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/* $Header$ */
/* Tag $Name$ */
#include "SymSchurDecomp.h"
#include "SylvException.h"
#include <dynlapack.h>
#include <algorithm>
#include <cmath>
SymSchurDecomp::SymSchurDecomp(const GeneralMatrix& mata)
: lambda(mata.numRows()), q(mata.numRows())
{
// check mata is square
if (mata.numRows() != mata.numCols())
throw SYLV_MES_EXCEPTION("Matrix is not square in SymSchurDecomp constructor");
// prepare for dsyevr
const char* jobz = "V";
const char* range = "A";
const char* uplo = "U";
lapack_int n = mata.numRows();
GeneralMatrix tmpa(mata);
double* a = tmpa.base();
lapack_int lda = tmpa.getLD();
double dum;
double* vl = &dum;
double* vu = &dum;
lapack_int idum;
lapack_int* il = &idum;
lapack_int* iu = &idum;
double abstol = 0.0;
lapack_int m = n;
double* w = lambda.base();
double* z = q.base();
lapack_int ldz = q.getLD();
lapack_int* isuppz = new lapack_int[2*std::max(1,(int) m)];
double tmpwork;
lapack_int lwork = -1;
lapack_int tmpiwork;
lapack_int liwork = -1;
lapack_int info;
// query for lwork and liwork
dsyevr(jobz, range, uplo, &n, a, &lda, vl, vu, il, iu, &abstol,
&m, w, z, &ldz, isuppz, &tmpwork, &lwork, &tmpiwork, &liwork, &info);
lwork = (int)tmpwork;
liwork = tmpiwork;
// allocate work arrays
double* work = new double[lwork];
lapack_int* iwork = new lapack_int[liwork];
// do the calculation
dsyevr(jobz, range, uplo, &n, a, &lda, vl, vu, il, iu, &abstol,
&m, w, z, &ldz, isuppz, work, &lwork, iwork, &liwork, &info);
if (info < 0)
throw SYLV_MES_EXCEPTION("Internal error in SymSchurDecomp constructor");
if (info > 0)
throw SYLV_MES_EXCEPTION("Internal LAPACK error in DSYEVR");
delete [] work;
delete [] iwork;
delete [] isuppz;
}
void SymSchurDecomp::getFactor(GeneralMatrix& f) const
{
if (f.numRows() != q.numRows())
throw SYLV_MES_EXCEPTION("Wrong dimension of factor matrix in SymSchurDecomp::getFactor");
if (f.numRows() != f.numCols())
throw SYLV_MES_EXCEPTION("Factor matrix is not square in SymSchurDecomp::getFactor");
if (! isPositiveSemidefinite())
throw SYLV_MES_EXCEPTION("Symmetric decomposition not positive semidefinite in SymSchurDecomp::getFactor");
f = q;
for (int i = 0; i < f.numCols(); i++) {
Vector fi(f, i);
fi.mult(std::sqrt(lambda[i]));
}
}
// LAPACK says that eigenvalues are ordered in ascending order, but we
// do not rely her on it
bool SymSchurDecomp::isPositiveSemidefinite() const
{
for (int i = 0; i < lambda.length(); i++)
if (lambda[i] < 0)
return false;
return true;
}
void SymSchurDecomp::correctDefinitness(double tol)
{
for (int i = 0; i < lambda.length(); i++)
if (lambda[i] < 0 && lambda[i] > - tol)
lambda[i] = 0.0;
}
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