[2806] | 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 nsevd
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| 32 | {
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| 33 | /*************************************************************************
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| 34 | Finding eigenvalues and eigenvectors of a general matrix
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| 35 |
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| 36 | The algorithm finds eigenvalues and eigenvectors of a general matrix by
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| 37 | using the QR algorithm with multiple shifts. The algorithm can find
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| 38 | eigenvalues and both left and right eigenvectors.
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| 39 |
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| 40 | The right eigenvector is a vector x such that A*x = w*x, and the left
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| 41 | eigenvector is a vector y such that y'*A = w*y' (here y' implies a complex
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| 42 | conjugate transposition of vector y).
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| 43 |
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| 44 | Input parameters:
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| 45 | A - matrix. Array whose indexes range within [0..N-1, 0..N-1].
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| 46 | N - size of matrix A.
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| 47 | VNeeded - flag controlling whether eigenvectors are needed or not.
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| 48 | If VNeeded is equal to:
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| 49 | * 0, eigenvectors are not returned;
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| 50 | * 1, right eigenvectors are returned;
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| 51 | * 2, left eigenvectors are returned;
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| 52 | * 3, both left and right eigenvectors are returned.
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| 53 |
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| 54 | Output parameters:
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| 55 | WR - real parts of eigenvalues.
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| 56 | Array whose index ranges within [0..N-1].
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| 57 | WR - imaginary parts of eigenvalues.
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| 58 | Array whose index ranges within [0..N-1].
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| 59 | VL, VR - arrays of left and right eigenvectors (if they are needed).
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| 60 | If WI[i]=0, the respective eigenvalue is a real number,
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| 61 | and it corresponds to the column number I of matrices VL/VR.
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| 62 | If WI[i]>0, we have a pair of complex conjugate numbers with
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| 63 | positive and negative imaginary parts:
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| 64 | the first eigenvalue WR[i] + sqrt(-1)*WI[i];
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| 65 | the second eigenvalue WR[i+1] + sqrt(-1)*WI[i+1];
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| 66 | WI[i]>0
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| 67 | WI[i+1] = -WI[i] < 0
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| 68 | In that case, the eigenvector corresponding to the first
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| 69 | eigenvalue is located in i and i+1 columns of matrices
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| 70 | VL/VR (the column number i contains the real part, and the
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| 71 | column number i+1 contains the imaginary part), and the vector
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| 72 | corresponding to the second eigenvalue is a complex conjugate to
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| 73 | the first vector.
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| 74 | Arrays whose indexes range within [0..N-1, 0..N-1].
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| 75 |
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| 76 | Result:
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| 77 | True, if the algorithm has converged.
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| 78 | False, if the algorithm has not converged.
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| 79 |
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| 80 | Note 1:
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| 81 | Some users may ask the following question: what if WI[N-1]>0?
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| 82 | WI[N] must contain an eigenvalue which is complex conjugate to the
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| 83 | N-th eigenvalue, but the array has only size N?
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| 84 | The answer is as follows: such a situation cannot occur because the
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| 85 | algorithm finds a pairs of eigenvalues, therefore, if WI[i]>0, I is
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| 86 | strictly less than N-1.
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| 87 |
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| 88 | Note 2:
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| 89 | The algorithm performance depends on the value of the internal parameter
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| 90 | NS of the InternalSchurDecomposition subroutine which defines the number
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| 91 | of shifts in the QR algorithm (similarly to the block width in block-matrix
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| 92 | algorithms of linear algebra). If you require maximum performance
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| 93 | on your machine, it is recommended to adjust this parameter manually.
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| 94 |
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| 95 |
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| 96 | See also the InternalTREVC subroutine.
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| 97 |
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| 98 | The algorithm is based on the LAPACK 3.0 library.
