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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
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treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/armadillo/include/armadillo_bits/newarp_UpperHessenbergQR_bones.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
+{
+
+
+//! Perform the QR decomposition of an upper Hessenberg matrix.
+template<typename eT>
+class UpperHessenbergQR
+ {
+ protected:
+
+ uword n;
+ Mat<eT> mat_T;
+ // Gi = [ cos[i] sin[i]]
+ // [-sin[i] cos[i]]
+ // Q = G1 * G2 * ... * G_{n-1}
+ Col<eT> rot_cos;
+ Col<eT> rot_sin;
+ bool computed;
+
+
+ public:
+
+ //! Default constructor. Computation can
+ //! be performed later by calling the compute() method.
+ inline UpperHessenbergQR();
+
+ //! Constructor to create an object that performs and stores the
+ //! QR decomposition of an upper Hessenberg matrix `mat_obj`.
+ inline UpperHessenbergQR(const Mat<eT>& mat_obj);
+
+ //! Conduct the QR factorisation of an upper Hessenberg matrix.
+ virtual void compute(const Mat<eT>& mat_obj);
+
+ //! Return the \f$RQ\f$ matrix, the multiplication of \f$R\f$ and \f$Q\f$,
+ //! which is an upper Hessenberg matrix.
+ virtual Mat<eT> matrix_RQ();
+
+ //! Apply the \f$Q\f$ matrix to another matrix \f$Y\f$.
+ inline void apply_YQ(Mat<eT>& Y);
+ };
+
+
+
+//! Perform the QR decomposition of a tridiagonal matrix, a special
+//! case of upper Hessenberg matrices.
+template<typename eT>
+class TridiagQR : public UpperHessenbergQR<eT>
+ {
+ public:
+
+ //! Default constructor. Computation can
+ //! be performed later by calling the compute() method.
+ inline TridiagQR();
+
+ //! Constructor to create an object that performs and stores the
+ //! QR decomposition of a tridiagonal matrix `mat_obj`.
+ inline TridiagQR(const Mat<eT>& mat_obj);
+
+ //! Conduct the QR factorisation of a tridiagonal matrix.
+ inline void compute(const Mat<eT>& mat_obj);
+
+ //! Return the \f$RQ\f$ matrix, the multiplication of \f$R\f$ and \f$Q\f$,
+ //! which is a tridiagonal matrix.
+ inline Mat<eT> matrix_RQ();
+ };
+
+
+} // namespace newarp