* - start working on implementation of sqrtm op Signed-off-by: Yurii <iuriish@yahoo.com> * - improving householder procedure Signed-off-by: Yurii <iuriish@yahoo.com> * - further polishing householder stuff Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing hh pivoting qr procedure Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing BiDiagonalUp procedure Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing householder sequence class Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing jacobi svd class Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing svd stuff 1 Signed-off-by: Yurii <iuriish@yahoo.com> * - polishing svd stuff 2 Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation and testing class which performs Hessenberg decomposition of square matrix Signed-off-by: Yurii <iuriish@yahoo.com> * - add static method to JacobiSVD class which makes the continuous Givens rotation generation algorithm Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation and testing auxiliary methods of Schur decomp class Signed-off-by: Yurii <iuriish@yahoo.com> * some references here and there Signed-off-by: raver119 <raver119@gmail.com> * - trying figure out difference between eigen and our Schur alg Signed-off-by: Yurii <iuriish@yahoo.com> * - testing fixing bugs in Schur decomposition op Signed-off-by: Yurii <iuriish@yahoo.com> * - start to implement class which performs calculation of eigen values and vectors Signed-off-by: Yurii <iuriish@yahoo.com> * - add to EigenValsAndVecs method which calculates complex eigen vectors Signed-off-by: Yurii <iuriish@yahoo.com> * - testing and fixing bugs in EigenValsAndVecs class Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation and testing triangularSolver class Signed-off-by: Yurii <iuriish@yahoo.com> * Added a 2D routine for triangular systems solve. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored triangularSolve2D routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored another test for triangularSolve2D. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored test for triangularSolve for vector-bar case. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored triangularSolve2D routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * - implementation of FullPivLU class Signed-off-by: Yurii <iuriish@yahoo.com> * - fix bugs in FullPivLU::solve method Signed-off-by: Yurii <iuriish@yahoo.com> * - correct permutation vector in FullPivLU::solve Signed-off-by: Yurii <iuriish@yahoo.com> * - correct include headers Signed-off-by: Yurii <iuriish@yahoo.com> * - implementation of Sqrtm class Signed-off-by: Yurii <iuriish@yahoo.com> * - testing and fixing bugs in Sqrtm class Signed-off-by: Yurii <iuriish@yahoo.com> * - include sqrtm classes to cuda folder, investigate in what places synchronization doesn't work Signed-off-by: Yurii <iuriish@yahoo.com> * Added implementation for cuda triangularSolve2D and also refactored triangularSolve2D for cpu. Signed-off-by: shugeo <sgazeos@gmail.com> * Eliminated waste implementations. Signed-off-by: shugeo <sgazeos@gmail.com> * - make offset calculation faster in t<> methods Signed-off-by: Yurii <iuriish@yahoo.com> * - rename refference T& NDArray::t<> method Signed-off-by: Yurii <iuriish@yahoo.com> * - further work on cuda sqrtm Signed-off-by: Yurii <iuriish@yahoo.com> * - provide correct synchronization to device in Sqrtm class Signed-off-by: Yurii <iuriish@yahoo.com> * - add tests for sqrtm op Signed-off-by: Yurii <iuriish@yahoo.com> * - correct fails which appeared while testing on jenkins Signed-off-by: Yurii <iuriish@yahoo.com> * - trying to find out mistake in svd::deflation method Signed-off-by: Yurii <iuriish@yahoo.com> * Revert "- trying to find out mistake in svd::deflation method" This reverts commit 19d37baddbc509028e4bc67bc932fe7449becdb6. * Revert "- trying to find out mistake in svd::deflation method" This reverts commit 19d37baddbc509028e4bc67bc932fe7449becdb6. Signed-off-by: Yurii <iuriish@yahoo.com> * - change call semantic of r<> and t<> methods Signed-off-by: Yurii <iuriish@yahoo.com> * - ged rid of ambiguity in * operator overloads for windows buikd Signed-off-by: Yurii <iuriish@yahoo.com> * - get rid of ambiguity in * operator overloads for windows build 2 Signed-off-by: Yurii <iuriish@yahoo.com> * - get rid of ambiguity in * operator overloads for windows build 3 Signed-off-by: Yurii <iuriish@yahoo.com> * - resolve conflicts with master Signed-off-by: Yurii <iuriish@yahoo.com> * cmakelists updated Signed-off-by: raver119@gmail.com <raver119@gmail.com> * - minor fix in merge cpu helper - make use of reference getter Signed-off-by: Yurii <iuriish@yahoo.com> Co-authored-by: raver119 <raver119@gmail.com> Co-authored-by: shugeo <sgazeos@gmail.com>
101 lines
2.2 KiB
C++
101 lines
2.2 KiB
C++
/*******************************************************************************
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* Copyright (c) 2015-2018 Skymind, Inc.
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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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// Created by Yurii Shyrma on 02.01.2018
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//
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#ifndef LIBND4J_HHSEQUENCE_H
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#define LIBND4J_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 HHsequence {
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public:
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/*
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* matrix containing the Householder vectors
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*/
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const NDArray& _vectors;
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/*
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* vector containing the Householder coefficients
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*/
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const NDArray& _coeffs;
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/*
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* shift of the Householder sequence
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*/
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int _shift;
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/*
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* length of the Householder sequence
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*/
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int _diagSize;
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/*
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* type of sequence, type = 'u' (acting on columns, left) or type = 'v' (acting on rows, right)
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*/
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char _type;
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/*
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* constructor
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*/
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HHsequence(const NDArray& vectors, const NDArray& coeffs, const char type);
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/**
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* this method mathematically multiplies input matrix on Householder sequence from the left H0*H1*...Hn * matrix
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*
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* matrix - input matrix to be multiplied
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*/
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template <typename T>
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void mulLeft_(NDArray& matrix);
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void mulLeft(NDArray& matrix);
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NDArray getTail(const int idx) const;
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template <typename T>
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void applyTo_(NDArray& dest);
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void applyTo(NDArray& dest);
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FORCEINLINE int rows() const;
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};
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//////////////////////////////////////////////////////////////////////////
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FORCEINLINE int HHsequence::rows() const {
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return _type == 'u' ? _vectors.sizeAt(0) : _vectors.sizeAt(1);
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}
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}
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}
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}
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#endif //LIBND4J_HHSEQUENCE_H
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