annotate liboctave/dbleHESS.cc @ 7016:93c65f2a5668

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 4c8a2e4e0717
children a1dbe9d80eee
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1 /*
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2
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3 Copyright (C) 1996, 1997 John W. Eaton
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4
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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5 This file is part of Octave.
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6
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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7 Octave is free software; you can redistribute it and/or modify it
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8 under the terms of the GNU General Public License as published by the
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9 Free Software Foundation; either version 3 of the License, or (at your
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
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10 option) any later version.
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11
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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12 Octave is distributed in the hope that it will be useful, but WITHOUT
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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15 for more details.
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16
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17 You should have received a copy of the GNU General Public License
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18 along with Octave; see the file COPYING. If not, see
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19 <http://www.gnu.org/licenses/>.
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20
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21 */
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22
3d4b4f0fa5ba [project @ 1994-06-06 00:33:33 by jwe]
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23 #ifdef HAVE_CONFIG_H
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24 #include <config.h>
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25 #endif
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26
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27 #include "dbleHESS.h"
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28 #include "f77-fcn.h"
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29 #include "lo-error.h"
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30
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31 extern "C"
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32 {
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33 F77_RET_T
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34 F77_FUNC (dgebal, DGEBAL) (F77_CONST_CHAR_ARG_DECL,
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35 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type&,
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36 octave_idx_type&, double*, octave_idx_type&
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37 F77_CHAR_ARG_LEN_DECL);
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38
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39 F77_RET_T
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40 F77_FUNC (dgehrd, DGEHRD) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
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41 double*, const octave_idx_type&, double*, double*,
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42 const octave_idx_type&, octave_idx_type&);
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43
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44 F77_RET_T
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45 F77_FUNC (dorghr, DORGHR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
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46 double*, const octave_idx_type&, double*, double*,
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47 const octave_idx_type&, octave_idx_type&);
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48
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49 F77_RET_T
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50 F77_FUNC (dgebak, DGEBAK) (F77_CONST_CHAR_ARG_DECL,
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51 F77_CONST_CHAR_ARG_DECL,
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52 const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*,
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53 const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type&
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54 F77_CHAR_ARG_LEN_DECL
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55 F77_CHAR_ARG_LEN_DECL);
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56 }
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57
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58 octave_idx_type
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59 HESS::init (const Matrix& a)
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60 {
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61 octave_idx_type a_nr = a.rows ();
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62 octave_idx_type a_nc = a.cols ();
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63
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64 if (a_nr != a_nc)
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65 {
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66 (*current_liboctave_error_handler) ("HESS requires square matrix");
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67 return -1;
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68 }
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69
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70 char job = 'N';
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71 char side = 'R';
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72
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73 octave_idx_type n = a_nc;
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74 octave_idx_type lwork = 32 * n;
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75 octave_idx_type info;
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76 octave_idx_type ilo;
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77 octave_idx_type ihi;
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78
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79 hess_mat = a;
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80 double *h = hess_mat.fortran_vec ();
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81
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82 Array<double> scale (n);
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83 double *pscale = scale.fortran_vec ();
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84
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85 F77_XFCN (dgebal, DGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1),
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86 n, h, n, ilo, ihi, pscale, info
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87 F77_CHAR_ARG_LEN (1)));
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88
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89 if (f77_exception_encountered)
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90 (*current_liboctave_error_handler) ("unrecoverable error in dgebal");
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91 else
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92 {
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93 Array<double> tau (n-1);
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94 double *ptau = tau.fortran_vec ();
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95
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96 Array<double> work (lwork);
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97 double *pwork = work.fortran_vec ();
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98
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99 F77_XFCN (dgehrd, DGEHRD, (n, ilo, ihi, h, n, ptau, pwork,
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100 lwork, info));
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101
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102 if (f77_exception_encountered)
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103 (*current_liboctave_error_handler) ("unrecoverable error in dgehrd");
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104 else
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105 {
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106 unitary_hess_mat = hess_mat;
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107 double *z = unitary_hess_mat.fortran_vec ();
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108
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109 F77_XFCN (dorghr, DORGHR, (n, ilo, ihi, z, n, ptau, pwork,
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110 lwork, info));
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111
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112 if (f77_exception_encountered)
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113 (*current_liboctave_error_handler)
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114 ("unrecoverable error in dorghr");
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115 else
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116 {
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117 F77_XFCN (dgebak, DGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1),
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118 F77_CONST_CHAR_ARG2 (&side, 1),
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119 n, ilo, ihi, pscale, n, z,
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120 n, info
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121 F77_CHAR_ARG_LEN (1)
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122 F77_CHAR_ARG_LEN (1)));
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123
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124 if (f77_exception_encountered)
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125 (*current_liboctave_error_handler)
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126 ("unrecoverable error in dgebak");
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127 else
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128 {
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129 // If someone thinks of a more graceful way of doing
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130 // this (or faster for that matter :-)), please let
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131 // me know!
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132
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133 if (n > 2)
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134 for (octave_idx_type j = 0; j < a_nc; j++)
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135 for (octave_idx_type i = j+2; i < a_nr; i++)
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136 hess_mat.elem (i, j) = 0;
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137 }
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138 }
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139 }
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140 }
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141
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142 return info;
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143 }
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144
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145 /*
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146 ;;; Local Variables: ***
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147 ;;; mode: C++ ***
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148 ;;; End: ***
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149 */