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Diffstat (limited to 'src/armadillo/include/armadillo_bits/fn_log_det.hpp')
-rw-r--r-- | src/armadillo/include/armadillo_bits/fn_log_det.hpp | 157 |
1 files changed, 157 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/fn_log_det.hpp b/src/armadillo/include/armadillo_bits/fn_log_det.hpp new file mode 100644 index 0000000..3ea463e --- /dev/null +++ b/src/armadillo/include/armadillo_bits/fn_log_det.hpp @@ -0,0 +1,157 @@ +// 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_log_det +//! @{ + + + +//! log determinant of mat +template<typename T1> +inline +bool +log_det + ( + typename T1::elem_type& out_val, + typename T1::pod_type& out_sign, + 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; + typedef typename T1::pod_type T; + + const bool status = op_log_det::apply_direct(out_val, out_sign, X.get_ref()); + + if(status == false) + { + out_val = eT(Datum<T>::nan); + out_sign = T(0); + + arma_debug_warn_level(3, "log_det(): failed to find determinant"); + } + + return status; + } + + + +template<typename T1> +arma_warn_unused +inline +std::complex<typename T1::pod_type> +log_det + ( + 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; + typedef typename T1::pod_type T; + + eT out_val = eT(0); + T out_sign = T(0); + + const bool status = op_log_det::apply_direct(out_val, out_sign, X.get_ref()); + + if(status == false) + { + out_val = eT(Datum<T>::nan); + out_sign = T(0); + + arma_stop_runtime_error("log_det(): failed to find determinant"); + } + + return (out_sign >= T(1)) ? std::complex<T>(out_val) : (out_val + std::complex<T>(T(0),Datum<T>::pi)); + } + + + +// + + + +template<typename T1> +inline +bool +log_det_sympd + ( + typename T1::pod_type& out_val, + 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::pod_type T; + + out_val = T(0); + + const bool status = op_log_det_sympd::apply_direct(out_val, X.get_ref()); + + if(status == false) + { + out_val = Datum<T>::nan; + + arma_debug_warn_level(3, "log_det_sympd(): given matrix is not symmetric positive definite"); + } + + return status; + } + + + +template<typename T1> +arma_warn_unused +inline +typename T1::pod_type +log_det_sympd + ( + 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::pod_type T; + + T out_val = T(0); + + const bool status = op_log_det_sympd::apply_direct(out_val, X.get_ref()); + + if(status == false) + { + out_val = Datum<T>::nan; + + arma_stop_runtime_error("log_det_sympd(): given matrix is not symmetric positive definite"); + } + + return out_val; + } + + + +//! @} |