1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
5 // Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10 
11 #ifndef EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
12 #define EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
13 
14 namespace Eigen {
15 
16 namespace internal {
17 template<typename _MatrixType> struct traits<ColPivHouseholderQR<_MatrixType> >
18  : traits<_MatrixType>
19 {
20   enum { Flags = 0 };
21 };
22 
23 } // end namespace internal
24 
25 /** \ingroup QR_Module
26   *
27   * \class ColPivHouseholderQR
28   *
29   * \brief Householder rank-revealing QR decomposition of a matrix with column-pivoting
30   *
31   * \tparam _MatrixType the type of the matrix of which we are computing the QR decomposition
32   *
33   * This class performs a rank-revealing QR decomposition of a matrix \b A into matrices \b P, \b Q and \b R
34   * such that
35   * \f[
36   *  \mathbf{A} \, \mathbf{P} = \mathbf{Q} \, \mathbf{R}
37   * \f]
38   * by using Householder transformations. Here, \b P is a permutation matrix, \b Q a unitary matrix and \b R an
39   * upper triangular matrix.
40   *
41   * This decomposition performs column pivoting in order to be rank-revealing and improve
42   * numerical stability. It is slower than HouseholderQR, and faster than FullPivHouseholderQR.
43   *
44   * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
45   *
46   * \sa MatrixBase::colPivHouseholderQr()
47   */
48 template<typename _MatrixType> class ColPivHouseholderQR
49 {
50   public:
51 
52     typedef _MatrixType MatrixType;
53     enum {
54       RowsAtCompileTime = MatrixType::RowsAtCompileTime,
55       ColsAtCompileTime = MatrixType::ColsAtCompileTime,
56       MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
57       MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
58     };
59     typedef typename MatrixType::Scalar Scalar;
60     typedef typename MatrixType::RealScalar RealScalar;
61     // FIXME should be int
62     typedef typename MatrixType::StorageIndex StorageIndex;
63     typedef typename internal::plain_diag_type<MatrixType>::type HCoeffsType;
64     typedef PermutationMatrix<ColsAtCompileTime, MaxColsAtCompileTime> PermutationType;
65     typedef typename internal::plain_row_type<MatrixType, Index>::type IntRowVectorType;
66     typedef typename internal::plain_row_type<MatrixType>::type RowVectorType;
67     typedef typename internal::plain_row_type<MatrixType, RealScalar>::type RealRowVectorType;
68     typedef HouseholderSequence<MatrixType,typename internal::remove_all<typename HCoeffsType::ConjugateReturnType>::type> HouseholderSequenceType;
69     typedef typename MatrixType::PlainObject PlainObject;
70 
71   private:
72 
73     typedef typename PermutationType::StorageIndex PermIndexType;
74 
75   public:
76 
77     /**
78     * \brief Default Constructor.
79     *
80     * The default constructor is useful in cases in which the user intends to
81     * perform decompositions via ColPivHouseholderQR::compute(const MatrixType&).
82     */
83     ColPivHouseholderQR()
84       : m_qr(),
85         m_hCoeffs(),
86         m_colsPermutation(),
87         m_colsTranspositions(),
88         m_temp(),
89         m_colNormsUpdated(),
90         m_colNormsDirect(),
91         m_isInitialized(false),
92         m_usePrescribedThreshold(false) {}
93 
94     /** \brief Default Constructor with memory preallocation
95       *
96       * Like the default constructor but with preallocation of the internal data
97       * according to the specified problem \a size.
