87 lines
2.5 KiB
C++
87 lines
2.5 KiB
C++
// SPDX-License-Identifier: Apache-2.0
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//
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// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
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// Copyright 2008-2016 National ICT Australia (NICTA)
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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// http://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,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// ------------------------------------------------------------------------
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namespace newarp
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{
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//! Perform the QR decomposition of an upper Hessenberg matrix.
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template<typename eT>
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class UpperHessenbergQR
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{
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protected:
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uword n;
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Mat<eT> mat_T;
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// Gi = [ cos[i] sin[i]]
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// [-sin[i] cos[i]]
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// Q = G1 * G2 * ... * G_{n-1}
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Col<eT> rot_cos;
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Col<eT> rot_sin;
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bool computed;
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public:
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//! Default constructor. Computation can
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//! be performed later by calling the compute() method.
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inline UpperHessenbergQR();
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//! Constructor to create an object that performs and stores the
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//! QR decomposition of an upper Hessenberg matrix `mat_obj`.
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inline UpperHessenbergQR(const Mat<eT>& mat_obj);
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//! Conduct the QR factorisation of an upper Hessenberg matrix.
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virtual void compute(const Mat<eT>& mat_obj);
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//! Return the \f$RQ\f$ matrix, the multiplication of \f$R\f$ and \f$Q\f$,
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//! which is an upper Hessenberg matrix.
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virtual Mat<eT> matrix_RQ();
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//! Apply the \f$Q\f$ matrix to another matrix \f$Y\f$.
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inline void apply_YQ(Mat<eT>& Y);
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};
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//! Perform the QR decomposition of a tridiagonal matrix, a special
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//! case of upper Hessenberg matrices.
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template<typename eT>
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class TridiagQR : public UpperHessenbergQR<eT>
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{
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public:
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//! Default constructor. Computation can
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//! be performed later by calling the compute() method.
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inline TridiagQR();
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//! Constructor to create an object that performs and stores the
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//! QR decomposition of a tridiagonal matrix `mat_obj`.
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inline TridiagQR(const Mat<eT>& mat_obj);
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//! Conduct the QR factorisation of a tridiagonal matrix.
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inline void compute(const Mat<eT>& mat_obj);
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//! Return the \f$RQ\f$ matrix, the multiplication of \f$R\f$ and \f$Q\f$,
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//! which is a tridiagonal matrix.
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inline Mat<eT> matrix_RQ();
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};
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} // namespace newarp
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