00001 namespace internal { 00002 00003 // TODO : move this to GivensQR once there's such a thing in Eigen 00004 00005 template <typename Scalar> 00006 void r1mpyq(DenseIndex m, DenseIndex n, Scalar *a, const std::vector<JacobiRotation<Scalar> > &v_givens, const std::vector<JacobiRotation<Scalar> > &w_givens) 00007 { 00008 typedef DenseIndex Index; 00009 00010 /* apply the first set of givens rotations to a. */ 00011 for (Index j = n-2; j>=0; --j) 00012 for (Index i = 0; i<m; ++i) { 00013 Scalar temp = v_givens[j].c() * a[i+m*j] - v_givens[j].s() * a[i+m*(n-1)]; 00014 a[i+m*(n-1)] = v_givens[j].s() * a[i+m*j] + v_givens[j].c() * a[i+m*(n-1)]; 00015 a[i+m*j] = temp; 00016 } 00017 /* apply the second set of givens rotations to a. */ 00018 for (Index j = 0; j<n-1; ++j) 00019 for (Index i = 0; i<m; ++i) { 00020 Scalar temp = w_givens[j].c() * a[i+m*j] + w_givens[j].s() * a[i+m*(n-1)]; 00021 a[i+m*(n-1)] = -w_givens[j].s() * a[i+m*j] + w_givens[j].c() * a[i+m*(n-1)]; 00022 a[i+m*j] = temp; 00023 } 00024 } 00025 00026 } // end namespace internal