STK_Givens.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.
 
    This program 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 Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
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    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  Algebra
 * Purpose:  Define Givens rotation methods for Algebra classes.
 * Author:   Serge Iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 *
 **/
 
#ifndef STK_GIVENS_H
#define STK_GIVENS_H
 
#include <STKernel.h>
#include <Arrays/include/STK_ArrayBase.h>
 
namespace STK
{
template<class Type>
Real compGivens( Type const& y, Type const& z, Type& cosinus, Type& sinus)
{
  // trivial case
  if (z == 0)
  {
    sinus   = 0.0;
    cosinus = 1.0;
    return y;
  }
  // compute Givens rotation avoiding underflow and overflow
  if (std::abs(z) > std::abs(y))
  {
    Type aux = y/z;
    Type t   = sign(z, sqrt(1.0+aux*aux));
    sinus    = 1.0/t;
    cosinus  = sinus * aux;
    return t*z;
  }
  else
  {
    Type aux = z/y;
    Type t   = sign(y, sqrt(1.0+aux*aux));
    cosinus  = 1.0/t;
    sinus    = cosinus * aux;
    return t*y;
  }
}
 
 
template < class TContainer2D>
void rightGivens( ArrayBase<TContainer2D>& M, int j1, int j2
                , typename TContainer2D::Type const& cosinus, typename TContainer2D::Type const& sinus
                )
{
  typedef typename TContainer2D::Type Type;
  // Apply givens rotation
  for (int i = M.beginRows(); i < M.endRows(); i++)
  {
    const Type aux1 = M.elt(i, j1), aux2 = M.elt(i, j2);
    M.elt(i, j1) = cosinus * aux1 + sinus * aux2;
    M.elt(i, j2) = cosinus * aux2 - sinus * aux1;
  }
}
 
template < class TContainer2D>
void leftGivens( ArrayBase<TContainer2D>& M, int i1, int i2
               , typename TContainer2D::Type const& cosinus, typename TContainer2D::Type const& sinus
               )
{
  typedef typename TContainer2D::Type Type;
  // apply left Givens rotation
  for (int j = M.beginCols(); j< M.endCols(); j++)
  {
    const Type aux1 = M.elt(i1, j), aux2 = M.elt(i2, j);
    M.elt(i1, j) = cosinus * aux1 + sinus * aux2;
    M.elt(i2, j) = cosinus * aux2 - sinus * aux1;
  }
}
 
} // namespace STK
 
#endif /*STK_GIVENS_H*/