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Lucas-HaubertLucas-Haubert
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eigenvalues: RealQZ
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7 files changed

+147
-13
lines changed

7 files changed

+147
-13
lines changed

‎CMakeLists.txt‎

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@@ -239,6 +239,7 @@ set(${PROJECT_NAME}_DECOMPOSITIONS_HEADERS
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include/eigenpy/decompositions/GeneralizedEigenSolver.hpp
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include/eigenpy/decompositions/GeneralizedSelfAdjointEigenSolver.hpp
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include/eigenpy/decompositions/HessenbergDecomposition.hpp
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include/eigenpy/decompositions/RealQZ.hpp
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include/eigenpy/decompositions/ComplexEigenSolver.hpp
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include/eigenpy/decompositions/ComplexSchur.hpp
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include/eigenpy/decompositions/PermutationMatrix.hpp
@@ -333,6 +334,7 @@ set(${PROJECT_NAME}_DECOMPOSITIONS_SOURCES
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src/decompositions/jacobisvd-solver.cpp
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src/decompositions/fullpivlu-solver.cpp
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src/decompositions/hessenberg-decomposition.cpp
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src/decompositions/real-qz.cpp
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src/decompositions/partialpivlu-solver.cpp
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src/decompositions/minres-solver.cpp
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src/decompositions/sparse-lu-solver.cpp

‎include/eigenpy/decompositions/HessenbergDecomposition.hpp‎

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@@ -24,26 +24,29 @@ struct HessenbergDecompositionVisitor
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template <class PyClass>
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void visit(PyClass& cl) const {
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cl.def(bp::init<Eigen::DenseIndex>(
28-
bp::arg("size"), "Default constructor; the decomposition will be computed later. "))
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.def(bp::init<MatrixType>(bp::arg("matrix"),
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cl
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.def(bp::init<Eigen::DenseIndex>(
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bp::arg("size"),
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"Default constructor; the decomposition will be computed later. "))
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.def(bp::init<MatrixType>(
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bp::arg("matrix"),
3033
"Constructor; computes Hessenberg decomposition of given matrix. "))
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.def("compute",
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&HessenbergDecompositionVisitor::compute_proxy<MatrixType>,
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bp::args("self", "A"),
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"Computes Hessenberg decomposition of given matrix. ",
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bp::return_self<>())
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.def("compute",
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(Solver &
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(Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) &
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Solver::compute,
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bp::args("self", "A"),
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"Computes Hessenberg decomposition of given matrix. ",
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bp::return_self<>())
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.def(
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"compute",
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(Solver & (Solver::*)(const Eigen::EigenBase<MatrixType>& matrix)) &
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Solver::compute,
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bp::args("self", "A"),
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"Computes Hessenberg decomposition of given matrix. ",
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bp::return_self<>())
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45-
.def("householderCoefficients", &Solver::householderCoefficients, bp::arg("self"),
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"Returns the Householder coefficients. ",
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.def("householderCoefficients", &Solver::householderCoefficients,
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bp::arg("self"), "Returns the Householder coefficients. ",
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bp::return_value_policy<bp::copy_const_reference>())
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// matrixH
@@ -68,7 +71,8 @@ struct HessenbergDecompositionVisitor
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private:
7073
template <typename MatrixType>
71-
static Solver& compute_proxy(Solver& self, const Eigen::EigenBase<MatrixType>& matrix) {
74+
static Solver& compute_proxy(Solver& self,
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const Eigen::EigenBase<MatrixType>& matrix) {
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return self.compute(matrix);
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}
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};

