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
|
/*
Copyright (C) 1994, 1995, 1996, 1997, 2002, 2003, 2004, 2005, 2007
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 3 of the License, 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, see
<http://www.gnu.org/licenses/>.
*/
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif
#include "dbleHESS.h"
#include "f77-fcn.h"
#include "lo-error.h"
extern "C"
{
F77_RET_T
F77_FUNC (dgebal, DGEBAL) (F77_CONST_CHAR_ARG_DECL,
const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type&,
octave_idx_type&, double*, octave_idx_type&
F77_CHAR_ARG_LEN_DECL);
F77_RET_T
F77_FUNC (dgehrd, DGEHRD) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
double*, const octave_idx_type&, double*, double*,
const octave_idx_type&, octave_idx_type&);
F77_RET_T
F77_FUNC (dorghr, DORGHR) (const octave_idx_type&, const octave_idx_type&, const octave_idx_type&,
double*, const octave_idx_type&, double*, double*,
const octave_idx_type&, octave_idx_type&);
F77_RET_T
F77_FUNC (dgebak, DGEBAK) (F77_CONST_CHAR_ARG_DECL,
F77_CONST_CHAR_ARG_DECL,
const octave_idx_type&, const octave_idx_type&, const octave_idx_type&, double*,
const octave_idx_type&, double*, const octave_idx_type&, octave_idx_type&
F77_CHAR_ARG_LEN_DECL
F77_CHAR_ARG_LEN_DECL);
}
octave_idx_type
HESS::init (const Matrix& a)
{
octave_idx_type a_nr = a.rows ();
octave_idx_type 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';
octave_idx_type n = a_nc;
octave_idx_type lwork = 32 * n;
octave_idx_type info;
octave_idx_type ilo;
octave_idx_type ihi;
hess_mat = a;
double *h = hess_mat.fortran_vec ();
Array<double> scale (n);
double *pscale = scale.fortran_vec ();
F77_XFCN (dgebal, DGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1),
n, h, n, ilo, ihi, pscale, info
F77_CHAR_ARG_LEN (1)));
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));
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));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dorghr");
else
{
F77_XFCN (dgebak, DGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1),
F77_CONST_CHAR_ARG2 (&side, 1),
n, ilo, ihi, pscale, n, z,
n, info
F77_CHAR_ARG_LEN (1)
F77_CHAR_ARG_LEN (1)));
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 (octave_idx_type j = 0; j < a_nc; j++)
for (octave_idx_type i = j+2; i < a_nr; i++)
hess_mat.elem (i, j) = 0;
}
}
}
}
return info;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/
|