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| 99 | *************************************************************************/
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| 100 | public static bool rmatrixevd(double[,] a,
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| 101 | int n,
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| 102 | int vneeded,
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| 103 | ref double[] wr,
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| 104 | ref double[] wi,
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| 105 | ref double[,] vl,
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| 106 | ref double[,] vr)
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| 107 | {
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| 108 | bool result = new bool();
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| 109 | double[,] a1 = new double[0,0];
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| 110 | double[,] vl1 = new double[0,0];
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| 111 | double[,] vr1 = new double[0,0];
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| 112 | double[] wr1 = new double[0];
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| 113 | double[] wi1 = new double[0];
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| 114 | int i = 0;
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| 115 | int i_ = 0;
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| 116 | int i1_ = 0;
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| 117 |
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| 118 | a = (double[,])a.Clone();
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| 119 |
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| 120 | System.Diagnostics.Debug.Assert(vneeded>=0 & vneeded<=3, "RMatrixEVD: incorrect VNeeded!");
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| 121 | a1 = new double[n+1, n+1];
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| 122 | for(i=1; i<=n; i++)
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| 123 | {
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| 124 | i1_ = (0) - (1);
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| 125 | for(i_=1; i_<=n;i_++)
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| 126 | {
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| 127 | a1[i,i_] = a[i-1,i_+i1_];
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| 128 | }
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| 129 | }
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| 130 | result = nonsymmetricevd(a1, n, vneeded, ref wr1, ref wi1, ref vl1, ref vr1);
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| 131 | if( result )
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| 132 | {
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| 133 | wr = new double[n-1+1];
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| 134 | wi = new double[n-1+1];
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| 135 | i1_ = (1) - (0);
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| 136 | for(i_=0; i_<=n-1;i_++)
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| 137 | {
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| 138 | wr[i_] = wr1[i_+i1_];
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| 139 | }
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| 140 | i1_ = (1) - (0);
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| 141 | for(i_=0; i_<=n-1;i_++)
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| 142 | {
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| 143 | wi[i_] = wi1[i_+i1_];
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| 144 | }
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| 145 | if( vneeded==2 | vneeded==3 )
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| 146 | {
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| 147 | vl = new double[n-1+1, n-1+1];
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| 148 | for(i=0; i<=n-1; i++)
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| 149 | {
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| 150 | i1_ = (1) - (0);
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| 151 | for(i_=0; i_<=n-1;i_++)
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| 152 | {
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| 153 | vl[i,i_] = vl1[i+1,i_+i1_];
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| 154 | }
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| 155 | }
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| 156 | }
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| 157 | if( vneeded==1 | vneeded==3 )
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| 158 | {
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| 159 | vr = new double[n-1+1, n-1+1];
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| 160 | for(i=0; i<=n-1; i++)
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| 161 | {
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| 162 | i1_ = (1) - (0);
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| 163 | for(i_=0; i_<=n-1;i_++)
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| 164 | {
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| 165 | vr[i,i_] = vr1[i+1,i_+i1_];
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| 166 | }
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| 167 | }
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| 168 | }
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| 169 | }
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| 170 | return result;
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| 171 | }
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| 172 |
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| 173 |
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| 174 | public static bool nonsymmetricevd(double[,] a,
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| 175 | int n,
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| 176 | int vneeded,
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| 177 | ref double[] wr,
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| 178 | ref double[] wi,
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| 179 | ref double[,] vl,
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| 180 | ref double[,] vr)
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| 181 | {
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| 182 | bool result = new bool();
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| 183 | double[,] s = new double[0,0];
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| 184 | double[] tau = new double[0];
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| 185 | bool[] sel = new bool[0];
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| 186 | int i = 0;
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| 187 | int info = 0;
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| 188 | int m = 0;
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| 189 | int i_ = 0;
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| 190 |
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| 191 | a = (double[,])a.Clone();
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| 192 |
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| 193 | System.Diagnostics.Debug.Assert(vneeded>=0 & vneeded<=3, "NonSymmetricEVD: incorrect VNeeded!");
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| 194 | if( vneeded==0 )
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| 195 | {
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| 196 |
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| 197 | //
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| 198 | // Eigen values only
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| 199 | //
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| 200 | hessenberg.toupperhessenberg(ref a, n, ref tau);
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| 201 | hsschur.internalschurdecomposition(ref a, n, 0, 0, ref wr, ref wi, ref s, ref info);
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| 202 | result = info==0;
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| 203 | return result;
