Mercurial > octave
view liboctave/numeric/hess.cc @ 23219:3ac9f9ecfae5 stable
maint: Update copyright dates.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 22 Feb 2017 12:39:29 -0500 |
parents | e9a0469dedd9 |
children | 092078913d54 |
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/* Copyright (C) 1994-2017 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #if defined (HAVE_CONFIG_H) # include "config.h" #endif #include "CMatrix.h" #include "dMatrix.h" #include "fCMatrix.h" #include "fMatrix.h" #include "hess.h" #include "lo-error.h" #include "lo-lapack-proto.h" namespace octave { namespace math { template <> octave_idx_type hess<Matrix>::init (const Matrix& a) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("hess: requires square matrix"); char job = 'N'; char side = 'R'; octave_idx_type n = a_nc; octave_idx_type lwork = 32 * n; octave_idx_type info; octave_idx_type ilo; octave_idx_type ihi; hess_mat = a; double *h = hess_mat.fortran_vec (); Array<double> scale (dim_vector (n, 1)); double *pscale = scale.fortran_vec (); F77_XFCN (dgebal, DGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), n, h, n, ilo, ihi, pscale, info F77_CHAR_ARG_LEN (1))); Array<double> tau (dim_vector (n-1, 1)); double *ptau = tau.fortran_vec (); Array<double> work (dim_vector (lwork, 1)); double *pwork = work.fortran_vec (); F77_XFCN (dgehrd, DGEHRD, (n, ilo, ihi, h, n, ptau, pwork, lwork, info)); unitary_hess_mat = hess_mat; double *z = unitary_hess_mat.fortran_vec (); F77_XFCN (dorghr, DORGHR, (n, ilo, ihi, z, n, ptau, pwork, lwork, info)); F77_XFCN (dgebak, DGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1), F77_CONST_CHAR_ARG2 (&side, 1), n, ilo, ihi, pscale, n, z, n, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of doing // this (or faster for that matter :-)), please let // me know! if (n > 2) for (octave_idx_type j = 0; j < a_nc; j++) for (octave_idx_type i = j+2; i < a_nr; i++) hess_mat.elem (i, j) = 0; return info; } template <> octave_idx_type hess<FloatMatrix>::init (const FloatMatrix& a) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("hess: requires square matrix"); char job = 'N'; char side = 'R'; octave_idx_type n = a_nc; octave_idx_type lwork = 32 * n; octave_idx_type info; octave_idx_type ilo; octave_idx_type ihi; hess_mat = a; float *h = hess_mat.fortran_vec (); Array<float> scale (dim_vector (n, 1)); float *pscale = scale.fortran_vec (); F77_XFCN (sgebal, SGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), n, h, n, ilo, ihi, pscale, info F77_CHAR_ARG_LEN (1))); Array<float> tau (dim_vector (n-1, 1)); float *ptau = tau.fortran_vec (); Array<float> work (dim_vector (lwork, 1)); float *pwork = work.fortran_vec (); F77_XFCN (sgehrd, SGEHRD, (n, ilo, ihi, h, n, ptau, pwork, lwork, info)); unitary_hess_mat = hess_mat; float *z = unitary_hess_mat.fortran_vec (); F77_XFCN (sorghr, SORGHR, (n, ilo, ihi, z, n, ptau, pwork, lwork, info)); F77_XFCN (sgebak, SGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1), F77_CONST_CHAR_ARG2 (&side, 1), n, ilo, ihi, pscale, n, z, n, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of doing // this (or faster for that matter :-)), please let // me know! if (n > 2) for (octave_idx_type j = 0; j < a_nc; j++) for (octave_idx_type i = j+2; i < a_nr; i++) hess_mat.elem (i, j) = 0; return info; } template <> octave_idx_type hess<ComplexMatrix>::init (const ComplexMatrix& a) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) (*current_liboctave_error_handler) ("hess: requires square matrix"); char job = 'N'; char side = 'R'; octave_idx_type n = a_nc; octave_idx_type lwork = 32 * n; octave_idx_type info; octave_idx_type ilo; octave_idx_type ihi; hess_mat = a; Complex *h = hess_mat.fortran_vec (); Array<double> scale (dim_vector (n, 1)); double *pscale = scale.fortran_vec (); F77_XFCN (zgebal, ZGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), n, F77_DBLE_CMPLX_ARG (h), n, ilo, ihi, pscale, info F77_CHAR_ARG_LEN (1))); Array<Complex> tau (dim_vector (n-1, 1)); Complex *ptau = tau.fortran_vec (); Array<Complex> work (dim_vector (lwork, 1)); Complex *pwork = work.fortran_vec (); F77_XFCN (zgehrd, ZGEHRD, (n, ilo, ihi, F77_DBLE_CMPLX_ARG (h), n, F77_DBLE_CMPLX_ARG (ptau), F77_DBLE_CMPLX_ARG (pwork), lwork, info)); unitary_hess_mat = hess_mat; Complex *z = unitary_hess_mat.fortran_vec (); F77_XFCN (zunghr, ZUNGHR, (n, ilo, ihi, F77_DBLE_CMPLX_ARG (z), n, F77_DBLE_CMPLX_ARG (ptau), F77_DBLE_CMPLX_ARG (pwork), lwork, info)); F77_XFCN (zgebak, ZGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1), F77_CONST_CHAR_ARG2 (&side, 1), n, ilo, ihi, pscale, n, F77_DBLE_CMPLX_ARG (z), n, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of // doing this (or faster for that matter :-)), // please let me know! if (n > 2) for (octave_idx_type j = 0; j < a_nc; j++) for (octave_idx_type i = j+2; i < a_nr; i++) hess_mat.elem (i, j) = 0; return info; } template <> octave_idx_type hess<FloatComplexMatrix>::init (const FloatComplexMatrix& a) { octave_idx_type a_nr = a.rows (); octave_idx_type a_nc = a.cols (); if (a_nr != a_nc) { (*current_liboctave_error_handler) ("hess: requires square matrix"); return -1; } char job = 'N'; char side = 'R'; octave_idx_type n = a_nc; octave_idx_type lwork = 32 * n; octave_idx_type info; octave_idx_type ilo; octave_idx_type ihi; hess_mat = a; FloatComplex *h = hess_mat.fortran_vec (); Array<float> scale (dim_vector (n, 1)); float *pscale = scale.fortran_vec (); F77_XFCN (cgebal, CGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1), n, F77_CMPLX_ARG (h), n, ilo, ihi, pscale, info F77_CHAR_ARG_LEN (1))); Array<FloatComplex> tau (dim_vector (n-1, 1)); FloatComplex *ptau = tau.fortran_vec (); Array<FloatComplex> work (dim_vector (lwork, 1)); FloatComplex *pwork = work.fortran_vec (); F77_XFCN (cgehrd, CGEHRD, (n, ilo, ihi, F77_CMPLX_ARG (h), n, F77_CMPLX_ARG (ptau), F77_CMPLX_ARG (pwork), lwork, info)); unitary_hess_mat = hess_mat; FloatComplex *z = unitary_hess_mat.fortran_vec (); F77_XFCN (cunghr, CUNGHR, (n, ilo, ihi, F77_CMPLX_ARG (z), n, F77_CMPLX_ARG (ptau), F77_CMPLX_ARG (pwork), lwork, info)); F77_XFCN (cgebak, CGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1), F77_CONST_CHAR_ARG2 (&side, 1), n, ilo, ihi, pscale, n, F77_CMPLX_ARG (z), n, info F77_CHAR_ARG_LEN (1) F77_CHAR_ARG_LEN (1))); // If someone thinks of a more graceful way of // doing this (or faster for that matter :-)), // please let me know! if (n > 2) for (octave_idx_type j = 0; j < a_nc; j++) for (octave_idx_type i = j+2; i < a_nr; i++) hess_mat.elem (i, j) = 0; return info; } } }