source: branches/3.2/sources/HeuristicLab.ExtLibs/HeuristicLab.ALGLIB/2.3.0/ALGLIB-2.3.0/reflections.cs @ 5955

/*************************************************************************
Copyright (c) 1992-2007 The University of Tennessee.  All rights reserved.

Contributors:
    * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
      pseudocode.

See subroutines comments for additional copyrights.

>>> SOURCE LICENSE >>>
This program 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 (www.fsf.org); either version 2 of the 
License, or (at your option) any later version.

This program 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.

A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses

>>> END OF LICENSE >>>
*************************************************************************/

using System;

namespace alglib
{
    public class reflections
    {
        /*************************************************************************
        Generation of an elementary reflection transformation

        The subroutine generates elementary reflection H of order N, so that, for
        a given X, the following equality holds true:

            ( X(1) )   ( Beta )
        H * (  ..  ) = (  0   )
            ( X(n) )   (  0   )

        where
                      ( V(1) )
        H = 1 - Tau * (  ..  ) * ( V(1), ..., V(n) )
                      ( V(n) )

        where the first component of vector V equals 1.

        Input parameters:
            X   -   vector. Array whose index ranges within [1..N].
            N   -   reflection order.

        Output parameters:
            X   -   components from 2 to N are replaced with vector V.
                    The first component is replaced with parameter Beta.
            Tau -   scalar value Tau. If X is a null vector, Tau equals 0,
                    otherwise 1 <= Tau <= 2.

        This subroutine is the modification of the DLARFG subroutines from
        the LAPACK library.

        MODIFICATIONS:
            24.12.2005 sign(Alpha) was replaced with an analogous to the Fortran SIGN code.

          -- LAPACK auxiliary routine (version 3.0) --
             Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
             Courant Institute, Argonne National Lab, and Rice University
             September 30, 1994
        *************************************************************************/
        public static void generatereflection(ref double[] x,
            int n,
            ref double tau)
        {
            int j = 0;
            double alpha = 0;
            double xnorm = 0;
            double v = 0;
            double beta = 0;
            double mx = 0;
            double s = 0;
            int i_ = 0;

            if( n<=1 )
            {
                tau = 0;
                return;
            }
            
            //
            // Scale if needed (to avoid overflow/underflow during intermediate
            // calculations).
            //
            mx = 0;
            for(j=1; j<=n; j++)
            {
                mx = Math.Max(Math.Abs(x[j]), mx);
            }
            s = 1;
            if( (double)(mx)!=(double)(0) )
            {
                if( (double)(mx)<=(double)(AP.Math.MinRealNumber/AP.Math.MachineEpsilon) )
                {
                    s = AP.Math.MinRealNumber/AP.Math.MachineEpsilon;
                    v = 1/s;
                    for(i_=1; i_<=n;i_++)
                    {
                        x[i_] = v*x[i_];
                    }
                    mx = mx*v;
                }
                else
                {
                    if( (double)(mx)>=(double)(AP.Math.MaxRealNumber*AP.Math.MachineEpsilon) )
                    {
                        s = AP.Math.MaxRealNumber*AP.Math.MachineEpsilon;
                        v = 1/s;
                        for(i_=1; i_<=n;i_++)
                        {
                            x[i_] = v*x[i_];
                        }
                        mx = mx*v;
                    }
                }
            }
            
            //
            // XNORM = DNRM2( N-1, X, INCX )
            //
            alpha = x[1];
            xnorm = 0;
            if( (double)(mx)!=(double)(0) )
            {
                for(j=2; j<=n; j++)
                {
                    xnorm = xnorm+AP.Math.Sqr(x[j]/mx);
                }
                xnorm = Math.Sqrt(xnorm)*mx;
            }
            if( (double)(xnorm)==(double)(0) )
            {
                
                //
                // H  =  I
                //
                tau = 0;
                x[1] = x[1]*s;
                return;
            }
            
            //
            // general case
            //
            mx = Math.Max(Math.Abs(alpha), Math.Abs(xnorm));
            beta = -(mx*Math.Sqrt(AP.Math.Sqr(alpha/mx)+AP.Math.Sqr(xnorm/mx)));
            if( (double)(alpha)<(double)(0) )
            {
                beta = -beta;
            }
            tau = (beta-alpha)/beta;
            v = 1/(alpha-beta);
            for(i_=2; i_<=n;i_++)
            {
                x[i_] = v*x[i_];
            }
            x[1] = beta;
            
            //
            // Scale back outputs
            //
            x[1] = x[1]*s;
        }


        /*************************************************************************
        Application of an elementary reflection to a rectangular matrix of size MxN

        The algorithm pre-multiplies the matrix by an elementary reflection transformation
        which is given by column V and scalar Tau (see the description of the
        GenerateReflection procedure). Not the whole matrix but only a part of it
        is transformed (rows from M1 to M2, columns from N1 to N2). Only the elements
        of this submatrix are changed.

