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// Copyright (C) 2003--2004 Zbigniew Leyk (zbigniew.leyk@anu.edu.au)
// and David E. Stewart (david.stewart@anu.edu.au)
// and Ronan Collobert (collober@idiap.ch)
//
// This file is part of Torch 3.1.
//
// All rights reserved.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions
// are met:
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
// 3. The name of the author may not be used to endorse or promote products
// derived from this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
// IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT,
// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
// NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
// DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
// THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
// THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
#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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