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// Copyright (C) 2002 Zbigniew Leyk (zbigniew.leyk@anu.edu.au)
// and David E. Stewart (david.stewart@anu.edu.au)
// and Ronan Collobert (collober@iro.umontreal.ca)
//
//
// This file is part of Torch. Release II.
// [The Ultimate Machine Learning Library]
//
// Torch is free software; you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation; either version 2 of the License, or
// (at your option) any later version.
//
// Torch is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with Torch; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
#include "mx_hessenberg.h"
#include "mx_householder.h"
namespace Torch {
/*
File containing routines for determining Hessenberg
factorisations.
*/
/* Hfactor -- compute Hessenberg factorisation in compact form.
-- factorisation performed in situ
-- for details of the compact form see QRfactor.c and matrix2.doc */
void mxHFactor(Mat * mat, Vec * diag, Vec * beta)
{
int limit = mat->m - 1;
Vec *tmp = new Vec(mat->m);
for (int k = 0; k < limit; k++)
{
mat->getCol(k, tmp);
mxHhVec(tmp, k + 1, &beta->ptr[k], tmp, &mat->ptr[k + 1][k]);
diag->ptr[k] = tmp->ptr[k + 1];
mxHhTrCols(mat, k + 1, k + 1, tmp, beta->ptr[k]);
mxHhTrRows(mat, 0, k + 1, tmp, beta->ptr[k]);
}
delete tmp;
}
/* makeHQ -- construct the Hessenberg orthogonalising matrix Q;
-- i.e. Hess M = Q.M.Q' */
void mxMakeHQ(Mat * h_mat, Vec * diag, Vec * beta, Mat * q_out)
{
int limit = h_mat->m - 1;
// Qout = m_resize(Qout,H->m,H->m);
Vec *tmp1 = new Vec(h_mat->m);
Vec *tmp2 = new Vec(h_mat->m);
for (int i = 0; i < h_mat->m; i++)
{
tmp1->zero();
tmp1->ptr[i] = 1.0;
/* apply H/h transforms in reverse order */
for (int j = limit - 1; j >= 0; j--)
{
h_mat->getCol(j, tmp2);
tmp2->ptr[j + 1] = diag->ptr[j];
mxHhTrVec(tmp2, beta->ptr[j], j + 1, tmp1, tmp1);
}
/* insert into Qout */
q_out->setCol(i, tmp1);
}
delete tmp1;
delete tmp2;
}
/* makeH -- construct actual Hessenberg matrix */
void mxMakeH(Mat * h_mat, Mat * h_out)
{
// Hout = m_resize(Hout,H->m,H->m);
h_out->copy(h_mat);
int limit = h_mat->m;
for (int i = 1; i < limit; i++)
{
for (int j = 0; j < i - 1; j++)
h_out->ptr[i][j] = 0.0;
}
}
}
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