98       * \sa ColPivHouseholderQR()
99       */
100     ColPivHouseholderQR(Index rows, Index cols)
101       : m_qr(rows, cols),
102         m_hCoeffs((std::min)(rows,cols)),
103         m_colsPermutation(PermIndexType(cols)),
104         m_colsTranspositions(cols),
105         m_temp(cols),
106         m_colNormsUpdated(cols),
107         m_colNormsDirect(cols),
108         m_isInitialized(false),
109         m_usePrescribedThreshold(false) {}
110 
111     /** \brief Constructs a QR factorization from a given matrix
112       *
113       * This constructor computes the QR factorization of the matrix \a matrix by calling
114       * the method compute(). It is a short cut for:
115       *
116       * \code
117       * ColPivHouseholderQR<MatrixType> qr(matrix.rows(), matrix.cols());
118       * qr.compute(matrix);
119       * \endcode
120       *
121       * \sa compute()
122       */
123     template<typename InputType>
124     explicit ColPivHouseholderQR(const EigenBase<InputType>& matrix)
125       : m_qr(matrix.rows(), matrix.cols()),
126         m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
127         m_colsPermutation(PermIndexType(matrix.cols())),
128         m_colsTranspositions(matrix.cols()),
129         m_temp(matrix.cols()),
130         m_colNormsUpdated(matrix.cols()),
131         m_colNormsDirect(matrix.cols()),
132         m_isInitialized(false),
133         m_usePrescribedThreshold(false)
134     {
135       compute(matrix.derived());
136     }
137 
138     /** \brief Constructs a QR factorization from a given matrix
139       *
140       * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
141       *
142       * \sa ColPivHouseholderQR(const EigenBase&)
143       */
144     template<typename InputType>
145     explicit ColPivHouseholderQR(EigenBase<InputType>& matrix)
146       : m_qr(matrix.derived()),
147         m_hCoeffs((std::min)(matrix.rows(),matrix.cols())),
148         m_colsPermutation(PermIndexType(matrix.cols())),
149         m_colsTranspositions(matrix.cols()),
150         m_temp(matrix.cols()),
151         m_colNormsUpdated(matrix.cols()),
152         m_colNormsDirect(matrix.cols()),
153         m_isInitialized(false),
154         m_usePrescribedThreshold(false)
155     {
156       computeInPlace();
157     }
158 
159     /** This method finds a solution x to the equation Ax=b, where A is the matrix of which
160       * *this is the QR decomposition, if any exists.
161       *
162       * \param b the right-hand-side of the equation to solve.
163       *
164       * \returns a solution.
165       *
166       * \note_about_checking_solutions
167       *
168       * \note_about_arbitrary_choice_of_solution
169       *
170       * Example: \include ColPivHouseholderQR_solve.cpp
171       * Output: \verbinclude ColPivHouseholderQR_solve.out
172       */
173     template<typename Rhs>
174     inline const Solve<ColPivHouseholderQR, Rhs>
175     solve(const MatrixBase<Rhs>& b) const
176     {
177       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
178       return Solve<ColPivHouseholderQR, Rhs>(*this, b.derived());
179     }
180 
181     HouseholderSequenceType householderQ() const;
182     HouseholderSequenceType matrixQ() const
183     {
184       return householderQ();
185     }
186 
187     /** \returns a reference to the matrix where the Householder QR decomposition is stored
188       */
189     const MatrixType& matrixQR() const
190     {
191       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
192       return m_qr;
193     }
194 
195     /** \returns a reference to the matrix where the result Householder QR is stored
196      * \warning The strict lower part of this matrix contains internal values.
197      * Only the upper triangular part should be referenced. To get it, use
198      * \code matrixR().template triangularView<Upper>() \endcode
199      * For rank-deficient matrices, use
200      * \code
201      * matrixR().topLeftCorner(rank(), rank()).template triangularView<Upper>()
202      * \endcode
203      */
204     const MatrixType& matrixR() const
205     {
206       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
207       return m_qr;
208     }
209 
210     template<typename InputType>
211     ColPivHouseholderQR& compute(const EigenBase<InputType>& matrix);
212 
213     /** \returns a const reference to the column permutation matrix */
214     const PermutationType& colsPermutation() const
215     {
216       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
217       return m_colsPermutation;
218     }
219 
220     /** \returns the absolute value of the determinant of the matrix of which
221       * *this is the QR decomposition. It has only linear complexity
222       * (that is, O(n) where n is the dimension of the square matrix)
223       * as the QR decomposition has already been computed.
224       *
225       * \note This is only for square matrices.
226       *
227       * \warning a determinant can be very big or small, so for matrices
228       * of large enough dimension, there is a risk of overflow/underflow.
229       * One way to work around that is to use logAbsDeterminant() instead.
230       *
231       * \sa logAbsDeterminant(), MatrixBase::determinant()
232       */
233     typename MatrixType::RealScalar absDeterminant() const;
234 
235     /** \returns the natural log of the absolute value of the determinant of the matrix of which
236       * *this is the QR decomposition. It has only linear complexity
237       * (that is, O(n) where n is the dimension of the square matrix)
238       * as the QR decomposition has already been computed.
