cavis/libnd4j/include/helpers/EigenValsAndVecs.h

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