summaryrefslogtreecommitdiffstats
path: root/src/armadillo/include/armadillo_bits/newarp_DoubleShiftQR_bones.hpp
diff options
context:
space:
mode:
Diffstat (limited to 'src/armadillo/include/armadillo_bits/newarp_DoubleShiftQR_bones.hpp')
-rw-r--r--src/armadillo/include/armadillo_bits/newarp_DoubleShiftQR_bones.hpp76
1 files changed, 76 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/newarp_DoubleShiftQR_bones.hpp b/src/armadillo/include/armadillo_bits/newarp_DoubleShiftQR_bones.hpp
new file mode 100644
index 0000000..1599568
--- /dev/null
+++ b/src/armadillo/include/armadillo_bits/newarp_DoubleShiftQR_bones.hpp
@@ -0,0 +1,76 @@
+// 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>
+class DoubleShiftQR
+ {
+ private:
+
+ uword n; // Dimension of the matrix
+ Mat<eT> mat_H; // A copy of the matrix to be factorised
+ eT shift_s; // Shift constant
+ eT shift_t; // Shift constant
+ Mat<eT> ref_u; // Householder reflectors
+ Col<unsigned short> ref_nr; // How many rows does each reflector affects
+ // 3 - A general reflector
+ // 2 - A Givens rotation
+ // 1 - An identity transformation
+ const eT prec; // Approximately zero
+ const eT eps_rel;
+ const eT eps_abs;
+ bool computed; // Whether matrix has been factorised
+
+ inline void compute_reflector(const eT& x1, const eT& x2, const eT& x3, uword ind);
+ arma_inline void compute_reflector(const eT* x, uword ind);
+
+ // Update the block X = H(il:iu, il:iu)
+ inline void update_block(uword il, uword iu);
+
+ // P = I - 2 * u * u' = P'
+ // PX = X - 2 * u * (u'X)
+ inline void apply_PX(Mat<eT>& X, uword oi, uword oj, uword nrow, uword ncol, uword u_ind);
+
+ // x is a pointer to a vector
+ // Px = x - 2 * dot(x, u) * u
+ inline void apply_PX(eT* x, uword u_ind);
+
+ // XP = X - 2 * (X * u) * u'
+ inline void apply_XP(Mat<eT>& X, uword oi, uword oj, uword nrow, uword ncol, uword u_ind);
+
+
+ public:
+
+ inline DoubleShiftQR(uword size);
+
+ inline DoubleShiftQR(const Mat<eT>& mat_obj, eT s, eT t);
+
+ inline void compute(const Mat<eT>& mat_obj, eT s, eT t);
+
+ inline Mat<eT> matrix_QtHQ();
+
+ inline void apply_QtY(Col<eT>& y);
+
+ inline void apply_YQ(Mat<eT>& Y);
+ };
+
+
+} // namespace newarp