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authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
commiteda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch)
treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/fn_hess.hpp
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Move into version control
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+// SPDX-License-Identifier: Apache-2.0
+//
+// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
+// Copyright 2008-2016 National ICT Australia (NICTA)
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+// http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+// ------------------------------------------------------------------------
+
+
+//! \addtogroup fn_hess
+//! @{
+
+
+template<typename T1>
+inline
+bool
+hess
+ (
+ Mat<typename T1::elem_type>& H,
+ const Base<typename T1::elem_type,T1>& X,
+ const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
+ )
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ typedef typename T1::elem_type eT;
+
+ Col<eT> tao;
+
+ const bool status = auxlib::hess(H, X.get_ref(), tao);
+
+ if(H.n_rows > 2)
+ {
+ for(uword i=0; i < H.n_rows-2; ++i)
+ {
+ H(span(i+2, H.n_rows-1), i).zeros();
+ }
+ }
+
+ if(status == false)
+ {
+ H.soft_reset();
+ arma_debug_warn_level(3, "hess(): decomposition failed");
+ }
+
+ return status;
+ }
+
+
+
+template<typename T1>
+arma_warn_unused
+inline
+Mat<typename T1::elem_type>
+hess
+ (
+ const Base<typename T1::elem_type,T1>& X,
+ const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
+ )
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ typedef typename T1::elem_type eT;
+
+ Mat<eT> H;
+ Col<eT> tao;
+
+ const bool status = auxlib::hess(H, X.get_ref(), tao);
+
+ if(H.n_rows > 2)
+ {
+ for(uword i=0; i < H.n_rows-2; ++i)
+ {
+ H(span(i+2, H.n_rows-1), i).zeros();
+ }
+ }
+
+ if(status == false)
+ {
+ H.soft_reset();
+ arma_stop_runtime_error("hess(): decomposition failed");
+ }
+
+ return H;
+ }
+
+
+
+template<typename T1>
+inline
+bool
+hess
+ (
+ Mat<typename T1::elem_type>& U,
+ Mat<typename T1::elem_type>& H,
+ const Base<typename T1::elem_type,T1>& X,
+ const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
+ )
+ {
+ arma_extra_debug_sigprint();
+ arma_ignore(junk);
+
+ arma_debug_check( void_ptr(&U) == void_ptr(&H), "hess(): 'U' is an alias of 'H'" );
+
+ typedef typename T1::elem_type eT;
+
+ Col<eT> tao;
+
+ const bool status = auxlib::hess(H, X.get_ref(), tao);
+
+ if(H.n_rows == 0)
+ {
+ U.reset();
+ }
+ else
+ if(H.n_rows == 1)
+ {
+ U.ones(1, 1);
+ }
+ else
+ if(H.n_rows == 2)
+ {
+ U.eye(2, 2);
+ }
+ else
+ {
+ U.eye(size(H));
+
+ Col<eT> v;
+
+ for(uword i=0; i < H.n_rows-2; ++i)
+ {
+ // TODO: generate v in a more efficient manner;
+ // TODO: the .ones() operation is an overkill, as most of v is overwritten afterwards
+
+ v.ones(H.n_rows-i-1);
+
+ v(span(1, H.n_rows-i-2)) = H(span(i+2, H.n_rows-1), i);
+
+ U(span::all, span(i+1, H.n_rows-1)) -= tao(i) * (U(span::all, span(i+1, H.n_rows-1)) * v * v.t());
+ }
+
+ U(span::all, H.n_rows-1) = U(span::all, H.n_rows-1) * (eT(1) - tao(H.n_rows-2));
+
+ for(uword i=0; i < H.n_rows-2; ++i)
+ {
+ H(span(i+2, H.n_rows-1), i).zeros();
+ }
+ }
+
+ if(status == false)
+ {
+ U.soft_reset();
+ H.soft_reset();
+ arma_debug_warn_level(3, "hess(): decomposition failed");
+ }
+
+ return status;
+ }
+
+
+
+//! @}