‎include/eigenpy/decompositions/RealQZ.hpp‎

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@@ -0,0 +1,93 @@
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/*
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* Copyright 2020 INRIA
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*/
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#ifndef __eigenpy_decompositions_generalized_real_qz_hpp__
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#define __eigenpy_decompositions_generalized_real_qz_hpp__
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8+
#include <Eigen/Core>
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#include <Eigen/Eigenvalues>
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#include "eigenpy/eigen-to-python.hpp"
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#include "eigenpy/eigenpy.hpp"
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#include "eigenpy/utils/scalar-name.hpp"
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namespace eigenpy {
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template <typename _MatrixType>
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struct RealQZVisitor
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: public boost::python::def_visitor<
20+
RealQZVisitor<_MatrixType>> {
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typedef _MatrixType MatrixType;
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typedef typename MatrixType::Scalar Scalar;
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typedef Eigen::RealQZ<MatrixType> Solver;
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25+
template <class PyClass>
26+
void visit(PyClass& cl) const {
27+
cl.def(bp::init<Eigen::DenseIndex>(
28+
bp::arg("size"), "Default constructor. "))
29+
.def(bp::init<MatrixType, MatrixType, bp::optional<bool>>(
30+
bp::args("A", "B", "computeQZ"),
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"Constructor; computes real QZ decomposition of given matrices. "))
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.def("compute",
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&RealQZVisitor::compute_proxy<MatrixType>,
35+
bp::args("self", "A", "B"),
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"Computes QZ decomposition of given matrix. ",
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bp::return_self<>())
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.def("compute",
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(Solver &
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(Solver::*)(const MatrixType& A, const MatrixType& B, bool)) &
41+
Solver::compute,
42+
bp::args("self", "A", "B", "computeEigenvectors"),
43+
"Computes QZ decomposition of given matrix. ",
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bp::return_self<>())
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.def("info", &Solver::info, bp::arg("self"),
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"NumericalIssue if the input contains INF or NaN values or "
48+
"overflow occured. Returns Success otherwise.")
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50+
.def("matrixQ", &Solver::matrixQ, bp::arg("self"),
51+
"Returns matrix Q in the QZ decomposition. ",
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bp::return_value_policy<bp::copy_const_reference>())
53+
.def("matrixS", &Solver::matrixS, bp::arg("self"),
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"Returns matrix S in the QZ decomposition. ",
55+
bp::return_value_policy<bp::copy_const_reference>())
56+
.def("matrixT", &Solver::matrixT, bp::arg("self"),
57+
"Returns matrix T in the QZ decomposition. ",
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bp::return_value_policy<bp::copy_const_reference>())
59+
.def("matrixZ", &Solver::matrixZ, bp::arg("self"),
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"Returns matrix Z in the QZ decomposition. ",
61+
bp::return_value_policy<bp::copy_const_reference>())
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63+
.def("iterations", &Solver::iterations, bp::arg("self"),
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"Returns number of performed QR-like iterations. ")
65+
.def("setMaxIterations", &Solver::setMaxIterations,
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bp::args("self", "max_iter"),
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"Sets the maximum number of iterations allowed.",
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bp::return_self<>());
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}
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71+
static void expose() {
72+
static const std::string classname =
73+
"RealQZVisitorSolver" + scalar_name<Scalar>::shortname();
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expose(classname);
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}
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static void expose(const std::string& name) {
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bp::class_<Solver>(name.c_str(), bp::no_init)
79+
.def(RealQZVisitor())
80+
.def(IdVisitor<Solver>());
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}
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private:
84+
template <typename MatrixType>
85+
static Solver& compute_proxy(Solver& self, const MatrixType& A,
86+
const MatrixType& B) {
87+
return self.compute(A, B);
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}
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};
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} // namespace eigenpy
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#endif // ifndef __eigenpy_decompositions_generalized_real_qz_hpp__

‎src/decompositions/decompositions.cpp‎

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@@ -13,6 +13,7 @@ void exposeGeneralizedEigenSolver();
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void exposeSelfAdjointEigenSolver();
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void exposeGeneralizedSelfAdjointEigenSolver();
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void exposeHessenbergDecomposition();
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void exposeRealQZ();
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void exposeComplexEigenSolver();
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void exposeComplexSchur();
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void exposeLLTSolver();
@@ -37,6 +38,7 @@ void exposeDecompositions() {
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exposeSelfAdjointEigenSolver();
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exposeGeneralizedSelfAdjointEigenSolver();
3940
exposeHessenbergDecomposition();
41+
exposeRealQZ();
4042
exposeComplexEigenSolver();
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exposeComplexSchur();
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exposeLLTSolver();

‎src/decompositions/real-qz.cpp‎

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@@ -0,0 +1,13 @@
1+
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/*
3+
* Copyright 2024 INRIA
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*/
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6+
#include "eigenpy/decompositions/RealQZ.hpp"
7+
8+
namespace eigenpy {
9+
void exposeRealQZ() {
10+
using namespace Eigen;
11+
RealQZVisitor<MatrixXd>::expose("RealQZ");
12+
}
13+
} // namespace eigenpy

‎unittest/CMakeLists.txt‎

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@@ -159,6 +159,8 @@ add_python_eigenpy_lib_unit_test(
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"py-hessenberg-decomposition"
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"unittest/python/test_hessenberg_decomposition.py")
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162+
add_python_eigenpy_lib_unit_test("py-real-qz" "unittest/python/test_real_qz.py")
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162164
add_python_eigenpy_lib_unit_test("py-LLT" "unittest/python/test_LLT.py")
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add_python_eigenpy_lib_unit_test("py-LDLT" "unittest/python/test_LDLT.py")

‎unittest/python/test_real_qz.py‎

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1+
import numpy as np
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3+
import eigenpy
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5+
dim = 100
6+
rng = np.random.default_rng()
7+
A = rng.random((dim, dim))
8+
B = rng.random((dim, dim))
9+
10+
realqz = eigenpy.RealQZ(A, B)
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12+
Q = realqz.matrixQ()
13+
S = realqz.matrixS()
14+
Z = realqz.matrixZ()
15+
T = realqz.matrixT()
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17+
assert eigenpy.is_approx(A, Q @ S @ Z)
18+
assert eigenpy.is_approx(B, Q @ T @ Z)

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