/* ****************************************************************************** * * * This program and the accompanying materials are made available under the * terms of the Apache License, Version 2.0 which is available at * https://www.apache.org/licenses/LICENSE-2.0. * * See the NOTICE file distributed with this work for additional * information regarding copyright ownership. * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the * License for the specific language governing permissions and limitations * under the License. * * SPDX-License-Identifier: Apache-2.0 ******************************************************************************/ // // @author Yurii Shyrma (iuriish@yahoo.com) // #ifndef LIBND4J_EIGENVALSANDVECS_H #define LIBND4J_EIGENVALSANDVECS_H #include namespace sd { namespace ops { namespace helpers { // this class calculates eigenvalues and eigenvectors of given input matrix template class SD_LIB_HIDDEN EigenValsAndVecs { public: // suppose we got input square NxN matrix NDArray _Vals; // {N,2} matrix of eigenvalues, 2 means real and imaginary part NDArray _Vecs; // {N,N,2} matrix, whose columns are the eigenvectors (complex), 2 means real and imaginary part explicit EigenValsAndVecs(NDArray& matrix); ////////////////////////////////////////////////////////////////////////// SD_INLINE static void divideComplexNums(const T& a1, const T& b1, const T& a2, const T& b2, T& a3, T& b3) { T norm2 = a2 * a2 + b2 * b2; a3 = (a1 * a2 + b1 * b2) / norm2; b3 = (a2 * b1 - a1 * b2) / norm2; } ////////////////////////////////////////////////////////////////////////// SD_INLINE static void multiplyComplexNums(const T& a1, const T& b1, const T& a2, const T& b2, T& a3, T& b3) { a3 = (a1 * a2 - b1 * b2); b3 = (a1 * b2 + b1 * a2); } ////////////////////////////////////////////////////////////////////////// SD_INLINE static void sqrtComplexNum(T& a, T& b) { T norm = math::sd_sqrt(a * a + b * b); if (b < (T)0) b = -math::sd_sqrt((T)0.5 * (norm - a)); else b = math::sd_sqrt((T)0.5 * (norm - a)); a = math::sd_sqrt((T)0.5 * (norm + a)); } private: void calcEigenVals(NDArray& schurMatrixT); // calculates _Vals void calcPseudoEigenVecs( NDArray& schurMatrixT, NDArray& schurMatrixU); // makes changes both in schurMatrixT(NxN) and schurMatrixU(NxN), also calculates and // stores pseudo-eigenvectors (real) in schurMatrixU columns void calcEigenVecs(NDArray& schurMatrixU); // calculates _Vecs }; /** * @brief Compute the eigenvalues and eigenvectors of a square matrix * * @param input square matrix {n,n} * @param vals eigenvalues {n,2} * @param vecs eigenvectors {n,n,2} */ SD_LIB_HIDDEN void eig(NDArray& input, NDArray& vals, NDArray& vecs); } // namespace helpers } // namespace ops } // namespace sd #endif // LIBND4J_EIGENVALSANDVECS_H