83 lines
2.4 KiB
C++
83 lines
2.4 KiB
C++
/* ******************************************************************************
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*
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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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* See the NOTICE file distributed with this work for additional
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* information regarding copyright ownership.
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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 18.12.2017.
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//
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#ifndef LIBND4J_BIDIAGONALUP_H
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#define LIBND4J_BIDIAGONALUP_H
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#include <helpers/hhSequence.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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class BiDiagonalUp {
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public:
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NDArray _HHmatrix; // 2D Householder matrix
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NDArray _HHbidiag; // vector which contains Householder coefficients
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NDArray _hhCoeffs; // vector of Householder coefficients
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/**
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* constructor
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*
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* matrix - input matrix expected to be bi-diagonalized, remains unaffected
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*/
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BiDiagonalUp(const NDArray& matrix);
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/**
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* this method evaluates data (coeff, normX, tail) used in Householder transformation
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* formula for Householder matrix: P = identity_matrix - coeff * w * w^T
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* P * x = [normX, 0, 0 , 0, ...]
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* coeff - scalar
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* w = [1, w1, w2, w3, ...], "tail" is w except first unity element, that is "tail" = [w1, w2, w3, ...]
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* tail and coeff are stored in _HHmatrix
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* normX are stored in _HHbidiag
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*/
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template <typename T>
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void _evalData();
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void evalData();
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/**
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* this method evaluates product of Householder sequence matrices (transformations) acting on columns
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*
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* type - type of sequence, type = 'u' (acting on columns) or type = 'v' (acting on rows)
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*/
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template <typename T>
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HHsequence makeHHsequence_(const char type);
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HHsequence makeHHsequence(const char type);
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};
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}
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}
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}
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#endif //LIBND4J_BIDIAGONALUP_H
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