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
|
/*
Copyright (C) 1996 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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
#if defined (__GNUG__)
#pragma implementation
#endif
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif
#include "dbleHESS.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "mx-inlines.cc"
extern "C"
{
int F77_FCN (dgebal, DGEBAL) (const char*, const int&, double*,
const int&, int&, int&, double*,
int&, long, long);
int F77_FCN (dgehrd, DGEHRD) (const int&, const int&, const int&,
double*, const int&, double*, double*,
const int&, int&, long, long);
int F77_FCN (dorghr, DORGHR) (const int&, const int&, const int&,
double*, const int&, double*, double*,
const int&, int&, long, long);
int F77_FCN (dgebak, DGEBAK) (const char*, const char*, const int&,
const int&, const int&, double*,
const int&, 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 job = 'N';
char side = 'R';
int n = a_nc;
int lwork = 32 * n;
int info;
int ilo;
int ihi;
hess_mat = a;
double *h = hess_mat.fortran_vec ();
Array<double> scale (n);
double *pscale = scale.fortran_vec ();
F77_XFCN (dgebal, DGEBAL, (&job, n, h, n, ilo, ihi, pscale, info,
1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in dgebal");
else
{
Array<double> tau (n-1);
double *ptau = tau.fortran_vec ();
Array<double> work (lwork);
double *pwork = work.fortran_vec ();
F77_XFCN (dgehrd, DGEHRD, (n, ilo, ihi, h, n, ptau, pwork,
lwork, info, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in dgehrd");
else
{
unitary_hess_mat = hess_mat;
double *z = unitary_hess_mat.fortran_vec ();
F77_XFCN (dorghr, DORGHR, (n, ilo, ihi, z, n, ptau, pwork,
lwork, info, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dorghr");
else
{
F77_XFCN (dgebak, DGEBAK, (&job, &side, n, ilo, ihi,
pscale, n, z, n, info, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dgebak");
else
{
// 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;
}
}
}
}
return info;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/
|
