175 lines
3.8 KiB
C++
175 lines
3.8 KiB
C++
// SPDX-License-Identifier: Apache-2.0
|
|
//
|
|
// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
|
|
// Copyright 2008-2016 National ICT Australia (NICTA)
|
|
//
|
|
// Licensed under the Apache License, Version 2.0 (the "License");
|
|
// you may not use this file except in compliance with the License.
|
|
// You may obtain a copy of the License at
|
|
// http://www.apache.org/licenses/LICENSE-2.0
|
|
//
|
|
// 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.
|
|
// ------------------------------------------------------------------------
|
|
|
|
|
|
//! \addtogroup op_cond
|
|
//! @{
|
|
|
|
|
|
|
|
template<typename T1>
|
|
inline
|
|
typename T1::pod_type
|
|
op_cond::apply(const Base<typename T1::elem_type, T1>& X)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
typedef typename T1::elem_type eT;
|
|
typedef typename T1::pod_type T;
|
|
|
|
Mat<eT> A(X.get_ref());
|
|
|
|
if(A.n_elem == 0) { return T(0); }
|
|
|
|
if(is_op_diagmat<T1>::value || A.is_diagmat())
|
|
{
|
|
arma_extra_debug_print("op_cond::apply(): detected diagonal matrix");
|
|
|
|
return op_cond::apply_diag(A);
|
|
}
|
|
|
|
bool is_approx_sym = false;
|
|
bool is_approx_sympd = false;
|
|
|
|
sym_helper::analyse_matrix(is_approx_sym, is_approx_sympd, A);
|
|
|
|
const bool do_sym = (is_cx<eT>::no) ? (is_approx_sym) : (is_approx_sym && is_approx_sympd);
|
|
|
|
if(do_sym)
|
|
{
|
|
arma_extra_debug_print("op_cond: symmetric/hermitian optimisation");
|
|
|
|
return op_cond::apply_sym(A);
|
|
}
|
|
|
|
return op_cond::apply_gen(A);
|
|
}
|
|
|
|
|
|
|
|
template<typename eT>
|
|
inline
|
|
typename get_pod_type<eT>::result
|
|
op_cond::apply_diag(const Mat<eT>& A)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
typedef typename get_pod_type<eT>::result T;
|
|
|
|
const uword N = (std::min)(A.n_rows, A.n_cols);
|
|
|
|
T abs_min = Datum<T>::inf;
|
|
T abs_max = T(0);
|
|
|
|
for(uword i=0; i < N; ++i)
|
|
{
|
|
const T abs_val = std::abs(A.at(i,i));
|
|
|
|
if(arma_isnan(abs_val))
|
|
{
|
|
arma_debug_warn_level(3, "cond(): failed");
|
|
|
|
return Datum<T>::nan;
|
|
}
|
|
|
|
abs_min = (abs_val < abs_min) ? abs_val : abs_min;
|
|
abs_max = (abs_val > abs_max) ? abs_val : abs_max;
|
|
}
|
|
|
|
if((abs_min == T(0)) || (abs_max == T(0))) { return Datum<T>::inf; }
|
|
|
|
return T(abs_max / abs_min);
|
|
}
|
|
|
|
|
|
|
|
template<typename eT>
|
|
inline
|
|
typename get_pod_type<eT>::result
|
|
op_cond::apply_sym(Mat<eT>& A)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
typedef typename get_pod_type<eT>::result T;
|
|
|
|
Col<T> eigval;
|
|
|
|
const bool status = auxlib::eig_sym(eigval, A);
|
|
|
|
if(status == false)
|
|
{
|
|
arma_debug_warn_level(3, "cond(): failed");
|
|
|
|
return Datum<T>::nan;
|
|
}
|
|
|
|
if(eigval.n_elem == 0) { return T(0); }
|
|
|
|
const T* eigval_mem = eigval.memptr();
|
|
|
|
T abs_min = std::abs(eigval_mem[0]);
|
|
T abs_max = abs_min;
|
|
|
|
for(uword i=1; i < eigval.n_elem; ++i)
|
|
{
|
|
const T abs_val = std::abs(eigval_mem[i]);
|
|
|
|
abs_min = (abs_val < abs_min) ? abs_val : abs_min;
|
|
abs_max = (abs_val > abs_max) ? abs_val : abs_max;
|
|
}
|
|
|
|
if((abs_min == T(0)) || (abs_max == T(0))) { return Datum<T>::inf; }
|
|
|
|
return T(abs_max / abs_min);
|
|
}
|
|
|
|
|
|
|
|
template<typename eT>
|
|
inline
|
|
typename get_pod_type<eT>::result
|
|
op_cond::apply_gen(Mat<eT>& A)
|
|
{
|
|
arma_extra_debug_sigprint();
|
|
|
|
typedef typename get_pod_type<eT>::result T;
|
|
|
|
Col<T> S;
|
|
|
|
const bool status = auxlib::svd_dc(S, A);
|
|
|
|
if(status == false)
|
|
{
|
|
arma_debug_warn_level(3, "cond(): failed");
|
|
|
|
return Datum<T>::nan;
|
|
}
|
|
|
|
if(S.n_elem == 0) { return T(0); }
|
|
|
|
const T S_max = S[0];
|
|
const T S_min = S[S.n_elem-1];
|
|
|
|
if((S_max == T(0)) || (S_min == T(0))) { return Datum<T>::inf; }
|
|
|
|
return T(S_max / S_min);
|
|
}
|
|
|
|
|
|
|
|
//! @}
|