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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_householder.h"
#include "mx_low_level.h"
namespace Torch {
/*
Files for matrix computations
Householder transformation file. Contains routines for calculating
householder transformations, applying them to vectors and matrices
by both row & column.
*/
/* hhvec -- calulates Householder vector to eliminate all entries after the
i0 entry of the vector vec. It is returned as out. May be in-situ */
void mxHhVec(Vec * vec, int i0, real * beta, Vec * out, real * newval)
{
out->copy(out, i0);
real norm = sqrt(out->iP(out, i0));
if (norm <= 0.0)
{
*beta = 0.0;
return;
}
*beta = 1.0 / (norm * (norm + fabs(out->ptr[i0])));
if (out->ptr[i0] > 0.0)
*newval = -norm;
else
*newval = norm;
out->ptr[i0] -= *newval;
}
/* hhtrvec -- apply Householder transformation to vector -- may be in-situ */
/* hh = Householder vector */
void mxHhTrVec(Vec * hh, real beta, int i0, Vec * in, Vec * out)
{
real scale = beta * hh->iP(in, i0);
out->copy(in);
mxRealMulAdd__(&out->ptr[i0], &hh->ptr[i0], -scale, in->n - i0);
}
/* hhtrrows -- transform a matrix by a Householder vector by rows
starting at row i0 from column j0 -- in-situ */
void mxHhTrRows(Mat * mat, int i0, int j0, Vec * hh, real beta)
{
real ip, scale;
if (beta == 0.0)
return;
/* for each row ... */
for (int i = i0; i < mat->m; i++)
{ /* compute inner product */
ip = mxIp__(&mat->ptr[i][j0], &hh->ptr[j0], mat->n - j0);
scale = beta * ip;
if (scale == 0.0)
continue;
/* do operation */
mxRealMulAdd__(&mat->ptr[i][j0], &hh->ptr[j0], -scale, mat->n - j0);
}
}
/* hhtrcols -- transform a matrix by a Householder vector by columns
starting at row i0 from column j0 -- in-situ */
void mxHhTrCols(Mat * mat, int i0, int j0, Vec * hh, real beta)
{
if (beta == 0.0)
return;
Vec *w = new Vec(mat->n);
w->zero();
for (int i = i0; i < mat->m; i++)
{
if (hh->ptr[i] != 0.0)
mxRealMulAdd__(&w->ptr[j0], &mat->ptr[i][j0], hh->ptr[i],
mat->n - j0);
}
for (int i = i0; i < mat->m; i++)
{
if (hh->ptr[i] != 0.0)
mxRealMulAdd__(&mat->ptr[i][j0], &w->ptr[j0], -beta * hh->ptr[i],
mat->n - j0);
}
delete w;
}
}
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