173 lines
3.6 KiB
C++
173 lines
3.6 KiB
C++
// 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 fn_hess
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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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hess
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(
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Mat<typename T1::elem_type>& H,
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const Base<typename T1::elem_type,T1>& X,
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const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
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)
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{
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arma_extra_debug_sigprint();
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arma_ignore(junk);
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typedef typename T1::elem_type eT;
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Col<eT> tao;
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const bool status = auxlib::hess(H, X.get_ref(), tao);
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if(H.n_rows > 2)
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{
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for(uword i=0; i < H.n_rows-2; ++i)
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{
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H(span(i+2, H.n_rows-1), i).zeros();
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}
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}
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if(status == false)
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{
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H.soft_reset();
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arma_debug_warn_level(3, "hess(): decomposition failed");
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}
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return status;
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}
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template<typename T1>
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arma_warn_unused
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inline
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Mat<typename T1::elem_type>
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hess
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(
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const Base<typename T1::elem_type,T1>& X,
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const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
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)
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{
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arma_extra_debug_sigprint();
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arma_ignore(junk);
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typedef typename T1::elem_type eT;
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Mat<eT> H;
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Col<eT> tao;
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const bool status = auxlib::hess(H, X.get_ref(), tao);
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if(H.n_rows > 2)
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{
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for(uword i=0; i < H.n_rows-2; ++i)
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{
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H(span(i+2, H.n_rows-1), i).zeros();
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}
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}
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if(status == false)
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{
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H.soft_reset();
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arma_stop_runtime_error("hess(): decomposition failed");
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}
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return H;
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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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hess
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(
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Mat<typename T1::elem_type>& U,
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Mat<typename T1::elem_type>& H,
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const Base<typename T1::elem_type,T1>& X,
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const typename arma_blas_type_only<typename T1::elem_type>::result* junk = nullptr
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)
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{
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arma_extra_debug_sigprint();
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arma_ignore(junk);
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arma_debug_check( void_ptr(&U) == void_ptr(&H), "hess(): 'U' is an alias of 'H'" );
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typedef typename T1::elem_type eT;
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Col<eT> tao;
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const bool status = auxlib::hess(H, X.get_ref(), tao);
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if(H.n_rows == 0)
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{
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U.reset();
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}
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else
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if(H.n_rows == 1)
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{
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U.ones(1, 1);
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}
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else
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if(H.n_rows == 2)
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{
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U.eye(2, 2);
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}
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else
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{
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U.eye(size(H));
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Col<eT> v;
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for(uword i=0; i < H.n_rows-2; ++i)
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{
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// TODO: generate v in a more efficient manner;
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// TODO: the .ones() operation is an overkill, as most of v is overwritten afterwards
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v.ones(H.n_rows-i-1);
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v(span(1, H.n_rows-i-2)) = H(span(i+2, H.n_rows-1), i);
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U(span::all, span(i+1, H.n_rows-1)) -= tao(i) * (U(span::all, span(i+1, H.n_rows-1)) * v * v.t());
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}
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U(span::all, H.n_rows-1) = U(span::all, H.n_rows-1) * (eT(1) - tao(H.n_rows-2));
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for(uword i=0; i < H.n_rows-2; ++i)
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{
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H(span(i+2, H.n_rows-1), i).zeros();
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}
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}
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if(status == false)
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{
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U.soft_reset();
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H.soft_reset();
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arma_debug_warn_level(3, "hess(): decomposition failed");
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}
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return status;
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}
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//! @}
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