112 lines
3.2 KiB
C
112 lines
3.2 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 03.01.2018
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//
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#ifndef LIBND4J_SVD_H
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#define LIBND4J_SVD_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 SVD {
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public:
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int _switchSize = 10;
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NDArray _m;
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NDArray _s;
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NDArray _u;
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NDArray _v;
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int _diagSize;
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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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/**
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* constructor
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*/
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SVD(const NDArray& matrix, const int switchSize, const bool calcV, const bool calcU, const bool fullUV);
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SVD(const NDArray& matrix, const int switchSize, const bool calcV, const bool calcU, const bool fullUV, const char t);
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void deflation1(int col1, int shift, int ind, int size);
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void deflation2(int col1U , int col1M, int row1W, int col1W, int ind1, int ind2, int size);
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void deflation(int col1, int col2, int ind, int row1W, int col1W, int shift);
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// FIXME: proper T support required here
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T secularEq(const T diff, const NDArray& col0, const NDArray& diag, const NDArray &permut, const NDArray& diagShifted, const T shift);
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void calcSingVals(const NDArray& col0, const NDArray& diag, const NDArray& permut, NDArray& singVals, NDArray& shifts, NDArray& mus);
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void perturb(const NDArray& col0, const NDArray& diag, const NDArray& permut, const NDArray& singVals, const NDArray& shifts, const NDArray& mus, NDArray& zhat);
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void calcSingVecs(const NDArray& zhat, const NDArray& diag, const NDArray& perm, const NDArray& singVals, const NDArray& shifts, const NDArray& mus, NDArray& U, NDArray& V);
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void calcBlockSVD(int firstCol, int size, NDArray& U, NDArray& singVals, NDArray& V);
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void DivideAndConquer(int col1, int col2, int row1W, int col1W, int shift);
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void exchangeUV(const HHsequence& hhU, const HHsequence& hhV, const NDArray& U, const NDArray& V);
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void evalData(const NDArray& matrix);
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FORCEINLINE NDArray& getS();
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FORCEINLINE NDArray& getU();
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FORCEINLINE NDArray& getV();
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};
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//////////////////////////////////////////////////////////////////////////
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template <typename T>
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FORCEINLINE NDArray& SVD<T>::getS() {
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return _s;
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}
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//////////////////////////////////////////////////////////////////////////
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template <typename T>
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FORCEINLINE NDArray& SVD<T>::getU() {
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return _u;
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}
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//////////////////////////////////////////////////////////////////////////
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template <typename T>
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FORCEINLINE NDArray& SVD<T>::getV() {
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return _v;
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}
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}
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}
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}
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#endif //LIBND4J_SVD_H
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