240 lines
6.2 KiB
C++
240 lines
6.2 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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//! \addtogroup op_log_det
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//! @{
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template<typename T1>
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inline
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bool
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op_log_det::apply_direct(typename T1::elem_type& out_val, typename T1::pod_type& out_sign, const Base<typename T1::elem_type,T1>& expr)
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{
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arma_debug_sigprint();
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typedef typename T1::elem_type eT;
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// typedef typename T1::pod_type T;
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if(strip_diagmat<T1>::do_diagmat)
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{
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const strip_diagmat<T1> strip(expr.get_ref());
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return op_log_det::apply_diagmat(out_val, out_sign, strip.M);
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}
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if(strip_trimat<T1>::do_trimat)
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{
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const strip_trimat<T1> strip(expr.get_ref());
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return op_log_det::apply_trimat(out_val, out_sign, strip.M);
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}
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Mat<eT> A(expr.get_ref());
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arma_conform_check( (A.is_square() == false), "log_det(): given matrix must be square sized" );
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if(A.is_diagmat()) { return op_log_det::apply_diagmat(out_val, out_sign, A); }
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const bool is_triu = trimat_helper::is_triu(A);
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const bool is_tril = is_triu ? false : trimat_helper::is_tril(A);
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if(is_triu || is_tril) { return op_log_det::apply_trimat(out_val, out_sign, A); }
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// const bool try_sympd = arma_config::optimise_sym && sym_helper::guess_sympd(A);
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//
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// if(try_sympd)
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// {
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// arma_debug_print("op_log_det: attempting sympd optimisation");
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//
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// T out_val_real = T(0);
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//
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// const bool status = auxlib::log_det_sympd(out_val_real, A);
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//
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// if(status)
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// {
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// out_val = eT(out_val_real);
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// out_sign = T(1);
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//
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// return true;
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// }
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//
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// arma_debug_print("op_log_det: sympd optimisation failed");
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//
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// // restore A as it's destroyed by auxlib::log_det_sympd()
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// A = expr.get_ref();
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//
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// // fallthrough to the next return statement
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// }
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return auxlib::log_det(out_val, out_sign, A);
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}
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template<typename T1>
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inline
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bool
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op_log_det::apply_diagmat(typename T1::elem_type& out_val, typename T1::pod_type& out_sign, const Base<typename T1::elem_type,T1>& expr)
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{
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arma_debug_sigprint();
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typedef typename T1::elem_type eT;
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typedef typename T1::pod_type T;
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const diagmat_proxy<T1> A(expr.get_ref());
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arma_conform_check( (A.n_rows != A.n_cols), "log_det(): given matrix must be square sized" );
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const uword N = (std::min)(A.n_rows, A.n_cols);
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if(N == 0)
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{
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out_val = eT(0);
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out_sign = T(1);
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return true;
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}
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eT x = A[0];
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T sign = (is_cx<eT>::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1);
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eT val = (is_cx<eT>::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x);
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for(uword i=1; i<N; ++i)
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{
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x = A[i];
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sign *= (is_cx<eT>::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1);
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val += (is_cx<eT>::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x);
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}
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out_val = val;
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out_sign = sign;
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return (arma_isnan(out_val) == false);
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}
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template<typename T1>
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inline
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bool
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op_log_det::apply_trimat(typename T1::elem_type& out_val, typename T1::pod_type& out_sign, const Base<typename T1::elem_type,T1>& expr)
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{
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arma_debug_sigprint();
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typedef typename T1::elem_type eT;
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typedef typename T1::pod_type T;
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const Proxy<T1> P(expr.get_ref());
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const uword N = P.get_n_rows();
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arma_conform_check( (N != P.get_n_cols()), "log_det(): given matrix must be square sized" );
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if(N == 0)
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{
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out_val = eT(0);
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out_sign = T(1);
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return true;
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}
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eT x = P.at(0,0);
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T sign = (is_cx<eT>::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1);
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eT val = (is_cx<eT>::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x);
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for(uword i=1; i<N; ++i)
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{
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x = P.at(i,i);
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sign *= (is_cx<eT>::no) ? ( (access::tmp_real(x) < T(0)) ? T(-1) : T(1) ) : T(1);
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val += (is_cx<eT>::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x);
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}
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out_val = val;
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out_sign = sign;
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return (arma_isnan(out_val) == false);
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}
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//
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template<typename T1>
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inline
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bool
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op_log_det_sympd::apply_direct(typename T1::pod_type& out_val, const Base<typename T1::elem_type,T1>& expr)
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{
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arma_debug_sigprint();
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typedef typename T1::elem_type eT;
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typedef typename T1::pod_type T;
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Mat<eT> A(expr.get_ref());
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arma_conform_check( (A.is_square() == false), "log_det_sympd(): given matrix must be square sized" );
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if((arma_config::check_conform) && (arma_config::warn_level > 0) && (is_cx<eT>::yes) && (sym_helper::check_diag_imag(A) == false))
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{
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arma_warn(1, "log_det_sympd(): imaginary components on diagonal are non-zero");
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}
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if(is_op_diagmat<T1>::value || A.is_diagmat())
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{
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arma_debug_print("op_log_det_sympd: diag optimisation");
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eT* colmem = A.memptr();
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out_val = T(0);
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const uword N = A.n_rows;
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for(uword i=0; i<N; ++i)
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{
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const eT& A_ii = colmem[i];
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const T A_ii_real = access::tmp_real(A_ii);
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if(A_ii_real <= T(0)) { return false; }
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out_val += std::log(A_ii_real);
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colmem += N;
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}
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return true;
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}
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if((arma_config::check_conform) && (auxlib::rudimentary_sym_check(A) == false))
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{
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if(is_cx<eT>::no ) { arma_warn(1, "log_det_sympd(): given matrix is not symmetric"); }
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if(is_cx<eT>::yes) { arma_warn(1, "log_det_sympd(): given matrix is not hermitian"); }
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}
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return auxlib::log_det_sympd(out_val, A);
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}
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//! @}
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