cavis/libnd4j/include/helpers/biDiagonalUp.h

83 lines
2.4 KiB
C++

/* ******************************************************************************
*
*
* 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.
*
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership.
* 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