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| 204 | }
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| 205 |
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| 206 | //
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| 207 | // Eigen values and vectors
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| 208 | //
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| 209 | hessenberg.toupperhessenberg(ref a, n, ref tau);
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| 210 | hessenberg.unpackqfromupperhessenberg(ref a, n, ref tau, ref s);
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| 211 | hsschur.internalschurdecomposition(ref a, n, 1, 1, ref wr, ref wi, ref s, ref info);
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| 212 | result = info==0;
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| 213 | if( !result )
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| 214 | {
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| 215 | return result;
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| 216 | }
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| 217 | if( vneeded==1 | vneeded==3 )
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| 218 | {
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| 219 | vr = new double[n+1, n+1];
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| 220 | for(i=1; i<=n; i++)
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| 221 | {
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| 222 | for(i_=1; i_<=n;i_++)
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| 223 | {
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| 224 | vr[i,i_] = s[i,i_];
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| 225 | }
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| 226 | }
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| 227 | }
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| 228 | if( vneeded==2 | vneeded==3 )
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| 229 | {
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| 230 | vl = new double[n+1, n+1];
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| 231 | for(i=1; i<=n; i++)
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| 232 | {
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| 233 | for(i_=1; i_<=n;i_++)
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| 234 | {
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| 235 | vl[i,i_] = s[i,i_];
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| 236 | }
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| 237 | }
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| 238 | }
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| 239 | internaltrevc(ref a, n, vneeded, 1, sel, ref vl, ref vr, ref m, ref info);
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| 240 | result = info==0;
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| 241 | return result;
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| 242 | }
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| 243 |
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| 244 |
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| 245 | private static void internaltrevc(ref double[,] t,
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| 246 | int n,
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| 247 | int side,
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| 248 | int howmny,
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| 249 | bool[] vselect,
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| 250 | ref double[,] vl,
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| 251 | ref double[,] vr,
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| 252 | ref int m,
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| 253 | ref int info)
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| 254 | {
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| 255 | bool allv = new bool();
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| 256 | bool bothv = new bool();
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| 257 | bool leftv = new bool();
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| 258 | bool over = new bool();
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| 259 | bool pair = new bool();
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| 260 | bool rightv = new bool();
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| 261 | bool somev = new bool();
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| 262 | int i = 0;
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| 263 | int ierr = 0;
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| 264 | int ii = 0;
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| 265 | int ip = 0;
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| 266 | int iis = 0;
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| 267 | int j = 0;
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| 268 | int j1 = 0;
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| 269 | int j2 = 0;
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| 270 | int jnxt = 0;
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| 271 | int k = 0;
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| 272 | int ki = 0;
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| 273 | int n2 = 0;
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| 274 | double beta = 0;
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| 275 | double bignum = 0;
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| 276 | double emax = 0;
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| 277 | double ovfl = 0;
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| 278 | double rec = 0;
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| 279 | double remax = 0;
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| 280 | double scl = 0;
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| 281 | double smin = 0;
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| 282 | double smlnum = 0;
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| 283 | double ulp = 0;
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| 284 | double unfl = 0;
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| 285 | double vcrit = 0;
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| 286 | double vmax = 0;
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| 287 | double wi = 0;
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| 288 | double wr = 0;
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| 289 | double xnorm = 0;
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| 290 | double[,] x = new double[0,0];
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| 291 | double[] work = new double[0];
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| 292 | double[] temp = new double[0];
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| 293 | double[,] temp11 = new double[0,0];
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| 294 | double[,] temp22 = new double[0,0];
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| 295 | double[,] temp11b = new double[0,0];
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| 296 | double[,] temp21b = new double[0,0];
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| 297 | double[,] temp12b = new double[0,0];
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| 298 | double[,] temp22b = new double[0,0];
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| 299 | bool skipflag = new bool();
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| 300 | int k1 = 0;
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| 301 | int k2 = 0;
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| 302 | int k3 = 0;
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| 303 | int k4 = 0;
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| 304 | double vt = 0;
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| 305 | bool[] rswap4 = new bool[0];
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| 306 | bool[] zswap4 = new bool[0];
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| 307 | int[,] ipivot44 = new int[0,0];
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| 308 | double[] civ4 = new double[0];