239       *
240       * \note This is only for square matrices.
241       *
242       * \note This method is useful to work around the risk of overflow/underflow that's inherent
243       * to determinant computation.
244       *
245       * \sa absDeterminant(), MatrixBase::determinant()
246       */
247     typename MatrixType::RealScalar logAbsDeterminant() const;
248 
249     /** \returns the rank of the matrix of which *this is the QR decomposition.
250       *
251       * \note This method has to determine which pivots should be considered nonzero.
252       *       For that, it uses the threshold value that you can control by calling
253       *       setThreshold(const RealScalar&).
254       */
255     inline Index rank() const
256     {
257       using std::abs;
258       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
259       RealScalar premultiplied_threshold = abs(m_maxpivot) * threshold();
260       Index result = 0;
261       for(Index i = 0; i < m_nonzero_pivots; ++i)
262         result += (abs(m_qr.coeff(i,i)) > premultiplied_threshold);
263       return result;
264     }
265 
266     /** \returns the dimension of the kernel of the matrix of which *this is the QR decomposition.
267       *
268       * \note This method has to determine which pivots should be considered nonzero.
269       *       For that, it uses the threshold value that you can control by calling
270       *       setThreshold(const RealScalar&).
271       */
272     inline Index dimensionOfKernel() const
273     {
274       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
275       return cols() - rank();
276     }
277 
278     /** \returns true if the matrix of which *this is the QR decomposition represents an injective
279       *          linear map, i.e. has trivial kernel; false otherwise.
280       *
281       * \note This method has to determine which pivots should be considered nonzero.
282       *       For that, it uses the threshold value that you can control by calling
283       *       setThreshold(const RealScalar&).
284       */
285     inline bool isInjective() const
286     {
287       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
288       return rank() == cols();
289     }
290 
291     /** \returns true if the matrix of which *this is the QR decomposition represents a surjective
292       *          linear map; false otherwise.
293       *
294       * \note This method has to determine which pivots should be considered nonzero.
295       *       For that, it uses the threshold value that you can control by calling
296       *       setThreshold(const RealScalar&).
297       */
298     inline bool isSurjective() const
299     {
300       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
301       return rank() == rows();
302     }
303 
304     /** \returns true if the matrix of which *this is the QR decomposition is invertible.
305       *
306       * \note This method has to determine which pivots should be considered nonzero.
307       *       For that, it uses the threshold value that you can control by calling
308       *       setThreshold(const RealScalar&).
309       */
310     inline bool isInvertible() const
311     {
312       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
313       return isInjective() && isSurjective();
314     }
315 
316     /** \returns the inverse of the matrix of which *this is the QR decomposition.
317       *
318       * \note If this matrix is not invertible, the returned matrix has undefined coefficients.
319       *       Use isInvertible() to first determine whether this matrix is invertible.
320       */
321     inline const Inverse<ColPivHouseholderQR> inverse() const
322     {
323       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
324       return Inverse<ColPivHouseholderQR>(*this);
325     }
326 
327     inline Index rows() const { return m_qr.rows(); }
328     inline Index cols() const { return m_qr.cols(); }
329 
330     /** \returns a const reference to the vector of Householder coefficients used to represent the factor \c Q.
331       *
332       * For advanced uses only.
333       */
334     const HCoeffsType& hCoeffs() const { return m_hCoeffs; }
335 
336     /** Allows to prescribe a threshold to be used by certain methods, such as rank(),
337       * who need to determine when pivots are to be considered nonzero. This is not used for the
338       * QR decomposition itself.
339       *
340       * When it needs to get the threshold value, Eigen calls threshold(). By default, this
341       * uses a formula to automatically determine a reasonable threshold.
342       * Once you have called the present method setThreshold(const RealScalar&),
343       * your value is used instead.
344       *
345       * \param threshold The new value to use as the threshold.
346       *
347       * A pivot will be considered nonzero if its absolute value is strictly greater than
348       *  \f$ \vert pivot \vert \leqslant threshold \times \vert maxpivot \vert \f$
349       * where maxpivot is the biggest pivot.
