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- // Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au)
- // Copyright 2008-2016 National ICT Australia (NICTA)
- //
- // Licensed under the Apache License, Version 2.0 (the "License");
- // you may not use this file except in compliance with the License.
- // You may obtain a copy of the License at
- // http://www.apache.org/licenses/LICENSE-2.0
- //
- // 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.
- // ------------------------------------------------------------------------
- //! \addtogroup fn_log_det
- //! @{
- //! log determinant of mat
- template<typename T1>
- inline
- void
- log_det
- (
- typename T1::elem_type& out_val,
- typename T1::pod_type& out_sign,
- const Base<typename T1::elem_type,T1>& X,
- const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
- )
- {
- arma_extra_debug_sigprint();
- arma_ignore(junk);
-
- typedef typename T1::elem_type eT;
- typedef typename T1::pod_type T;
-
- const bool status = auxlib::log_det(out_val, out_sign, X);
-
- if(status == false)
- {
- out_val = eT(Datum<T>::nan);
- out_sign = T(0);
-
- arma_debug_warn("log_det(): failed to find determinant");
- }
- }
- template<typename T1>
- inline
- void
- log_det
- (
- typename T1::elem_type& out_val,
- typename T1::pod_type& out_sign,
- const Op<T1,op_diagmat>& X,
- const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
- )
- {
- arma_extra_debug_sigprint();
- arma_ignore(junk);
-
- typedef typename T1::elem_type eT;
- typedef typename T1::pod_type T;
-
- const diagmat_proxy<T1> A(X.m);
-
- arma_debug_check( (A.n_rows != A.n_cols), "log_det(): given matrix must be square sized" );
-
- const uword N = (std::min)(A.n_rows, A.n_cols);
-
- if(N == 0)
- {
- out_val = eT(0);
- out_sign = T(1);
-
- return;
- }
-
- eT x = A[0];
-
- T sign = (is_cx<eT>::no) ? ( (access::tmp_real(x) < T(0)) ? -1 : +1 ) : +1;
- eT val = (is_cx<eT>::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x);
-
- for(uword i=1; i<N; ++i)
- {
- x = A[i];
-
- sign *= (is_cx<eT>::no) ? ( (access::tmp_real(x) < T(0)) ? -1 : +1 ) : +1;
- val += (is_cx<eT>::no) ? std::log( (access::tmp_real(x) < T(0)) ? x*T(-1) : x ) : std::log(x);
- }
-
- out_val = val;
- out_sign = sign;
- }
- template<typename T1>
- inline
- arma_warn_unused
- std::complex<typename T1::pod_type>
- log_det
- (
- const Base<typename T1::elem_type,T1>& X,
- const typename arma_blas_type_only<typename T1::elem_type>::result* junk = 0
- )
- {
- arma_extra_debug_sigprint();
- arma_ignore(junk);
-
- typedef typename T1::elem_type eT;
- typedef typename T1::pod_type T;
-
- eT out_val = eT(0);
- T out_sign = T(0);
-
- log_det(out_val, out_sign, X.get_ref());
-
- return (out_sign >= T(1)) ? std::complex<T>(out_val) : (out_val + std::complex<T>(T(0),Datum<T>::pi));
- }
- //! @}
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