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| 309 | double[] crv4 = new double[0];
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| 310 | int i_ = 0;
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| 311 | int i1_ = 0;
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| 312 |
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| 313 | vselect = (bool[])vselect.Clone();
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| 314 |
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| 315 | x = new double[2+1, 2+1];
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| 316 | temp11 = new double[1+1, 1+1];
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| 317 | temp11b = new double[1+1, 1+1];
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| 318 | temp21b = new double[2+1, 1+1];
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| 319 | temp12b = new double[1+1, 2+1];
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| 320 | temp22b = new double[2+1, 2+1];
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| 321 | temp22 = new double[2+1, 2+1];
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| 322 | work = new double[3*n+1];
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| 323 | temp = new double[n+1];
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| 324 | rswap4 = new bool[4+1];
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| 325 | zswap4 = new bool[4+1];
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| 326 | ipivot44 = new int[4+1, 4+1];
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| 327 | civ4 = new double[4+1];
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| 328 | crv4 = new double[4+1];
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| 329 | if( howmny!=1 )
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| 330 | {
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| 331 | if( side==1 | side==3 )
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| 332 | {
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| 333 | vr = new double[n+1, n+1];
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| 334 | }
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| 335 | if( side==2 | side==3 )
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| 336 | {
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| 337 | vl = new double[n+1, n+1];
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| 338 | }
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| 339 | }
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| 340 |
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| 341 | //
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| 342 | // Decode and test the input parameters
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| 343 | //
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| 344 | bothv = side==3;
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| 345 | rightv = side==1 | bothv;
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| 346 | leftv = side==2 | bothv;
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| 347 | allv = howmny==2;
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| 348 | over = howmny==1;
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| 349 | somev = howmny==3;
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| 350 | info = 0;
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| 351 | if( n<0 )
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| 352 | {
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| 353 | info = -2;
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| 354 | return;
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| 355 | }
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| 356 | if( !rightv & !leftv )
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| 357 | {
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| 358 | info = -3;
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| 359 | return;
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| 360 | }
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| 361 | if( !allv & !over & !somev )
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| 362 | {
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| 363 | info = -4;
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| 364 | return;
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| 365 | }
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| 366 |
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| 367 | //
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| 368 | // Set M to the number of columns required to store the selected
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| 369 | // eigenvectors, standardize the array SELECT if necessary, and
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| 370 | // test MM.
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| 371 | //
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| 372 | if( somev )
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| 373 | {
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| 374 | m = 0;
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| 375 | pair = false;
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| 376 | for(j=1; j<=n; j++)
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| 377 | {
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| 378 | if( pair )
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| 379 | {
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| 380 | pair = false;
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| 381 | vselect[j] = false;
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| 382 | }
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| 383 | else
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| 384 | {
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| 385 | if( j<n )
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| 386 | {
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| 387 | if( (double)(t[j+1,j])==(double)(0) )
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| 388 | {
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| 389 | if( vselect[j] )
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| 390 | {
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| 391 | m = m+1;
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| 392 | }
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| 393 | }
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| 394 | else
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| 395 | {
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| 396 | pair = true;
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| 397 | if( vselect[j] | vselect[j+1] )
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| 398 | {
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| 399 | vselect[j] = true;
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| 400 | m = m+2;
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| 401 | }
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| 402 | }
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| 403 | }
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| 404 | else
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| 405 | {
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| 406 | if( vselect[n] )
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| 407 | {
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| 408 | m = m+1;
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| 409 | }
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| 410 | }
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| 411 | }
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| 412 | }
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| 413 | }
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| 414 | else
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| 415 | {
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| 416 | m = n;
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| 417 | }
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| 418 |
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| 419 | //
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| 420 | // Quick return if possible.
