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#[cfg(feature = "serde-serialize")]
use serde::{Deserialize, Serialize};
use crate::allocator::Allocator;
use crate::base::{DefaultAllocator, MatrixN, VectorN, U1};
use crate::dimension::Dim;
use crate::storage::Storage;
use simba::scalar::RealField;
#[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
#[cfg_attr(
feature = "serde-serialize",
serde(bound(serialize = "VectorN<N, D>: Serialize, MatrixN<N, D>: Serialize"))
)]
#[cfg_attr(
feature = "serde-serialize",
serde(bound(
deserialize = "VectorN<N, D>: Deserialize<'de>, MatrixN<N, D>: Deserialize<'de>"
))
)]
#[derive(Clone, Debug)]
pub struct UDU<N: RealField, D: Dim>
where
DefaultAllocator: Allocator<N, D> + Allocator<N, D, D>,
{
pub u: MatrixN<N, D>,
pub d: VectorN<N, D>,
}
impl<N: RealField, D: Dim> Copy for UDU<N, D>
where
DefaultAllocator: Allocator<N, D> + Allocator<N, D, D>,
VectorN<N, D>: Copy,
MatrixN<N, D>: Copy,
{
}
impl<N: RealField, D: Dim> UDU<N, D>
where
DefaultAllocator: Allocator<N, D> + Allocator<N, D, D>,
{
pub fn new(p: MatrixN<N, D>) -> Option<Self> {
let n = p.ncols();
let n_dim = p.data.shape().1;
let mut d = VectorN::zeros_generic(n_dim, U1);
let mut u = MatrixN::zeros_generic(n_dim, n_dim);
d[n - 1] = p[(n - 1, n - 1)];
if d[n - 1].is_zero() {
return None;
}
u.column_mut(n - 1)
.axpy(N::one() / d[n - 1], &p.column(n - 1), N::zero());
for j in (0..n - 1).rev() {
let mut d_j = d[j];
for k in j + 1..n {
d_j += d[k] * u[(j, k)].powi(2);
}
d[j] = p[(j, j)] - d_j;
if d[j].is_zero() {
return None;
}
for i in (0..=j).rev() {
let mut u_ij = u[(i, j)];
for k in j + 1..n {
u_ij += d[k] * u[(j, k)] * u[(i, k)];
}
u[(i, j)] = (p[(i, j)] - u_ij) / d[j];
}
u[(j, j)] = N::one();
}
Some(Self { u, d })
}
pub fn d_matrix(&self) -> MatrixN<N, D> {
MatrixN::from_diagonal(&self.d)
}
}