350       *
351       * If you want to come back to the default behavior, call setThreshold(Default_t)
352       */
353     ColPivHouseholderQR& setThreshold(const RealScalar& threshold)
354     {
355       m_usePrescribedThreshold = true;
356       m_prescribedThreshold = threshold;
357       return *this;
358     }
359 
360     /** Allows to come back to the default behavior, letting Eigen use its default formula for
361       * determining the threshold.
362       *
363       * You should pass the special object Eigen::Default as parameter here.
364       * \code qr.setThreshold(Eigen::Default); \endcode
365       *
366       * See the documentation of setThreshold(const RealScalar&).
367       */
368     ColPivHouseholderQR& setThreshold(Default_t)
369     {
370       m_usePrescribedThreshold = false;
371       return *this;
372     }
373 
374     /** Returns the threshold that will be used by certain methods such as rank().
375       *
376       * See the documentation of setThreshold(const RealScalar&).
377       */
378     RealScalar threshold() const
379     {
380       eigen_assert(m_isInitialized || m_usePrescribedThreshold);
381       return m_usePrescribedThreshold ? m_prescribedThreshold
382       // this formula comes from experimenting (see "LU precision tuning" thread on the list)
383       // and turns out to be identical to Higham's formula used already in LDLt.
384                                       : NumTraits<Scalar>::epsilon() * RealScalar(m_qr.diagonalSize());
385     }
386 
387     /** \returns the number of nonzero pivots in the QR decomposition.
388       * Here nonzero is meant in the exact sense, not in a fuzzy sense.
389       * So that notion isn't really intrinsically interesting, but it is
390       * still useful when implementing algorithms.
391       *
392       * \sa rank()
393       */
394     inline Index nonzeroPivots() const
395     {
396       eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
397       return m_nonzero_pivots;
398     }
399 
400     /** \returns the absolute value of the biggest pivot, i.e. the biggest
401       *          diagonal coefficient of R.
402       */
403     RealScalar maxPivot() const { return m_maxpivot; }
404 
405     /** \brief Reports whether the QR factorization was succesful.
406       *
407       * \note This function always returns \c Success. It is provided for compatibility
408       * with other factorization routines.
409       * \returns \c Success
410       */
411     ComputationInfo info() const
412     {
413       eigen_assert(m_isInitialized && "Decomposition is not initialized.");
414       return Success;
415     }
416 
417     #ifndef EIGEN_PARSED_BY_DOXYGEN
418     template<typename RhsType, typename DstType>
419     EIGEN_DEVICE_FUNC
420     void _solve_impl(const RhsType &rhs, DstType &dst) const;
421     #endif
422 
423   protected:
424 
425     friend class CompleteOrthogonalDecomposition<MatrixType>;
426 
427     static void check_template_parameters()
428     {
429       EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
430     }
431 
432     void computeInPlace();
433 
434     MatrixType m_qr;
435     HCoeffsType m_hCoeffs;
436     PermutationType m_colsPermutation;
437     IntRowVectorType m_colsTranspositions;
438     RowVectorType m_temp;
439     RealRowVectorType m_colNormsUpdated;
440     RealRowVectorType m_colNormsDirect;
441     bool m_isInitialized, m_usePrescribedThreshold;
442     RealScalar m_prescribedThreshold, m_maxpivot;
443     Index m_nonzero_pivots;
444     Index m_det_pq;
445 };
446 
447 template<typename MatrixType>
448 typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::absDeterminant() const
449 {
450   using std::abs;
451   eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
452   eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
453   return abs(m_qr.diagonal().prod());
454 }
455 
456 template<typename MatrixType>
457 typename MatrixType::RealScalar ColPivHouseholderQR<MatrixType>::logAbsDeterminant() const
458 {
459   eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
460   eigen_assert(m_qr.rows() == m_qr.cols() && "You can't take the determinant of a non-square matrix!");
461   return m_qr.diagonal().cwiseAbs().array().log().sum();
462 }
463 
464 /** Performs the QR factorization of the given matrix \a matrix. The result of
465   * the factorization is stored into \c *this, and a reference to \c *this
466   * is returned.
