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#include <u.h>
#include <libn.h>
#include <libmath.h>
#include <libmath/blas.h>
// -----------------------------------------------------------------------
// Vector
void
linalg·normalize(math·Vector vec)
{
double norm;
norm = blas·normd(vec.len, vec.data, 1);
blas·scaled(vec.len, 1/norm, vec.data, 1);
}
// TODO: Write blas wrappers that eat vectors for convenience
// -----------------------------------------------------------------------
// Matrix
//
// NOTE: all matrices are row major oriented
/*
* linalg·lq
* computes the LQ decomposition of matrix M: M = LQ
* L is lower triangular
* Q is orthogonal -> transp(Q) * Q = I
*
* m: matrix to factorize. changes in place
* + lower triangle -> L
* + upper triangle -> all reflection vectors stored in rows
* w: working buffer: len = ncols!
*/
error
linalg·lq(math·Matrix m, math·Vector w)
{
int i, j, len;
double *row, mag;
enum {
err·nil,
err·baddims,
};
if (m.dim[0] > m.dim[1]) {
return err·baddims;
}
for (i = 0; i < m.dim[0]; i++, m.data += m.dim[1]) {
row = m.data + i;
len = m.dim[0] - i;
// TODO: Don't want to compute norm twice!!
w.data[0] = math·sgn(row[0]) * blas·normd(len, row, 1);
blas·axpyd(len, 1.0, row, 1, w.data, 1);
mag = blas·normd(len, w.data, 1);
blas·scaled(len, 1/mag, w.data, 1);
blas·copyd(len - m.dim[0], w.data, 1, m.data + i, 1);
}
return err·nil;
}
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