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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/newarp_DoubleShiftQR_meat.hpp
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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.
+// ------------------------------------------------------------------------
+
+
+namespace newarp
+{
+
+
+template<typename eT>
+inline
+void
+DoubleShiftQR<eT>::compute_reflector(const eT& x1, const eT& x2, const eT& x3, uword ind)
+ {
+ arma_extra_debug_sigprint();
+
+ // In general case the reflector affects 3 rows
+ ref_nr(ind) = 3;
+ eT x2x3 = eT(0);
+ // If x3 is zero, decrease nr by 1
+ if(std::abs(x3) < prec)
+ {
+ // If x2 is also zero, nr will be 1, and we can exit this function
+ if(std::abs(x2) < prec)
+ {
+ ref_nr(ind) = 1;
+ return;
+ }
+ else
+ {
+ ref_nr(ind) = 2;
+ }
+ x2x3 = std::abs(x2);
+ }
+ else
+ {
+ x2x3 = arma_hypot(x2, x3);
+ }
+
+ // x1' = x1 - rho * ||x||
+ // rho = -sign(x1), if x1 == 0, we choose rho = 1
+ eT x1_new = x1 - ((x1 <= 0) - (x1 > 0)) * arma_hypot(x1, x2x3);
+ eT x_norm = arma_hypot(x1_new, x2x3);
+ // Double check the norm of new x
+ if(x_norm < prec)
+ {
+ ref_nr(ind) = 1;
+ return;
+ }
+ ref_u(0, ind) = x1_new / x_norm;
+ ref_u(1, ind) = x2 / x_norm;
+ ref_u(2, ind) = x3 / x_norm;
+ }
+
+
+template<typename eT>
+arma_inline
+void
+DoubleShiftQR<eT>::compute_reflector(const eT* x, uword ind)
+ {
+ arma_extra_debug_sigprint();
+
+ compute_reflector(x[0], x[1], x[2], ind);
+ }
+
+
+
+template<typename eT>
+inline
+void
+DoubleShiftQR<eT>::update_block(uword il, uword iu)
+ {
+ arma_extra_debug_sigprint();
+
+ // Block size
+ uword bsize = iu - il + 1;
+
+ // If block size == 1, there is no need to apply reflectors
+ if(bsize == 1)
+ {
+ ref_nr(il) = 1;
+ return;
+ }
+
+ // For block size == 2, do a Givens rotation on M = X * X - s * X + t * I
+ if(bsize == 2)
+ {
+ // m00 = x00 * (x00 - s) + x01 * x10 + t
+ eT m00 = mat_H(il, il) * (mat_H(il, il) - shift_s) +
+ mat_H(il, il + 1) * mat_H(il + 1, il) +
+ shift_t;
+ // m10 = x10 * (x00 + x11 - s)
+ eT m10 = mat_H(il + 1, il) * (mat_H(il, il) + mat_H(il + 1, il + 1) - shift_s);
+ // This causes nr=2
+ compute_reflector(m00, m10, 0, il);
+ // Apply the reflector to X
+ apply_PX(mat_H, il, il, 2, n - il, il);
+ apply_XP(mat_H, 0, il, il + 2, 2, il);
+
+ ref_nr(il + 1) = 1;
+ return;
+ }
+
+ // For block size >=3, use the regular strategy
+ eT m00 = mat_H(il, il) * (mat_H(il, il) - shift_s) +
+ mat_H(il, il + 1) * mat_H(il + 1, il) +
+ shift_t;
+ eT m10 = mat_H(il + 1, il) * (mat_H(il, il) + mat_H(il + 1, il + 1) - shift_s);
+ // m20 = x21 * x10
+ eT m20 = mat_H(il + 2, il + 1) * mat_H(il + 1, il);
+ compute_reflector(m00, m10, m20, il);
+
+ // Apply the first reflector
+ apply_PX(mat_H, il, il, 3, n - il, il);
+ apply_XP(mat_H, 0, il, il + (std::min)(bsize, uword(4)), 3, il);
+
+ // Calculate the following reflectors
+ // If entering this loop, block size is at least 4.
