1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269
|
// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package gonum
import (
"math"
"gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64"
"gonum.org/v1/gonum/lapack"
)
// Dlaexc swaps two adjacent diagonal blocks of order 1 or 2 in an n×n upper
// quasi-triangular matrix T by an orthogonal similarity transformation.
//
// T must be in Schur canonical form, that is, block upper triangular with 1×1
// and 2×2 diagonal blocks; each 2×2 diagonal block has its diagonal elements
// equal and its off-diagonal elements of opposite sign. On return, T will
// contain the updated matrix again in Schur canonical form.
//
// If wantq is true, the transformation is accumulated in the n×n matrix Q,
// otherwise Q is not referenced.
//
// j1 is the index of the first row of the first block. n1 and n2 are the order
// of the first and second block, respectively.
//
// work must have length at least n, otherwise Dlaexc will panic.
//
// If ok is false, the transformed matrix T would be too far from Schur form.
// The blocks are not swapped, and T and Q are not modified.
//
// If n1 and n2 are both equal to 1, Dlaexc will always return true.
//
// Dlaexc is an internal routine. It is exported for testing purposes.
func (impl Implementation) Dlaexc(wantq bool, n int, t []float64, ldt int, q []float64, ldq int, j1, n1, n2 int, work []float64) (ok bool) {
switch {
case n < 0:
panic(nLT0)
case ldt < max(1, n):
panic(badLdT)
case wantq && ldt < max(1, n):
panic(badLdQ)
case j1 < 0 || n <= j1:
panic(badJ1)
case len(work) < n:
panic(shortWork)
case n1 < 0 || 2 < n1:
panic(badN1)
case n2 < 0 || 2 < n2:
panic(badN2)
}
if n == 0 || n1 == 0 || n2 == 0 {
return true
}
switch {
case len(t) < (n-1)*ldt+n:
panic(shortT)
case wantq && len(q) < (n-1)*ldq+n:
panic(shortQ)
}
if j1+n1 >= n {
// TODO(vladimir-ch): Reference LAPACK does this check whether
// the start of the second block is in the matrix T. It returns
// true if it is not and moreover it does not check whether the
// whole second block fits into T. This does not feel
// satisfactory. The only caller of Dlaexc is Dtrexc, so if the
// caller makes sure that this does not happen, we could be
// stricter here.
return true
}
j2 := j1 + 1
j3 := j1 + 2
bi := blas64.Implementation()
if n1 == 1 && n2 == 1 {
// Swap two 1×1 blocks.
t11 := t[j1*ldt+j1]
t22 := t[j2*ldt+j2]
// Determine the transformation to perform the interchange.
cs, sn, _ := impl.Dlartg(t[j1*ldt+j2], t22-t11)
// Apply transformation to the matrix T.
if n-j3 > 0 {
bi.Drot(n-j3, t[j1*ldt+j3:], 1, t[j2*ldt+j3:], 1, cs, sn)
}
if j1 > 0 {
bi.Drot(j1, t[j1:], ldt, t[j2:], ldt, cs, sn)
}
t[j1*ldt+j1] = t22
t[j2*ldt+j2] = t11
if wantq {
// Accumulate transformation in the matrix Q.
bi.Drot(n, q[j1:], ldq, q[j2:], ldq, cs, sn)
}
return true
}
// Swapping involves at least one 2×2 block.
//
// Copy the diagonal block of order n1+n2 to the local array d and
// compute its norm.
nd := n1 + n2
var d [16]float64
const ldd = 4
impl.Dlacpy(blas.All, nd, nd, t[j1*ldt+j1:], ldt, d[:], ldd)
dnorm := impl.Dlange(lapack.MaxAbs, nd, nd, d[:], ldd, work)
// Compute machine-dependent threshold for test for accepting swap.
eps := dlamchP
thresh := math.Max(10*eps*dnorm, dlamchS/eps)
// Solve T11*X - X*T22 = scale*T12 for X.
var x [4]float64
const ldx = 2
scale, _, _ := impl.Dlasy2(false, false, -1, n1, n2, d[:], ldd, d[n1*ldd+n1:], ldd, d[n1:], ldd, x[:], ldx)
// Swap the adjacent diagonal blocks.
switch {
case n1 == 1 && n2 == 2:
// Generate elementary reflector H so that
// ( scale, X11, X12 ) H = ( 0, 0, * )
u := [3]float64{scale, x[0], 1}
_, tau := impl.Dlarfg(3, x[1], u[:2], 1)
t11 := t[j1*ldt+j1]
// Perform swap provisionally on diagonal block in d.
impl.Dlarfx(blas.Left, 3, 3, u[:], tau, d[:], ldd, work)
impl.Dlarfx(blas.Right, 3, 3, u[:], tau, d[:], ldd, work)
// Test whether to reject swap.
if math.Max(math.Abs(d[2*ldd]), math.Max(math.Abs(d[2*ldd+1]), math.Abs(d[2*ldd+2]-t11))) > thresh {
return false
}
// Accept swap: apply transformation to the entire matrix T.
impl.Dlarfx(blas.Left, 3, n-j1, u[:], tau, t[j1*ldt+j1:], ldt, work)
impl.Dlarfx(blas.Right, j2+1, 3, u[:], tau, t[j1:], ldt, work)
t[j3*ldt+j1] = 0
t[j3*ldt+j2] = 0
t[j3*ldt+j3] = t11
if wantq {
// Accumulate transformation in the matrix Q.
