cavis/libnd4j/include/helpers/biDiagonalUp.h

/*******************************************************************************
 * Copyright (c) 2015-2018 Skymind, Inc.
 *
 * This program and the accompanying materials are made available under the
 * terms of the Apache License, Version 2.0 which is available at
 * https://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.
 *
 * SPDX-License-Identifier: Apache-2.0
 ******************************************************************************/

//
// Created by Yurii Shyrma on 18.12.2017.
//

#ifndef LIBND4J_BIDIAGONALUP_H
#define LIBND4J_BIDIAGONALUP_H

#include <helpers/hhSequence.h>
#include <array/NDArray.h>

namespace sd {
namespace ops {
namespace helpers {


class BiDiagonalUp {

    public:

        NDArray _HHmatrix;              // 2D Householder matrix
        NDArray _HHbidiag;              // vector which contains Householder coefficients
        NDArray _hhCoeffs;              // vector of Householder coefficients

        /**
        *  constructor
        *
        *  matrix - input matrix expected to be bi-diagonalized, remains unaffected
        */
        BiDiagonalUp(const NDArray& matrix);

        /**
        *  this method evaluates data (coeff, normX, tail) used in Householder transformation
        *  formula for Householder matrix: P = identity_matrix - coeff * w * w^T
        *  P * x = [normX, 0, 0 , 0, ...]
        *  coeff - scalar
        *  w = [1, w1, w2, w3, ...], "tail" is w except first unity element, that is "tail" = [w1, w2, w3, ...]
        *  tail and coeff are stored in _HHmatrix
        *  normX are stored in _HHbidiag
        */
        template <typename T>
        void _evalData();

        void evalData();

        /**
        *  this method evaluates product of Householder sequence matrices (transformations) acting on columns
        *
        *  type - type of sequence, type = 'u' (acting on columns) or type = 'v' (acting on rows)
        */
        template <typename T>
        HHsequence makeHHsequence_(const char type);

        HHsequence makeHHsequence(const char type);

};



}
}
}


#endif //LIBND4J_BIDIAGONALUP_H