+ for(uword i = 1; i < bsize - 2; i++)
+ {
+ compute_reflector(mat_H.colptr(il + i - 1) + il + i, il + i);
+ // Apply the reflector to X
+ apply_PX(mat_H, il + i, il + i - 1, 3, n + 1 - il - i, il + i);
+ apply_XP(mat_H, 0, il + i, il + (std::min)(bsize, uword(i + 4)), 3, il + i);
+ }
+
+ // The last reflector
+ // This causes nr=2
+ compute_reflector(mat_H(iu - 1, iu - 2), mat_H(iu, iu - 2), 0, iu - 1);
+ // Apply the reflector to X
+ apply_PX(mat_H, iu - 1, iu - 2, 2, n + 2 - iu, iu - 1);
+ apply_XP(mat_H, 0, iu - 1, il + bsize, 2, iu - 1);
+
+ ref_nr(iu) = 1;
+ }
+
+
+
+template<typename eT>
+inline
+void
+DoubleShiftQR<eT>::apply_PX(Mat<eT>& X, uword oi, uword oj, uword nrow, uword ncol, uword u_ind)
+ {
+ arma_extra_debug_sigprint();
+
+ if(ref_nr(u_ind) == 1) { return; }
+
+ // Householder reflectors at index u_ind
+ Col<eT> u(ref_u.colptr(u_ind), 3, false);
+
+ const uword stride = X.n_rows;
+ const eT u0_2 = 2 * u(0);
+ const eT u1_2 = 2 * u(1);
+
+ eT* xptr = &X(oi, oj);
+ if(ref_nr(u_ind) == 2 || nrow == 2)
+ {
+ for(uword i = 0; i < ncol; i++, xptr += stride)
+ {
+ eT tmp = u0_2 * xptr[0] + u1_2 * xptr[1];
+ xptr[0] -= tmp * u(0);
+ xptr[1] -= tmp * u(1);
+ }
+ }
+ else
+ {
+ const eT u2_2 = 2 * u(2);
+ for(uword i = 0; i < ncol; i++, xptr += stride)
+ {
+ eT tmp = u0_2 * xptr[0] + u1_2 * xptr[1] + u2_2 * xptr[2];
+ xptr[0] -= tmp * u(0);
+ xptr[1] -= tmp * u(1);
+ xptr[2] -= tmp * u(2);
+ }
+ }
+ }
+
+
+
+template<typename eT>
+inline
+void
+DoubleShiftQR<eT>::apply_PX(eT* x, uword u_ind)
+ {
+ arma_extra_debug_sigprint();
+
+ if(ref_nr(u_ind) == 1) { return; }
+
+ eT u0 = ref_u(0, u_ind),
+ u1 = ref_u(1, u_ind),
+ u2 = ref_u(2, u_ind);
+
+ // When the reflector only contains two elements, u2 has been set to zero
+ bool nr_is_2 = (ref_nr(u_ind) == 2);
+ eT dot2 = x[0] * u0 + x[1] * u1 + (nr_is_2 ? 0 : (x[2] * u2));
+ dot2 *= 2;
+ x[0] -= dot2 * u0;
+ x[1] -= dot2 * u1;
+ if(!nr_is_2) { x[2] -= dot2 * u2; }
+ }
+
+
+
+template<typename eT>
+inline
+void
+DoubleShiftQR<eT>::apply_XP(Mat<eT>& X, uword oi, uword oj, uword nrow, uword ncol, uword u_ind)
+ {
+ arma_extra_debug_sigprint();
+
+ if(ref_nr(u_ind) == 1) { return; }
+
+ // Householder reflectors at index u_ind
+ Col<eT> u(ref_u.colptr(u_ind), 3, false);
+ uword stride = X.n_rows;
+ const eT u0_2 = 2 * u(0);
+ const eT u1_2 = 2 * u(1);
+ eT* X0 = &X(oi, oj);
+ eT* X1 = X0 + stride; // X0 => X(oi, oj), X1 => X(oi, oj + 1)
+
+ if(ref_nr(u_ind) == 2 || ncol == 2)
+ {
+ // tmp = 2 * u0 * X0 + 2 * u1 * X1
+ // X0 => X0 - u0 * tmp
+ // X1 => X1 - u1 * tmp
+ for(uword i = 0; i < nrow; i++)
+ {
+ eT tmp = u0_2 * X0[i] + u1_2 * X1[i];
+ X0[i] -= tmp * u(0);
+ X1[i] -= tmp * u(1);
+ }
+ }
+ else
+ {
+ eT* X2 = X1 + stride; // X2 => X(oi, oj + 2)
+ const eT u2_2 = 2 * u(2);
+ for(uword i = 0; i < nrow; i++)
+ {
+ eT tmp = u0_2 * X0[i] + u1_2 * X1[i] + u2_2 * X2[i];
+ X0[i] -= tmp * u(0);
+ X1[i] -= tmp * u(1);