impl.Dlarfx(blas.Right, n, 3, u[:], tau, q[j1:], ldq, work)
}
case n1 == 2 && n2 == 1:
// Generate elementary reflector H so that:
// H ( -X11 ) = ( * )
// ( -X21 ) = ( 0 )
// ( scale ) = ( 0 )
u := [3]float64{1, -x[ldx], scale}
_, tau := impl.Dlarfg(3, -x[0], u[1:], 1)
t33 := t[j3*ldt+j3]
// Perform swap provisionally on diagonal block in D.
impl.Dlarfx(blas.Left, 3, 3, u[:], tau, d[:], ldd, work)
impl.Dlarfx(blas.Right, 3, 3, u[:], tau, d[:], ldd, work)
// Test whether to reject swap.
if math.Max(math.Abs(d[ldd]), math.Max(math.Abs(d[2*ldd]), math.Abs(d[0]-t33))) > thresh {
return false
}
// Accept swap: apply transformation to the entire matrix T.
impl.Dlarfx(blas.Right, j3+1, 3, u[:], tau, t[j1:], ldt, work)
impl.Dlarfx(blas.Left, 3, n-j1-1, u[:], tau, t[j1*ldt+j2:], ldt, work)
t[j1*ldt+j1] = t33
t[j2*ldt+j1] = 0
t[j3*ldt+j1] = 0
if wantq {
// Accumulate transformation in the matrix Q.
impl.Dlarfx(blas.Right, n, 3, u[:], tau, q[j1:], ldq, work)
}
default: // n1 == 2 && n2 == 2
// Generate elementary reflectors H_1 and H_2 so that:
// H_2 H_1 ( -X11 -X12 ) = ( * * )
// ( -X21 -X22 ) ( 0 * )
// ( scale 0 ) ( 0 0 )
// ( 0 scale ) ( 0 0 )
u1 := [3]float64{1, -x[ldx], scale}
_, tau1 := impl.Dlarfg(3, -x[0], u1[1:], 1)
temp := -tau1 * (x[1] + u1[1]*x[ldx+1])
u2 := [3]float64{1, -temp * u1[2], scale}
_, tau2 := impl.Dlarfg(3, -temp*u1[1]-x[ldx+1], u2[1:], 1)
// Perform swap provisionally on diagonal block in D.
impl.Dlarfx(blas.Left, 3, 4, u1[:], tau1, d[:], ldd, work)
impl.Dlarfx(blas.Right, 4, 3, u1[:], tau1, d[:], ldd, work)
impl.Dlarfx(blas.Left, 3, 4, u2[:], tau2, d[ldd:], ldd, work)
impl.Dlarfx(blas.Right, 4, 3, u2[:], tau2, d[1:], ldd, work)
// Test whether to reject swap.
m1 := math.Max(math.Abs(d[2*ldd]), math.Abs(d[2*ldd+1]))
m2 := math.Max(math.Abs(d[3*ldd]), math.Abs(d[3*ldd+1]))
if math.Max(m1, m2) > thresh {
return false
}
// Accept swap: apply transformation to the entire matrix T.
j4 := j1 + 3
impl.Dlarfx(blas.Left, 3, n-j1, u1[:], tau1, t[j1*ldt+j1:], ldt, work)
impl.Dlarfx(blas.Right, j4+1, 3, u1[:], tau1, t[j1:], ldt, work)
impl.Dlarfx(blas.Left, 3, n-j1, u2[:], tau2, t[j2*ldt+j1:], ldt, work)
impl.Dlarfx(blas.Right, j4+1, 3, u2[:], tau2, t[j2:], ldt, work)
t[j3*ldt+j1] = 0
t[j3*ldt+j2] = 0
t[j4*ldt+j1] = 0
t[j4*ldt+j2] = 0
if wantq {
// Accumulate transformation in the matrix Q.
impl.Dlarfx(blas.Right, n, 3, u1[:], tau1, q[j1:], ldq, work)
impl.Dlarfx(blas.Right, n, 3, u2[:], tau2, q[j2:], ldq, work)
}
}
if n2 == 2 {
// Standardize new 2×2 block T11.
a, b := t[j1*ldt+j1], t[j1*ldt+j2]
c, d := t[j2*ldt+j1], t[j2*ldt+j2]
var cs, sn float64
t[j1*ldt+j1], t[j1*ldt+j2], t[j2*ldt+j1], t[j2*ldt+j2], _, _, _, _, cs, sn = impl.Dlanv2(a, b, c, d)
if n-j1-2 > 0 {
bi.Drot(n-j1-2, t[j1*ldt+j1+2:], 1, t[j2*ldt+j1+2:], 1, cs, sn)
}
if j1 > 0 {
bi.Drot(j1, t[j1:], ldt, t[j2:], ldt, cs, sn)
}
if wantq {
bi.Drot(n, q[j1:], ldq, q[j2:], ldq, cs, sn)
}
}
if n1 == 2 {
// Standardize new 2×2 block T22.
j3 := j1 + n2
j4 := j3 + 1
a, b := t[j3*ldt+j3], t[j3*ldt+j4]
c, d := t[j4*ldt+j3], t[j4*ldt+j4]
var cs, sn float64
t[j3*ldt+j3], t[j3*ldt+j4], t[j4*ldt+j3], t[j4*ldt+j4], _, _, _, _, cs, sn = impl.Dlanv2(a, b, c, d)
if n-j3-2 > 0 {
bi.Drot(n-j3-2, t[j3*ldt+j3+2:], 1, t[j4*ldt+j3+2:], 1, cs, sn)
}
bi.Drot(j3, t[j3:], ldt, t[j4:], ldt, cs, sn)
if wantq {
bi.Drot(n, q[j3:], ldq, q[j4:], ldq, cs, sn)
}
}
return true
}
|