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- /**************************************************************************
- **
- ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved.
- **
- ** Meschach Library
- **
- ** This Meschach Library is provided "as is" without any express
- ** or implied warranty of any kind with respect to this software.
- ** In particular the authors shall not be liable for any direct,
- ** indirect, special, incidental or consequential damages arising
- ** in any way from use of the software.
- **
- ** Everyone is granted permission to copy, modify and redistribute this
- ** Meschach Library, provided:
- ** 1. All copies contain this copyright notice.
- ** 2. All modified copies shall carry a notice stating who
- ** made the last modification and the date of such modification.
- ** 3. No charge is made for this software or works derived from it.
- ** This clause shall not be construed as constraining other software
- ** distributed on the same medium as this software, nor is a
- ** distribution fee considered a charge.
- **
- ***************************************************************************/
- /*
- File containing routines for determining Hessenberg
- factorisations.
- */
- static char rcsid[] = "$Id: hessen.c,v 1.2 1994/01/13 05:36:24 des Exp $";
- #include <stdio.h>
- #include "matrix.h"
- #include "matrix2.h"
- /* Hfactor -- compute Hessenberg factorisation in compact form.
- -- factorisation performed in situ
- -- for details of the compact form see QRfactor.c and matrix2.doc */
- #ifndef ANSI_C
- MAT *Hfactor(A, diag, beta)
- MAT *A;
- VEC *diag, *beta;
- #else
- MAT *Hfactor(MAT *A, VEC *diag, VEC *beta)
- #endif
- {
- STATIC VEC *hh = VNULL, *w = VNULL;
- int k, limit;
- if ( ! A || ! diag || ! beta )
- error(E_NULL,"Hfactor");
- if ( diag->dim < A->m - 1 || beta->dim < A->m - 1 )
- error(E_SIZES,"Hfactor");
- if ( A->m != A->n )
- error(E_SQUARE,"Hfactor");
- limit = A->m - 1;
- hh = v_resize(hh,A->m);
- w = v_resize(w,A->n);
- MEM_STAT_REG(hh,TYPE_VEC);
- MEM_STAT_REG(w, TYPE_VEC);
- for ( k = 0; k < limit; k++ )
- {
- /* compute the Householder vector hh */
- get_col(A,(unsigned int)k,hh);
- /* printf("the %d'th column = "); v_output(hh); */
- hhvec(hh,k+1,&beta->ve[k],hh,&A->me[k+1][k]);
- /* diag->ve[k] = hh->ve[k+1]; */
- v_set_val(diag,k,v_entry(hh,k+1));
- /* printf("H/h vector = "); v_output(hh); */
- /* printf("from the %d'th entry\n",k+1); */
- /* printf("beta = %g\n",beta->ve[k]); */
- /* apply Householder operation symmetrically to A */
- _hhtrcols(A,k+1,k+1,hh,v_entry(beta,k),w);
- hhtrrows(A,0 ,k+1,hh,v_entry(beta,k));
- /* printf("A = "); m_output(A); */
- }
- #ifdef THREADSAFE
- V_FREE(hh); V_FREE(w);
- #endif
- return (A);
- }
- /* makeHQ -- construct the Hessenberg orthogonalising matrix Q;
- -- i.e. Hess M = Q.M.Q' */
- #ifndef ANSI_C
- MAT *makeHQ(H, diag, beta, Qout)
- MAT *H, *Qout;
- VEC *diag, *beta;
- #else
- MAT *makeHQ(MAT *H, VEC *diag, VEC *beta, MAT *Qout)
- #endif
- {
- int i, j, limit;
- STATIC VEC *tmp1 = VNULL, *tmp2 = VNULL;
- if ( H==(MAT *)NULL || diag==(VEC *)NULL || beta==(VEC *)NULL )
- error(E_NULL,"makeHQ");
- limit = H->m - 1;
- if ( diag->dim < limit || beta->dim < limit )
- error(E_SIZES,"makeHQ");
- if ( H->m != H->n )
- error(E_SQUARE,"makeHQ");
- Qout = m_resize(Qout,H->m,H->m);
- tmp1 = v_resize(tmp1,H->m);
- tmp2 = v_resize(tmp2,H->m);
- MEM_STAT_REG(tmp1,TYPE_VEC);
- MEM_STAT_REG(tmp2,TYPE_VEC);
- for ( i = 0; i < H->m; i++ )
- {
- /* tmp1 = i'th basis vector */
- for ( j = 0; j < H->m; j++ )
- /* tmp1->ve[j] = 0.0; */
- v_set_val(tmp1,j,0.0);
- /* tmp1->ve[i] = 1.0; */
- v_set_val(tmp1,i,1.0);
- /* apply H/h transforms in reverse order */
- for ( j = limit-1; j >= 0; j-- )
- {
- get_col(H,(unsigned int)j,tmp2);
- /* tmp2->ve[j+1] = diag->ve[j]; */
- v_set_val(tmp2,j+1,v_entry(diag,j));
- hhtrvec(tmp2,beta->ve[j],j+1,tmp1,tmp1);
- }
- /* insert into Qout */
- set_col(Qout,(unsigned int)i,tmp1);
- }
- #ifdef THREADSAFE
- V_FREE(tmp1); V_FREE(tmp2);
- #endif
- return (Qout);
- }
- /* makeH -- construct actual Hessenberg matrix */
- #ifndef ANSI_C
- MAT *makeH(H,Hout)
- MAT *H, *Hout;
- #else
- MAT *makeH(const MAT *H, MAT *Hout)
- #endif
- {
- int i, j, limit;
- if ( H==(MAT *)NULL )
- error(E_NULL,"makeH");
- if ( H->m != H->n )
- error(E_SQUARE,"makeH");
- Hout = m_resize(Hout,H->m,H->m);
- Hout = m_copy(H,Hout);
- limit = H->m;
- for ( i = 1; i < limit; i++ )
- for ( j = 0; j < i-1; j++ )
- /* Hout->me[i][j] = 0.0;*/
- m_set_val(Hout,i,j,0.0);
- return (Hout);
- }
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