        Input parameters:
            C       -   matrix to be transformed.
            Tau     -   scalar defining the transformation.
            V       -   column defining the transformation.
                        Array whose index ranges within [1..M2-M1+1].
            M1, M2  -   range of rows to be transformed.
            N1, N2  -   range of columns to be transformed.
            WORK    -   working array whose indexes goes from N1 to N2.

        Output parameters:
            C       -   the result of multiplying the input matrix C by the
                        transformation matrix which is given by Tau and V.
                        If N1>N2 or M1>M2, C is not modified.

          -- LAPACK auxiliary routine (version 3.0) --
             Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
             Courant Institute, Argonne National Lab, and Rice University
             September 30, 1994
        *************************************************************************/
        public static void applyreflectionfromtheleft(ref double[,] c,
            double tau,
            ref double[] v,
            int m1,
            int m2,
            int n1,
            int n2,
            ref double[] work)
        {
            double t = 0;
            int i = 0;
            int vm = 0;
            int i_ = 0;

            if( (double)(tau)==(double)(0) | n1>n2 | m1>m2 )
            {
                return;
            }
            
            //
            // w := C' * v
            //
            vm = m2-m1+1;
            for(i=n1; i<=n2; i++)
            {
                work[i] = 0;
            }
            for(i=m1; i<=m2; i++)
            {
                t = v[i+1-m1];
                for(i_=n1; i_<=n2;i_++)
                {
                    work[i_] = work[i_] + t*c[i,i_];
                }
            }
            
            //
            // C := C - tau * v * w'
            //
            for(i=m1; i<=m2; i++)
            {
                t = v[i-m1+1]*tau;
                for(i_=n1; i_<=n2;i_++)
                {
                    c[i,i_] = c[i,i_] - t*work[i_];
                }
            }
        }


        /*************************************************************************
        Application of an elementary reflection to a rectangular matrix of size MxN

        The algorithm post-multiplies the matrix by an elementary reflection transformation
        which is given by column V and scalar Tau (see the description of the
        GenerateReflection procedure). Not the whole matrix but only a part of it
        is transformed (rows from M1 to M2, columns from N1 to N2). Only the
        elements of this submatrix are changed.

        Input parameters:
            C       -   matrix to be transformed.
            Tau     -   scalar defining the transformation.
            V       -   column defining the transformation.
                        Array whose index ranges within [1..N2-N1+1].
            M1, M2  -   range of rows to be transformed.
            N1, N2  -   range of columns to be transformed.
            WORK    -   working array whose indexes goes from M1 to M2.

        Output parameters:
            C       -   the result of multiplying the input matrix C by the
                        transformation matrix which is given by Tau and V.
                        If N1>N2 or M1>M2, C is not modified.

          -- LAPACK auxiliary routine (version 3.0) --
             Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
             Courant Institute, Argonne National Lab, and Rice University
             September 30, 1994
        *************************************************************************/
        public static void applyreflectionfromtheright(ref double[,] c,
            double tau,
            ref double[] v,
            int m1,
            int m2,
            int n1,
            int n2,
            ref double[] work)
        {
            double t = 0;
            int i = 0;
            int vm = 0;
            int i_ = 0;
            int i1_ = 0;

            if( (double)(tau)==(double)(0) | n1>n2 | m1>m2 )
            {
                return;
            }
            
            //
            // w := C * v
            //
            vm = n2-n1+1;
            for(i=m1; i<=m2; i++)
            {
                i1_ = (1)-(n1);
                t = 0.0;
                for(i_=n1; i_<=n2;i_++)
                {
                    t += c[i,i_]*v[i_+i1_];
                }
                work[i] = t;
            }
            
            //
            // C := C - w * v'
            //
            for(i=m1; i<=m2; i++)
            {
                t = work[i]*tau;
                i1_ = (1) - (n1);
                for(i_=n1; i_<=n2;i_++)
                {
                    c[i,i_] = c[i,i_] - t*v[i_+i1_];
                }
            }
        }
    }
}