// 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 op_log_det //! @{ template inline bool op_log_det::apply_direct(typename T1::elem_type& out_val, typename T1::pod_type& out_sign, const Base& expr) { arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; // typedef typename T1::pod_type T; if(strip_diagmat::do_diagmat) { const strip_diagmat strip(expr.get_ref()); return op_log_det::apply_diagmat(out_val, out_sign, strip.M); } if(strip_trimat::do_trimat) { const strip_trimat strip(expr.get_ref()); return op_log_det::apply_trimat(out_val, out_sign, strip.M); } Mat A(expr.get_ref()); arma_debug_check( (A.is_square() == false), "log_det(): given matrix must be square sized" ); if(A.is_diagmat()) { return op_log_det::apply_diagmat(out_val, out_sign, A); } const bool is_triu = trimat_helper::is_triu(A); const bool is_tril = is_triu ? false : trimat_helper::is_tril(A); if(is_triu || is_tril) { return op_log_det::apply_trimat(out_val, out_sign, A); } // const bool try_sympd = arma_config::optimise_sym && sym_helper::guess_sympd(A); // // if(try_sympd) // { // arma_extra_debug_print("op_log_det: attempting sympd optimisation"); // // T out_val_real = T(0); // // const bool status = auxlib::log_det_sympd(out_val_real, A); // // if(status) // { // out_val = eT(out_val_real); // out_sign = T(1); // // return true; // } // // arma_extra_debug_print("op_log_det: sympd optimisation failed"); // // // restore A as it's destroyed by auxlib::log_det_sympd() // A = expr.get_ref(); // // // fallthrough to the next return statement // } return auxlib::log_det(out_val, out_sign, A); } template inline bool op_log_det::apply_diagmat(typename T1::elem_type& out_val, typename T1::pod_type& out_sign, const Base& expr) { arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; typedef typename T1::pod_type T; const diagmat_proxy A(expr.get_ref()); arma_debug_check( (A.n_rows != A.n_cols), "log_det(): given matrix must be square sized" ); const uword N = (std::min)(A.n_rows, A.n_cols); if(N == 0) { out_val = eT(0); out_sign = T(1); return true; } eT x = A[0]; T sign = (is_cx::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1); eT val = (is_cx::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x); for(uword i=1; i::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1); val += (is_cx::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x); } out_val = val; out_sign = sign; return (arma_isnan(out_val) == false); } template inline bool op_log_det::apply_trimat(typename T1::elem_type& out_val, typename T1::pod_type& out_sign, const Base& expr) { arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; typedef typename T1::pod_type T; const Proxy P(expr.get_ref()); const uword N = P.get_n_rows(); arma_debug_check( (N != P.get_n_cols()), "log_det(): given matrix must be square sized" ); if(N == 0) { out_val = eT(0); out_sign = T(1); return true; } eT x = P.at(0,0); T sign = (is_cx::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1); eT val = (is_cx::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x); for(uword i=1; i::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1); val += (is_cx::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x); } out_val = val; out_sign = sign; return (arma_isnan(out_val) == false); } // template inline bool op_log_det_sympd::apply_direct(typename T1::pod_type& out_val, const Base& expr) { arma_extra_debug_sigprint(); typedef typename T1::elem_type eT; typedef typename T1::pod_type T; Mat A(expr.get_ref()); arma_debug_check( (A.is_square() == false), "log_det_sympd(): given matrix must be square sized" ); if((arma_config::debug) && (arma_config::warn_level > 0) && (is_cx::yes) && (sym_helper::check_diag_imag(A) == false)) { arma_debug_warn_level(1, "log_det_sympd(): imaginary components on diagonal are non-zero"); } if(is_op_diagmat::value || A.is_diagmat()) { arma_extra_debug_print("op_log_det_sympd: detected diagonal matrix"); eT* colmem = A.memptr(); out_val = T(0); const uword N = A.n_rows; for(uword i=0; i::no ) { arma_debug_warn_level(1, "log_det_sympd(): given matrix is not symmetric"); } if(is_cx::yes) { arma_debug_warn_level(1, "log_det_sympd(): given matrix is not hermitian"); } } return auxlib::log_det_sympd(out_val, A); } //! @}