QR decomposition. "
"Here nonzero is meant in the exact sense, not in a fuzzy sense. "
"So that notion isn't really intrinsically interesting, but it "
"is "
"still useful when implementing algorithms.")
.def("rank", &Solver::rank,
"Returns the rank of the matrix associated with the QR "
"decomposition.\n"
"\n"
"Note: This method has to determine which pivots should be "
"considered nonzero. For that, it uses the threshold value that "
"you can control by calling setThreshold(threshold).")
.def(
"setThreshold",
[](Solver &c, const RealScalar &threshold) {
return c.setThreshold(threshold);
},
"threshold"_a,
"Allows to prescribe a threshold to be used by certain methods, "
"such as rank(), who need to determine when pivots are to be "
"considered nonzero. This is not used for the QR decomposition "
"itself.\n"
"\n"
"When it needs to get the threshold value, Eigen calls "
"threshold(). By default, this uses a formula to automatically "
"determine a reasonable threshold. Once you have called the "
"present method setThreshold(const RealScalar&), your value is "
"used instead.\n"
"\n"
"Note: A pivot will be considered nonzero if its absolute value "
"is strictly greater than |pivot| ⩽ threshold×|maxpivot| where "
"maxpivot is the biggest pivot.",
nb::rv_policy::reference)
.def(
"setThreshold",
[](Solver &c) { return c.setThreshold(Eigen::Default); },
"Allows to come back to the default behavior, letting Eigen use "
"its default formula for determining the threshold.",
nb::rv_policy::reference)
.def("threshold", &Solver::threshold,
"Returns the threshold that will be used by certain methods such "
"as rank().")
.def("matrixQR", &Solver::matrixQR,
"Returns the matrix where the Householder QR decomposition is "
"stored in a LAPACK-compatible way.",
nb::rv_policy::copy)
.def("matrixR", &Solver::matrixR,
"Returns the matrix where the result Householder QR is stored.",
nb::rv_policy::copy)
.def(
"compute",
[](Solver &c, const MatrixType &matrix) -> Solver & {
return c.compute(matrix);
},
"matrix"_a, "Computes the QR factorization of given matrix.",
nb::rv_policy::reference)
.def(
"inverse", [](const Solver &c) -> MatrixType { return inverse(c); },
"Returns the inverse of the matrix associated with the QR "
"decomposition.")
.def(
"solve",
[](const Solver &c, const VectorType &b) -> VectorType {
return solve(c, b);
},
"b"_a,
"Returns the solution x of A x = B using the current "
"decomposition of A where b is a right hand side vector.")
.def(
"solve",
[](const Solver &c, const MatrixType &B) -> MatrixType {
return solve(c, B);
},
"B"_a,
"Returns the solution X of A X = B using the current "
"decomposition of A where B is a right hand side matrix.")
.def(IdVisitor());
}
} // namespace nanoeigenpy