467   *
468   * \sa class ColPivHouseholderQR, ColPivHouseholderQR(const MatrixType&)
469   */
470 template<typename MatrixType>
471 template<typename InputType>
472 ColPivHouseholderQR<MatrixType>& ColPivHouseholderQR<MatrixType>::compute(const EigenBase<InputType>& matrix)
473 {
474   m_qr = matrix.derived();
475   computeInPlace();
476   return *this;
477 }
478 
479 template<typename MatrixType>
480 void ColPivHouseholderQR<MatrixType>::computeInPlace()
481 {
482   check_template_parameters();
483 
484   // the column permutation is stored as int indices, so just to be sure:
485   eigen_assert(m_qr.cols()<=NumTraits<int>::highest());
486 
487   using std::abs;
488 
489   Index rows = m_qr.rows();
490   Index cols = m_qr.cols();
491   Index size = m_qr.diagonalSize();
492 
493   m_hCoeffs.resize(size);
494 
495   m_temp.resize(cols);
496 
497   m_colsTranspositions.resize(m_qr.cols());
498   Index number_of_transpositions = 0;
499 
500   m_colNormsUpdated.resize(cols);
501   m_colNormsDirect.resize(cols);
502   for (Index k = 0; k < cols; ++k) {
503     // colNormsDirect(k) caches the most recent directly computed norm of
504     // column k.
505     m_colNormsDirect.coeffRef(k) = m_qr.col(k).norm();
506     m_colNormsUpdated.coeffRef(k) = m_colNormsDirect.coeffRef(k);
507   }
508 
509   RealScalar threshold_helper =  numext::abs2<Scalar>(m_colNormsUpdated.maxCoeff() * NumTraits<Scalar>::epsilon()) / RealScalar(rows);
510   RealScalar norm_downdate_threshold = numext::sqrt(NumTraits<Scalar>::epsilon());
511 
512   m_nonzero_pivots = size; // the generic case is that in which all pivots are nonzero (invertible case)
513   m_maxpivot = RealScalar(0);
514 
515   for(Index k = 0; k < size; ++k)
516   {
517     // first, we look up in our table m_colNormsUpdated which column has the biggest norm
518     Index biggest_col_index;
519     RealScalar biggest_col_sq_norm = numext::abs2(m_colNormsUpdated.tail(cols-k).maxCoeff(&biggest_col_index));
520     biggest_col_index += k;
521 
522     // Track the number of meaningful pivots but do not stop the decomposition to make
523     // sure that the initial matrix is properly reproduced. See bug 941.
524     if(m_nonzero_pivots==size && biggest_col_sq_norm < threshold_helper * RealScalar(rows-k))
525       m_nonzero_pivots = k;
526 
527     // apply the transposition to the columns
528     m_colsTranspositions.coeffRef(k) = biggest_col_index;
529     if(k != biggest_col_index) {
530       m_qr.col(k).swap(m_qr.col(biggest_col_index));
531       std::swap(m_colNormsUpdated.coeffRef(k), m_colNormsUpdated.coeffRef(biggest_col_index));
532       std::swap(m_colNormsDirect.coeffRef(k), m_colNormsDirect.coeffRef(biggest_col_index));
533       ++number_of_transpositions;
534     }
535 
536     // generate the householder vector, store it below the diagonal
537     RealScalar beta;
538     m_qr.col(k).tail(rows-k).makeHouseholderInPlace(m_hCoeffs.coeffRef(k), beta);
539 
540     // apply the householder transformation to the diagonal coefficient
541     m_qr.coeffRef(k,k) = beta;
542 
543     // remember the maximum absolute value of diagonal coefficients
544     if(abs(beta) > m_maxpivot) m_maxpivot = abs(beta);
545 
546     // apply the householder transformation
547     m_qr.bottomRightCorner(rows-k, cols-k-1)
548         .applyHouseholderOnTheLeft(m_qr.col(k).tail(rows-k-1), m_hCoeffs.coeffRef(k), &m_temp.coeffRef(k+1));
549 
550     // update our table of norms of the columns
551     for (Index j = k + 1; j < cols; ++j) {
552       // The following implements the stable norm downgrade step discussed in
553       // http://www.netlib.org/lapack/lawnspdf/lawn176.pdf
554       // and used in LAPACK routines xGEQPF and xGEQP3.