+ X2[i] -= tmp * u(2);
+ }
+ }
+ }
+
+
+
+template<typename eT>
+inline
+DoubleShiftQR<eT>::DoubleShiftQR(uword size)
+ : n(size)
+ , prec(std::numeric_limits<eT>::epsilon())
+ , eps_rel(prec)
+ , eps_abs(prec)
+ , computed(false)
+ {
+ arma_extra_debug_sigprint();
+ }
+
+
+
+template<typename eT>
+inline
+DoubleShiftQR<eT>::DoubleShiftQR(const Mat<eT>& mat_obj, eT s, eT t)
+ : n(mat_obj.n_rows)
+ , mat_H(n, n)
+ , shift_s(s)
+ , shift_t(t)
+ , ref_u(3, n)
+ , ref_nr(n)
+ , prec(std::numeric_limits<eT>::epsilon())
+ , eps_rel(prec)
+ , eps_abs(prec)
+ , computed(false)
+ {
+ arma_extra_debug_sigprint();
+
+ compute(mat_obj, s, t);
+ }
+
+
+
+template<typename eT>
+void
+DoubleShiftQR<eT>::compute(const Mat<eT>& mat_obj, eT s, eT t)
+ {
+ arma_extra_debug_sigprint();
+
+ arma_debug_check( (mat_obj.is_square() == false), "newarp::DoubleShiftQR::compute(): matrix must be square" );
+
+ n = mat_obj.n_rows;
+ mat_H.set_size(n, n);
+ shift_s = s;
+ shift_t = t;
+ ref_u.set_size(3, n);
+ ref_nr.set_size(n);
+
+ // Make a copy of mat_obj
+ mat_H = mat_obj;
+
+ // Obtain the indices of zero elements in the subdiagonal,
+ // so that H can be divided into several blocks
+ std::vector<uword> zero_ind;
+ zero_ind.reserve(n - 1);
+ zero_ind.push_back(0);
+ eT* Hii = mat_H.memptr();
+ for(uword i = 0; i < n - 2; i++, Hii += (n + 1))
+ {
+ // Hii[1] => mat_H(i + 1, i)
+ const eT h = std::abs(Hii[1]);
+ if(h <= eps_abs || h <= eps_rel * (std::abs(Hii[0]) + std::abs(Hii[n + 1])))
+ {
+ Hii[1] = 0;
+ zero_ind.push_back(i + 1);
+ }
+ // Make sure mat_H is upper Hessenberg
+ // Zero the elements below mat_H(i + 1, i)
+ std::fill(Hii + 2, Hii + n - i, eT(0));
+ }
+ zero_ind.push_back(n);
+
+ for(std::vector<uword>::size_type i = 0; i < zero_ind.size() - 1; i++)
+ {
+ uword start = zero_ind[i];
+ uword end = zero_ind[i + 1] - 1;
+ // Compute refelctors from each block X
+ update_block(start, end);
+ }
+
+ computed = true;
+ }
+
+
+
+template<typename eT>
+Mat<eT>
+DoubleShiftQR<eT>::matrix_QtHQ()
+ {
+ arma_extra_debug_sigprint();
+
+ arma_debug_check( (computed == false), "newarp::DoubleShiftQR::matrix_QtHQ(): need to call compute() first" );
+
+ return mat_H;
+ }
+
+
+
+template<typename eT>
+inline
+void
+DoubleShiftQR<eT>::apply_QtY(Col<eT>& y)
+ {
+ arma_extra_debug_sigprint();
+
+ arma_debug_check( (computed == false), "newarp::DoubleShiftQR::apply_QtY(): need to call compute() first" );
+
+ eT* y_ptr = y.memptr();
+ for(uword i = 0; i < n - 1; i++, y_ptr++)
+ {
+ apply_PX(y_ptr, i);
+ }
+ }
+
+
+
+template<typename eT>
+inline
+void
+DoubleShiftQR<eT>::apply_YQ(Mat<eT>& Y)
+ {
+ arma_extra_debug_sigprint();
+
+ arma_debug_check( (computed == false), "newarp::DoubleShiftQR::apply_YQ(): need to call compute() first" );
+
+ uword nrow = Y.n_rows;
+ for(uword i = 0; i < n - 2; i++)
+ {
+ apply_XP(Y, 0, i, nrow, 3, i);
+ }
+
+ apply_XP(Y, 0, n - 2, nrow, 2, n - 2);
+ }
+
+
+} // namespace newarp