示例#1
0
void Householder<T>::evalHHmatrixData(const NDArray<T>& x, NDArray<T>& tail, T& coeff, T& normX) {

	// input validation
	if(!x.isVector() && !x.isScalar())
		throw "ops::helpers::Householder::evalHHmatrixData method: input array must be vector or scalar!";

	if(!x.isScalar() && x.lengthOf() != tail.lengthOf() + 1)
		throw "ops::helpers::Householder::evalHHmatrixData method: input tail vector must have length less than unity compared to input x vector!";

	normX = x.template reduceNumber<simdOps::Norm2<T>>();	
	const T min = DataTypeUtils::min<T>();	
		
	if(normX*normX - x(0)*x(0) <= min) {

		normX = x(0);
		coeff = (T)0.;		
		tail = (T)0.;		
	}
	else {
		
		if(x(0) >= (T)0.)
			normX = -normX;									// choose opposite sign to lessen roundoff error
		
		T u0 = x(0) - normX;
		coeff = -u0 / normX;				

		if(x.isRowVector())
			tail.assign(x({{}, {1, -1}}) / u0);		
		else
			tail.assign(x({{1, -1}, {}}) / u0);		
	}		
}
示例#2
0
NDArray<T> Householder<T>::evalHHmatrix(const NDArray<T>& x) {

	// input validation
	if(!x.isVector() && !x.isScalar())
		throw "ops::helpers::Householder::evalHHmatrix method: input array must be vector or scalar!";

	NDArray<T> w((int)x.lengthOf(), 1,  x.ordering(), x.getWorkspace());							// column-vector
	NDArray<T> wT(1, (int)x.lengthOf(), x.ordering(), x.getWorkspace());							// row-vector (transposed w)	

	T coeff;
	T normX = x.template reduceNumber<simdOps::Norm2<T>>();	
	const T min = DataTypeUtils::min<T>();
	
	if(normX*normX - x(0)*x(0) <= min) {

		normX = x(0); 
		coeff = (T)0.;		
		w = (T)0.;
		
	} 	
	else {
		
		if(x(0) >= (T)0.)
			normX = -normX;									// choose opposite sign to lessen roundoff error
		
		T u0 = x(0) - normX;
		coeff = -u0 / normX;				
		w.assign(x / u0);		
	}
	
	w(0) = (T)1.;
	wT.assign(&w);
	
	NDArray<T> identity((int)x.lengthOf(), (int)x.lengthOf(), x.ordering(), x.getWorkspace());					 
	identity.setIdentity();																			// identity matrix	

	return identity - mmul(w, wT) * coeff;	

}