// 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 class DoubleShiftQR { private: uword n; // Dimension of the matrix Mat mat_H; // A copy of the matrix to be factorised eT shift_s; // Shift constant eT shift_t; // Shift constant Mat ref_u; // Householder reflectors Col 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& 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& X, uword oi, uword oj, uword nrow, uword ncol, uword u_ind); public: inline DoubleShiftQR(uword size); inline DoubleShiftQR(const Mat& mat_obj, eT s, eT t); inline void compute(const Mat& mat_obj, eT s, eT t); inline Mat matrix_QtHQ(); inline void apply_QtY(Col& y); inline void apply_YQ(Mat& Y); }; } // namespace newarp