diff liboctave/dbleHESS.cc @ 457:3d4b4f0fa5ba

[project @ 1994-06-06 00:33:33 by jwe] Initial revision
author jwe
date Mon, 06 Jun 1994 00:33:51 +0000
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children 714fd17fca28
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+//                                        -*- C++ -*-
+/*
+
+Copyright (C) 1992, 1993, 1994 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
+
+#if defined (__GNUG__)
+#pragma implementation
+#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: ***
+*/