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dbleHESS.cc
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1996-09-28
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3KB
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120 lines
// -*- 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;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; page-delimiter: "^/\\*" ***
;;; End: ***
*/