matrix-functions.h

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// matrix/matrix-functions.h

// Copyright 2009-2011  Microsoft Corporation;  Go Vivace Inc.;  Jan Silovsky;
//                      Yanmin Qian;   1991 Henrique (Rico) Malvar (*)
//
// See ../../COPYING for clarification regarding multiple authors
//
// 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
//
// THIS CODE IS PROVIDED *AS IS* BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
// KIND, EITHER EXPRESS OR IMPLIED, INCLUDING WITHOUT LIMITATION ANY IMPLIED
// WARRANTIES OR CONDITIONS OF TITLE, FITNESS FOR A PARTICULAR PURPOSE,
// MERCHANTABLITY OR NON-INFRINGEMENT.
// See the Apache 2 License for the specific language governing permissions and
// limitations under the License.
//
// (*) incorporates, with permission, FFT code from his book
// "Signal Processing with Lapped Transforms", Artech, 1992.



#ifndef KALDI_MATRIX_MATRIX_FUNCTIONS_H_
#define KALDI_MATRIX_MATRIX_FUNCTIONS_H_

#include "matrix/kaldi-vector.h"
#include "matrix/kaldi-matrix.h"

namespace kaldi {


template<typename Real> void ComplexFft (VectorBase<Real> *v, bool forward, Vector<Real> *tmp_work = NULL);

template<typename Real> void ComplexFt (const VectorBase<Real> &in,
                                     VectorBase<Real> *out, bool forward);


template<typename Real> void RealFft (VectorBase<Real> *v, bool forward);


template<typename Real> void RealFftInefficient (VectorBase<Real> *v, bool forward);


template<typename Real> void ComputeDctMatrix(Matrix<Real> *M);


template<typename Real> inline void ComplexMul(const Real &a_re, const Real &a_im,
                                            Real *b_re, Real *b_im);

template<typename Real> inline void ComplexAddProduct(const Real &a_re, const Real &a_im,
                                                   const Real &b_re, const Real &b_im,
                                                   Real *c_re, Real *c_im);


template<typename Real> inline void ComplexImExp(Real x, Real *a_re, Real *a_im);



template<typename Real>
void ComputePca(const MatrixBase<Real> &X,
                MatrixBase<Real> *U,
                MatrixBase<Real> *A,
                bool print_eigs = false,
                bool exact = true);



// This function does: *plus += max(0, a b^T),
// *minus += max(0, -(a b^T)).
template<typename Real>
void AddOuterProductPlusMinus(Real alpha,
                              const VectorBase<Real> &a,
                              const VectorBase<Real> &b,
                              MatrixBase<Real> *plus,
                              MatrixBase<Real> *minus);

template<typename Real1, typename Real2>
inline void AssertSameDim(const MatrixBase<Real1> &mat1, const MatrixBase<Real2> &mat2) {
  KALDI_ASSERT(mat1.NumRows() == mat2.NumRows()
               && mat1.NumCols() == mat2.NumCols());
}



} // end namespace kaldi

#include "matrix/matrix-functions-inl.h"


#endif