73 lines
1.9 KiB
C
73 lines
1.9 KiB
C
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/*******************************************************************************
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* Copyright (c) 2015-2018 Skymind, Inc.
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*
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* This program and the accompanying materials are made available under the
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* terms of the Apache License, Version 2.0 which is available at
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* https://www.apache.org/licenses/LICENSE-2.0.
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*
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* SPDX-License-Identifier: Apache-2.0
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******************************************************************************/
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//
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// Created by Yurii Shyrma on 11.01.2018
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//
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#ifndef LIBND4J_JACOBISVD_H
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#define LIBND4J_JACOBISVD_H
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#include <hhSequence.h>
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#include "NDArray.h"
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namespace nd4j {
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namespace ops {
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namespace helpers {
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template <typename T>
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class JacobiSVD {
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public:
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NDArray _m;
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NDArray _s; // vector with singular values
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NDArray _u;
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NDArray _v;
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int _diagSize;
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int _rows;
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int _cols;
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// bool _transp;
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bool _calcU;
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bool _calcV;
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bool _fullUV;
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JacobiSVD(const NDArray& matrix, const bool calcU, const bool calcV, const bool fullUV);
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bool isBlock2x2NotDiag(NDArray& block, int p, int q, T& maxElem);
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static bool createJacobiRotation(const T& x, const T& y, const T& z, NDArray& rotation);
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static void svd2x2(const NDArray& block, int p, int q, NDArray& left, NDArray& right);
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static void mulRotationOnLeft(const int i, const int j, NDArray& block, const NDArray& rotation);
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static void mulRotationOnRight(const int i, const int j, NDArray& block, const NDArray& rotation);
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void evalData(const NDArray& matrix);
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};
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}
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}
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}
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#endif //LIBND4J_JACOBISVD_H
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