1c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathnamespace Eigen { 2c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 3c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathnamespace internal { 4c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 5c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathtemplate <typename Scalar> 6c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamathvoid rwupdt( 7c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Matrix< Scalar, Dynamic, Dynamic > &r, 8c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath const Matrix< Scalar, Dynamic, 1> &w, 9c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Matrix< Scalar, Dynamic, 1> &b, 10c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Scalar alpha) 11c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath{ 12c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath typedef DenseIndex Index; 13c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 14c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath const Index n = r.cols(); 157faaa9f3f0df9d23790277834d426c3d992ac3baCarlos Hernandez eigen_assert(r.rows()>=n); 16c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath std::vector<JacobiRotation<Scalar> > givens(n); 17c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 18c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* Local variables */ 19c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath Scalar temp, rowj; 20c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 21c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* Function Body */ 22c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for (Index j = 0; j < n; ++j) { 23c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath rowj = w[j]; 24c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 25c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* apply the previous transformations to */ 26c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* r(i,j), i=0,1,...,j-1, and to w(j). */ 27c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath for (Index i = 0; i < j; ++i) { 28c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath temp = givens[i].c() * r(i,j) + givens[i].s() * rowj; 29c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath rowj = -givens[i].s() * r(i,j) + givens[i].c() * rowj; 30c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath r(i,j) = temp; 31c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 32c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 33c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* determine a givens rotation which eliminates w(j). */ 34c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath givens[j].makeGivens(-r(j,j), rowj); 35c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 36c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath if (rowj == 0.) 37c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath continue; // givens[j] is identity 38c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 39c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath /* apply the current transformation to r(j,j), b(j), and alpha. */ 40c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath r(j,j) = givens[j].c() * r(j,j) + givens[j].s() * rowj; 41c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath temp = givens[j].c() * b[j] + givens[j].s() * alpha; 42c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath alpha = -givens[j].s() * b[j] + givens[j].c() * alpha; 43c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath b[j] = temp; 44c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath } 45c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath} 46c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 47c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath} // end namespace internal 48c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath 49c981c48f5bc9aefeffc0bcb0cc3934c2fae179ddNarayan Kamath} // end namespace Eigen 50