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Diffstat (limited to 'src/armadillo/include/armadillo_bits/fn_hess.hpp')
-rw-r--r-- | src/armadillo/include/armadillo_bits/fn_hess.hpp | 174 |
1 files changed, 174 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/fn_hess.hpp b/src/armadillo/include/armadillo_bits/fn_hess.hpp new file mode 100644 index 0000000..adf31d6 --- /dev/null +++ b/src/armadillo/include/armadillo_bits/fn_hess.hpp @@ -0,0 +1,174 @@ +// 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; + } + + + +//! @} |