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Diffstat (limited to 'src/armadillo/include/armadillo_bits/newarp_UpperHessenbergQR_bones.hpp')
-rw-r--r-- | src/armadillo/include/armadillo_bits/newarp_UpperHessenbergQR_bones.hpp | 86 |
1 files changed, 86 insertions, 0 deletions
diff --git a/src/armadillo/include/armadillo_bits/newarp_UpperHessenbergQR_bones.hpp b/src/armadillo/include/armadillo_bits/newarp_UpperHessenbergQR_bones.hpp new file mode 100644 index 0000000..4d07f8c --- /dev/null +++ b/src/armadillo/include/armadillo_bits/newarp_UpperHessenbergQR_bones.hpp @@ -0,0 +1,86 @@ +// 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 |