87 lines
2.8 KiB
C++
87 lines
2.8 KiB
C++
/*******************************************************************************
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* Copyright (c) 2020 Konduit K.K.
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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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// @author Yurii Shyrma (iuriish@yahoo.com)
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//
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#ifndef LIBND4J_EIGENVALSANDVECS_H
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#define LIBND4J_EIGENVALSANDVECS_H
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#include <array/NDArray.h>
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namespace sd {
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namespace ops {
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namespace helpers {
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// this class calculates eigenvalues and eigenvectors of given input matrix
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template <typename T>
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class EigenValsAndVecs {
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public:
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// suppose we got input square NxN matrix
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NDArray _Vals; // {N,2} matrix of eigenvalues, 2 means real and imaginary part
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NDArray _Vecs; // {N,N,2} matrix, whose columns are the eigenvectors (complex), 2 means real and imaginary part
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explicit EigenValsAndVecs(const NDArray& matrix);
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//////////////////////////////////////////////////////////////////////////
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FORCEINLINE static void divideComplexNums(const T& a1, const T& b1, const T& a2, const T& b2, T& a3, T& b3) {
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T norm2 = a2*a2 + b2*b2;
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a3 = (a1*a2 + b1*b2) / norm2;
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b3 = (a2*b1 - a1*b2) / norm2;
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}
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//////////////////////////////////////////////////////////////////////////
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FORCEINLINE static void multiplyComplexNums(const T& a1, const T& b1, const T& a2, const T& b2, T& a3, T& b3) {
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a3 = (a1*a2 - b1*b2);
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b3 = (a1*b2 + b1*a2);
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}
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//////////////////////////////////////////////////////////////////////////
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FORCEINLINE static void sqrtComplexNum(T& a, T& b) {
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T norm = math::nd4j_sqrt<T,T>(a*a + b*b);
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if(b < (T)0)
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b = -math::nd4j_sqrt<T,T>((T)0.5 * (norm - a));
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else
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b = math::nd4j_sqrt<T,T>((T)0.5 * (norm - a));
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a = math::nd4j_sqrt<T,T>((T)0.5 * (norm + a));
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}
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private:
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void calcEigenVals(const NDArray& schurMatrixT); // calculates _Vals
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void calcPseudoEigenVecs(NDArray& schurMatrixT, NDArray& schurMatrixU); // makes changes both in schurMatrixT(NxN) and schurMatrixU(NxN), also calculates and stores pseudo-eigenvectors (real) in schurMatrixU columns
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void calcEigenVecs(const NDArray& schurMatrixU); // calculates _Vecs
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};
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}
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}
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}
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#endif //LIBND4J_EIGENVALSANDVECS_H
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