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1 // -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include "config.h" |
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26 #endif |
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27 |
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28 #if defined (__GNUG__) |
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29 #pragma implementation |
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30 #endif |
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31 |
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32 #include "dbleHESS.h" |
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33 #include "mx-inlines.cc" |
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34 #include "lo-error.h" |
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35 #include "f77-uscore.h" |
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36 |
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37 extern "C" |
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38 { |
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39 int F77_FCN (dgebal) (const char*, const int*, double*, |
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40 const int*, int*, int*, double*, |
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41 int*, long, long); |
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42 |
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43 int F77_FCN (dgebak) (const char*, const char*, const int*, const int*, |
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44 const int*, double*, const int*, double*, const int*, |
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45 int*, long, long); |
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46 |
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47 int F77_FCN (dgehrd) (const int*, const int*, const int*, |
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48 double*, const int*, double*, double*, |
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49 const int*, int*, long, long); |
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50 |
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51 int F77_FCN (dorghr) (const int*, const int*, const int*, |
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52 double*, const int*, double*, double*, |
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53 const int*, int*, long, long); |
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54 } |
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55 |
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56 int |
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57 HESS::init (const Matrix& a) |
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58 { |
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59 int a_nr = a.rows (); |
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60 int a_nc = a.cols (); |
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61 if (a_nr != a_nc) |
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62 { |
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63 (*current_liboctave_error_handler) ("HESS requires square matrix"); |
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64 return -1; |
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65 } |
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66 |
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67 char jobbal = 'N'; |
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68 char side = 'R'; |
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69 |
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70 int n = a_nc; |
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71 int lwork = 32 * n; |
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72 int info; |
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73 int ilo; |
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74 int ihi; |
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75 |
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76 double *h = dup (a.data (), a.length ()); |
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77 |
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78 double *tau = new double [n+1]; |
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79 double *scale = new double [n]; |
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80 double *z = new double [n*n]; |
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81 double *work = new double [lwork]; |
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82 |
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83 F77_FCN (dgebal) (&jobbal, &n, h, &n, &ilo, &ihi, scale, &info, |
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84 1L, 1L); |
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85 |
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86 F77_FCN (dgehrd) (&n, &ilo, &ihi, h, &n, tau, work, &lwork, &info, |
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87 1L, 1L); |
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88 |
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89 copy (z, h, n*n); |
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90 |
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91 F77_FCN (dorghr) (&n, &ilo, &ihi, z, &n, tau, work, &lwork, &info, |
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92 1L, 1L); |
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93 |
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94 F77_FCN (dgebak) (&jobbal, &side, &n, &ilo, &ihi, scale, &n, z, &n, |
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95 &info, 1L, 1L); |
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96 |
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97 // We need to clear out all of the area below the sub-diagonal which was used |
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98 // to store the unitary matrix. |
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99 |
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100 hess_mat = Matrix (h, n, n); |
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101 unitary_hess_mat = Matrix (z, n, n); |
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102 |
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103 // If someone thinks of a more graceful way of doing this (or faster for |
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104 // that matter :-)), please let me know! |
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105 |
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106 if (n > 2) |
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107 for (int j = 0; j < a_nc; j++) |
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108 for (int i = j+2; i < a_nr; i++) |
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109 hess_mat.elem (i, j) = 0; |
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110 |
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111 delete [] tau; |
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112 delete [] work; |
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113 delete [] scale; |
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114 |
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115 return info; |
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116 } |
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117 |
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118 /* |
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119 ;;; Local Variables: *** |
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120 ;;; mode: C++ *** |
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121 ;;; page-delimiter: "^/\\*" *** |
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122 ;;; End: *** |
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123 */ |
