/******************************************************************************* * 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_HOUSEHOLDER_H #define LIBND4J_HOUSEHOLDER_H #include "array/NDArray.h" namespace sd { namespace ops { namespace helpers { template class Householder { public: /** * this method calculates Householder matrix P = identity_matrix - coeff * w * w^T * P * x = [normX, 0, 0 , 0, ...] * coeff - scalar * w = [1, w1, w2, w3, ...] * w = u / u0 * u = x - |x|*e0 * u0 = x0 - |x| * e0 = [1, 0, 0 , 0, ...] * * x - input vector, remains unaffected */ // static NDArray evalHHmatrix(const NDArray& x); /** * this method evaluates data required for calculation of Householder matrix P = identity_matrix - coeff * w * w^T * P * x = [normX, 0, 0 , 0, ...] * coeff - scalar * w = [1, w1, w2, w3, ...] * w = u / u0 * u = x - |x|*e0 * u0 = x0 - |x| * e0 = [1, 0, 0 , 0, ...] * * x - input vector, remains unaffected * tail - the essential part of the vector w: [w1, w2, w3, ...] * normX - this scalar is the first non-zero element in vector resulting from Householder transformation -> (P*x) * coeff - scalar, scaling factor in Householder matrix formula */ static void evalHHmatrixData(const NDArray& x, NDArray& tail, T& coeff, T& normX); static void evalHHmatrixDataI(NDArray& x, T& coeff, T& normX); // in-place, x to be affected /** * this method mathematically multiplies input matrix on Householder from the left P * matrix * * matrix - input matrix * tail - the essential part of the Householder vector w: [w1, w2, w3, ...] * coeff - scalar, scaling factor in Householder matrix formula */ static void mulLeft(NDArray& matrix, const NDArray& tail, const T coeff); /** * this method mathematically multiplies input matrix on Householder from the right matrix * P * * matrix - input matrix * tail - the essential part of the Householder vector w: [w1, w2, w3, ...] * coeff - scalar, scaling factor in Householder matrix formula */ static void mulRight(NDArray& matrix, const NDArray& tail, const T coeff); }; // /** // * this function reduce given matrix to upper bidiagonal form (in-place operation), matrix must satisfy following condition rows >= cols // * // * matrix - input 2D matrix to be reduced to upper bidiagonal from // */ // template // void biDiagonalizeUp(NDArray& matrix); // /** // * given a matrix [m,n], this function computes its singular value decomposition matrix = u * s * v^T // * // * matrix - input 2D matrix to decompose, [m, n] // * u - unitary matrix containing left singular vectors of input matrix, [m, m] // * s - diagonal matrix with singular values of input matrix (non-negative) on the diagonal sorted in decreasing order, // * actually the mathematically correct dimension of s is [m, n], however for memory saving we work with s as vector [1, p], where p is smaller among m and n // * v - unitary matrix containing right singular vectors of input matrix, [n, n] // * calcUV - if true then u and v will be computed, in opposite case function works significantly faster // * fullUV - if false then only p (p is smaller among m and n) first columns of u and v will be calculated and their dimensions in this case are [m, p] and [n, p] // * // */ // void svd(const NDArray& matrix, NDArray& u, NDArray& s, NDArray& v, const bool calcUV = false, const bool fullUV = false) } } } #endif //LIBND4J_HOUSEHOLDER_H