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annotate liboctave/dbleHESS.cc @ 12312:b10ea6efdc58 release-3-4-x ss-3-3-91

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version is now 3.3.91
author John W. Eaton <jwe@octave.org>
date Mon, 31 Jan 2011 08:36:58 -0500
parents 57632dea2446
children 72c96de7a403
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1 /*
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2
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3 Copyright (C) 1994-2011 John W. Eaton
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4
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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
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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*,
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36 const octave_idx_type&, octave_idx_type&,
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37 octave_idx_type&, double*, octave_idx_type&
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38 F77_CHAR_ARG_LEN_DECL);
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39
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40 F77_RET_T
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41 F77_FUNC (dgehrd, DGEHRD) (const octave_idx_type&, const octave_idx_type&,
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42 const octave_idx_type&, double*,
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43 const octave_idx_type&, double*, double*,
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44 const octave_idx_type&, octave_idx_type&);
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45
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46 F77_RET_T
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47 F77_FUNC (dorghr, DORGHR) (const octave_idx_type&, const octave_idx_type&,
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48 const octave_idx_type&, double*,
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49 const octave_idx_type&, double*, double*,
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50 const octave_idx_type&, octave_idx_type&);
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51
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52 F77_RET_T
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53 F77_FUNC (dgebak, DGEBAK) (F77_CONST_CHAR_ARG_DECL,
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54 F77_CONST_CHAR_ARG_DECL,
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55 const octave_idx_type&, const octave_idx_type&,
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56 const octave_idx_type&, double*,
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57 const octave_idx_type&, double*,
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58 const octave_idx_type&, octave_idx_type&
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59 F77_CHAR_ARG_LEN_DECL
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60 F77_CHAR_ARG_LEN_DECL);
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61 }
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62
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63 octave_idx_type
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64 HESS::init (const Matrix& a)
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65 {
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66 octave_idx_type a_nr = a.rows ();
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67 octave_idx_type a_nc = a.cols ();
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68
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69 if (a_nr != a_nc)
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70 {
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71 (*current_liboctave_error_handler) ("HESS requires square matrix");
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72 return -1;
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73 }
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74
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75 char job = 'N';
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76 char side = 'R';
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77
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78 octave_idx_type n = a_nc;
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79 octave_idx_type lwork = 32 * n;
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80 octave_idx_type info;
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81 octave_idx_type ilo;
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82 octave_idx_type ihi;
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83
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84 hess_mat = a;
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85 double *h = hess_mat.fortran_vec ();
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86
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87 Array<double> scale (dim_vector (n, 1));
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88 double *pscale = scale.fortran_vec ();
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89
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90 F77_XFCN (dgebal, DGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1),
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91 n, h, n, ilo, ihi, pscale, info
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92 F77_CHAR_ARG_LEN (1)));
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93
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94 Array<double> tau (dim_vector (n-1, 1));
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95 double *ptau = tau.fortran_vec ();
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96
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97 Array<double> work (dim_vector (lwork, 1));
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98 double *pwork = work.fortran_vec ();
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99
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100 F77_XFCN (dgehrd, DGEHRD, (n, ilo, ihi, h, n, ptau, pwork,
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101 lwork, info));
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102
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103 unitary_hess_mat = hess_mat;
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104 double *z = unitary_hess_mat.fortran_vec ();
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105
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106 F77_XFCN (dorghr, DORGHR, (n, ilo, ihi, z, n, ptau, pwork,
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107 lwork, info));
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108
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109 F77_XFCN (dgebak, DGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1),
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110 F77_CONST_CHAR_ARG2 (&side, 1),
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111 n, ilo, ihi, pscale, n, z,
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112 n, info
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113 F77_CHAR_ARG_LEN (1)
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114 F77_CHAR_ARG_LEN (1)));
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115
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116 // If someone thinks of a more graceful way of doing
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117 // this (or faster for that matter :-)), please let
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118 // me know!
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119
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120 if (n > 2)
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121 for (octave_idx_type j = 0; j < a_nc; j++)
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122 for (octave_idx_type i = j+2; i < a_nr; i++)
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123 hess_mat.elem (i, j) = 0;
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124
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125 return info;
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126 }