1 | /*************************************************************************
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2 | Copyright (c) 1992-2007 The University of Tennessee. All rights reserved.
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3 |
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4 | Contributors:
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5 | * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
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6 | pseudocode.
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7 |
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8 | See subroutines comments for additional copyrights.
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9 |
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10 | >>> SOURCE LICENSE >>>
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11 | This program is free software; you can redistribute it and/or modify
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12 | it under the terms of the GNU General Public License as published by
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13 | the Free Software Foundation (www.fsf.org); either version 2 of the
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14 | License, or (at your option) any later version.
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15 |
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16 | This program is distributed in the hope that it will be useful,
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17 | but WITHOUT ANY WARRANTY; without even the implied warranty of
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18 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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19 | GNU General Public License for more details.
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20 |
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21 | A copy of the GNU General Public License is available at
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22 | http://www.fsf.org/licensing/licenses
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23 |
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24 | >>> END OF LICENSE >>>
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25 | *************************************************************************/
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26 |
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27 | using System;
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28 |
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29 | namespace alglib
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30 | {
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31 | public class hblas
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32 | {
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33 | public static void hermitianmatrixvectormultiply(ref AP.Complex[,] a,
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34 | bool isupper,
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35 | int i1,
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36 | int i2,
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37 | ref AP.Complex[] x,
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38 | AP.Complex alpha,
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39 | ref AP.Complex[] y)
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40 | {
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41 | int i = 0;
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42 | int ba1 = 0;
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43 | int ba2 = 0;
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44 | int by1 = 0;
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45 | int by2 = 0;
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46 | int bx1 = 0;
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47 | int bx2 = 0;
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48 | int n = 0;
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49 | AP.Complex v = 0;
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50 | int i_ = 0;
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51 | int i1_ = 0;
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52 |
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53 | n = i2-i1+1;
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54 | if( n<=0 )
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55 | {
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56 | return;
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57 | }
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58 |
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59 | //
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60 | // Let A = L + D + U, where
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61 | // L is strictly lower triangular (main diagonal is zero)
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62 | // D is diagonal
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63 | // U is strictly upper triangular (main diagonal is zero)
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64 | //
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65 | // A*x = L*x + D*x + U*x
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66 | //
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67 | // Calculate D*x first
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68 | //
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69 | for(i=i1; i<=i2; i++)
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70 | {
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71 | y[i-i1+1] = a[i,i]*x[i-i1+1];
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72 | }
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73 |
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74 | //
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75 | // Add L*x + U*x
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76 | //
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77 | if( isupper )
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78 | {
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79 | for(i=i1; i<=i2-1; i++)
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80 | {
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81 |
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82 | //
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83 | // Add L*x to the result
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84 | //
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85 | v = x[i-i1+1];
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86 | by1 = i-i1+2;
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87 | by2 = n;
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88 | ba1 = i+1;
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89 | ba2 = i2;
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90 | i1_ = (ba1) - (by1);
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91 | for(i_=by1; i_<=by2;i_++)
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92 | {
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93 | y[i_] = y[i_] + v*AP.Math.Conj(a[i,i_+i1_]);
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94 | }
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95 |
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96 | //
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97 | // Add U*x to the result
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98 | //
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99 | bx1 = i-i1+2;
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100 | bx2 = n;
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101 | ba1 = i+1;
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102 | ba2 = i2;
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103 | i1_ = (ba1)-(bx1);
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104 | v = 0.0;
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105 | for(i_=bx1; i_<=bx2;i_++)
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106 | {
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107 | v += x[i_]*a[i,i_+i1_];
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108 | }
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109 | y[i-i1+1] = y[i-i1+1]+v;
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110 | }
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111 | }
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112 | else
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113 | {
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114 | for(i=i1+1; i<=i2; i++)
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115 | {
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116 |
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117 | //
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118 | // Add L*x to the result
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119 | //
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120 | bx1 = 1;
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121 | bx2 = i-i1;
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122 | ba1 = i1;
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123 | ba2 = i-1;
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124 | i1_ = (ba1)-(bx1);
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125 | v = 0.0;
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126 | for(i_=bx1; i_<=bx2;i_++)
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127 | {
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128 | v += x[i_]*a[i,i_+i1_];
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129 | }
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130 | y[i-i1+1] = y[i-i1+1]+v;
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131 |
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132 | //
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133 | // Add U*x to the result
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134 | //
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135 | v = x[i-i1+1];
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136 | by1 = 1;
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137 | by2 = i-i1;
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138 | ba1 = i1;
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139 | ba2 = i-1;
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140 | i1_ = (ba1) - (by1);
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141 | for(i_=by1; i_<=by2;i_++)
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142 | {
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143 | y[i_] = y[i_] + v*AP.Math.Conj(a[i,i_+i1_]);
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144 | }
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145 | }
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146 | }
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147 | for(i_=1; i_<=n;i_++)
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148 | {
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149 | y[i_] = alpha*y[i_];
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150 | }
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151 | }
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152 |
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153 |
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154 | public static void hermitianrank2update(ref AP.Complex[,] a,
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155 | bool isupper,
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156 | int i1,
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157 | int i2,
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158 | ref AP.Complex[] x,
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159 | ref AP.Complex[] y,
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160 | ref AP.Complex[] t,
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161 | AP.Complex alpha)
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162 | {
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163 | int i = 0;
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164 | int tp1 = 0;
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165 | int tp2 = 0;
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166 | AP.Complex v = 0;
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167 | int i_ = 0;
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168 | int i1_ = 0;
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169 |
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170 | if( isupper )
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171 | {
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172 | for(i=i1; i<=i2; i++)
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173 | {
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174 | tp1 = i+1-i1;
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175 | tp2 = i2-i1+1;
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176 | v = alpha*x[i+1-i1];
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177 | for(i_=tp1; i_<=tp2;i_++)
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178 | {
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179 | t[i_] = v*AP.Math.Conj(y[i_]);
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180 | }
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181 | v = AP.Math.Conj(alpha)*y[i+1-i1];
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182 | for(i_=tp1; i_<=tp2;i_++)
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183 | {
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184 | t[i_] = t[i_] + v*AP.Math.Conj(x[i_]);
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185 | }
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186 | i1_ = (tp1) - (i);
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187 | for(i_=i; i_<=i2;i_++)
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188 | {
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189 | a[i,i_] = a[i,i_] + t[i_+i1_];
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190 | }
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191 | }
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192 | }
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193 | else
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194 | {
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195 | for(i=i1; i<=i2; i++)
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196 | {
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197 | tp1 = 1;
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198 | tp2 = i+1-i1;
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199 | v = alpha*x[i+1-i1];
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200 | for(i_=tp1; i_<=tp2;i_++)
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201 | {
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202 | t[i_] = v*AP.Math.Conj(y[i_]);
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203 | }
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204 | v = AP.Math.Conj(alpha)*y[i+1-i1];
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205 | for(i_=tp1; i_<=tp2;i_++)
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206 | {
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207 | t[i_] = t[i_] + v*AP.Math.Conj(x[i_]);
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208 | }
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209 | i1_ = (tp1) - (i1);
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210 | for(i_=i1; i_<=i;i_++)
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211 | {
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212 | a[i,i_] = a[i,i_] + t[i_+i1_];
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213 | }
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214 | }
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215 | }
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216 | }
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217 | }
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218 | }
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