view liboctave/dbleHESS.cc @ 1192:b6360f2d4fa6

[project @ 1995-03-30 21:38:35 by jwe]
author jwe
date Thu, 30 Mar 1995 21:38:35 +0000
parents 18933dbd5e43
children 97eac19837dc
line wrap: on
line source

//                                        -*- C++ -*-
/*

Copyright (C) 1992, 1993, 1994, 1995 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 2, 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, write to the Free
Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "dbleHESS.h"
#include "mx-inlines.cc"
#include "lo-error.h"
#include "f77-uscore.h"

extern "C"
{
  int F77_FCN (dgebal) (const char*, const int*, double*,
                        const int*, int*, int*, double*,
                        int*, long, long);

  int F77_FCN (dgebak) (const char*, const char*, const int*, const int*,
			const int*, double*, const int*, double*, const int*,
			int*, long, long);

  int F77_FCN (dgehrd) (const int*, const int*, const int*,
                        double*, const int*, double*, double*,
                        const int*, int*, long, long);

  int F77_FCN (dorghr) (const int*, const int*, const int*,
                        double*, const int*, double*, double*,
                        const int*, int*, long, long);
}

int
HESS::init (const Matrix& a)
{
  int a_nr = a.rows ();
  int a_nc = a.cols ();
  if (a_nr != a_nc)
    {
      (*current_liboctave_error_handler) ("HESS requires square matrix");
      return -1;
    }

  char jobbal = 'N';
  char side = 'R';

  int n = a_nc;
  int lwork = 32 * n;
  int info;
  int ilo;
  int ihi;

  double *h = dup (a.data (), a.length ());

  double *tau = new double [n+1];
  double *scale = new double [n];
  double *z = new double [n*n];
  double *work = new double [lwork];

  F77_FCN (dgebal) (&jobbal, &n, h, &n, &ilo, &ihi, scale, &info,
		    1L, 1L);

  F77_FCN (dgehrd) (&n, &ilo, &ihi, h, &n, tau, work, &lwork, &info,
		    1L, 1L);

  copy (z, h, n*n);

  F77_FCN (dorghr) (&n, &ilo, &ihi, z, &n, tau, work, &lwork, &info,
		    1L, 1L);

  F77_FCN (dgebak) (&jobbal, &side, &n, &ilo, &ihi, scale, &n, z, &n, 
		    &info, 1L, 1L);

// We need to clear out all of the area below the sub-diagonal which was used
// to store the unitary matrix.

  hess_mat = Matrix (h, n, n);
  unitary_hess_mat = Matrix (z, n, n);

// If someone thinks of a more graceful way of doing this (or faster for 
// that matter :-)), please let me know! 

  if (n > 2)
    for (int j = 0; j < a_nc; j++)
      for (int i = j+2; i < a_nr; i++)
        hess_mat.elem (i, j) = 0;

  delete [] tau;
  delete [] work;
  delete [] scale;

  return info;
}

/*
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*/