555       // See lines 278-297 in http://www.netlib.org/lapack/explore-html/dc/df4/sgeqpf_8f_source.html
556       if (m_colNormsUpdated.coeffRef(j) != 0) {
557         RealScalar temp = abs(m_qr.coeffRef(k, j)) / m_colNormsUpdated.coeffRef(j);
558         temp = (RealScalar(1) + temp) * (RealScalar(1) - temp);
559         temp = temp < 0 ? 0 : temp;
560         RealScalar temp2 = temp * numext::abs2<Scalar>(m_colNormsUpdated.coeffRef(j) /
561                                                        m_colNormsDirect.coeffRef(j));
562         if (temp2 <= norm_downdate_threshold) {
563           // The updated norm has become too inaccurate so re-compute the column
564           // norm directly.
565           m_colNormsDirect.coeffRef(j) = m_qr.col(j).tail(rows - k - 1).norm();
566           m_colNormsUpdated.coeffRef(j) = m_colNormsDirect.coeffRef(j);
567         } else {
568           m_colNormsUpdated.coeffRef(j) *= numext::sqrt(temp);
569         }
570       }
571     }
572   }
573 
574   m_colsPermutation.setIdentity(PermIndexType(cols));
575   for(PermIndexType k = 0; k < size/*m_nonzero_pivots*/; ++k)
576     m_colsPermutation.applyTranspositionOnTheRight(k, PermIndexType(m_colsTranspositions.coeff(k)));
577 
578   m_det_pq = (number_of_transpositions%2) ? -1 : 1;
579   m_isInitialized = true;
580 }
581 
582 #ifndef EIGEN_PARSED_BY_DOXYGEN
583 template<typename _MatrixType>
584 template<typename RhsType, typename DstType>
585 void ColPivHouseholderQR<_MatrixType>::_solve_impl(const RhsType &rhs, DstType &dst) const
586 {
587   eigen_assert(rhs.rows() == rows());
588 
589   const Index nonzero_pivots = nonzeroPivots();
590 
591   if(nonzero_pivots == 0)
592   {
593     dst.setZero();
594     return;
595   }
596 
597   typename RhsType::PlainObject c(rhs);
598 
599   // Note that the matrix Q = H_0^* H_1^*... so its inverse is Q^* = (H_0 H_1 ...)^T
600   c.applyOnTheLeft(householderSequence(m_qr, m_hCoeffs)
601                     .setLength(nonzero_pivots)
602                     .transpose()
603     );
604 
605   m_qr.topLeftCorner(nonzero_pivots, nonzero_pivots)
606       .template triangularView<Upper>()
607       .solveInPlace(c.topRows(nonzero_pivots));
608 
609   for(Index i = 0; i < nonzero_pivots; ++i) dst.row(m_colsPermutation.indices().coeff(i)) = c.row(i);
610   for(Index i = nonzero_pivots; i < cols(); ++i) dst.row(m_colsPermutation.indices().coeff(i)).setZero();
611 }
612 #endif
613 
614 namespace internal {
615 
616 template<typename DstXprType, typename MatrixType>
617 struct Assignment<DstXprType, Inverse<ColPivHouseholderQR<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename ColPivHouseholderQR<MatrixType>::Scalar>, Dense2Dense>
618 {
619   typedef ColPivHouseholderQR<MatrixType> QrType;
620   typedef Inverse<QrType> SrcXprType;
621   static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename QrType::Scalar> &)
622   {
623     dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols()));
624   }
625 };
626 
627 } // end namespace internal
628 
629 /** \returns the matrix Q as a sequence of householder transformations.
630   * You can extract the meaningful part only by using:
631   * \code qr.householderQ().setLength(qr.nonzeroPivots()) \endcode*/
632 template<typename MatrixType>
633 typename ColPivHouseholderQR<MatrixType>::HouseholderSequenceType ColPivHouseholderQR<MatrixType>
634   ::householderQ() const
635 {
636   eigen_assert(m_isInitialized && "ColPivHouseholderQR is not initialized.");
637   return HouseholderSequenceType(m_qr, m_hCoeffs.conjugate());
638 }
639 
640 /** \return the column-pivoting Householder QR decomposition of \c *this.
641   *
642   * \sa class ColPivHouseholderQR
643   */
644 template<typename Derived>
645 const ColPivHouseholderQR<typename MatrixBase<Derived>::PlainObject>
646 MatrixBase<Derived>::colPivHouseholderQr() const
647 {
648   return ColPivHouseholderQR<PlainObject>(eval());
649 }
650 
651 } // end namespace Eigen
652 
653 #endif // EIGEN_COLPIVOTINGHOUSEHOLDERQR_H
654