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| 421 | //
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| 422 | if( n==0 )
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| 423 | {
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| 424 | return;
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| 425 | }
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| 426 |
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| 427 | //
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| 428 | // Set the constants to control overflow.
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| 429 | //
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| 430 | unfl = AP.Math.MinRealNumber;
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| 431 | ovfl = 1/unfl;
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| 432 | ulp = AP.Math.MachineEpsilon;
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| 433 | smlnum = unfl*(n/ulp);
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| 434 | bignum = (1-ulp)/smlnum;
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| 435 |
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| 436 | //
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| 437 | // Compute 1-norm of each column of strictly upper triangular
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| 438 | // part of T to control overflow in triangular solver.
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| 439 | //
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| 440 | work[1] = 0;
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| 441 | for(j=2; j<=n; j++)
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| 442 | {
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| 443 | work[j] = 0;
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| 444 | for(i=1; i<=j-1; i++)
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| 445 | {
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| 446 | work[j] = work[j]+Math.Abs(t[i,j]);
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| 447 | }
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| 448 | }
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| 449 |
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| 450 | //
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| 451 | // Index IP is used to specify the real or complex eigenvalue:
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| 452 | // IP = 0, real eigenvalue,
|
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| 453 | // 1, first of conjugate complex pair: (wr,wi)
|
---|
| 454 | // -1, second of conjugate complex pair: (wr,wi)
|
---|
| 455 | //
|
---|
| 456 | n2 = 2*n;
|
---|
| 457 | if( rightv )
|
---|
| 458 | {
|
---|
| 459 |
|
---|
| 460 | //
|
---|
| 461 | // Compute right eigenvectors.
|
---|
| 462 | //
|
---|
| 463 | ip = 0;
|
---|
| 464 | iis = m;
|
---|
| 465 | for(ki=n; ki>=1; ki--)
|
---|
| 466 | {
|
---|
| 467 | skipflag = false;
|
---|
| 468 | if( ip==1 )
|
---|
| 469 | {
|
---|
| 470 | skipflag = true;
|
---|
| 471 | }
|
---|
| 472 | else
|
---|
| 473 | {
|
---|
| 474 | if( ki!=1 )
|
---|
| 475 | {
|
---|
| 476 | if( (double)(t[ki,ki-1])!=(double)(0) )
|
---|
| 477 | {
|
---|
| 478 | ip = -1;
|
---|
| 479 | }
|
---|
| 480 | }
|
---|
| 481 | if( somev )
|
---|
| 482 | {
|
---|
| 483 | if( ip==0 )
|
---|
| 484 | {
|
---|
| 485 | if( !vselect[ki] )
|
---|
| 486 | {
|
---|
| 487 | skipflag = true;
|
---|
| 488 | }
|
---|
| 489 | }
|
---|
| 490 | else
|
---|
| 491 | {
|
---|
| 492 | if( !vselect[ki-1] )
|
---|
| 493 | {
|
---|
| 494 | skipflag = true;
|
---|
| 495 | }
|
---|
| 496 | }
|
---|
| 497 | }
|
---|
| 498 | }
|
---|
| 499 | if( !skipflag )
|
---|
| 500 | {
|
---|
| 501 |
|
---|
| 502 | //
|
---|
| 503 | // Compute the KI-th eigenvalue (WR,WI).
|
---|
| 504 | //
|
---|
| 505 | wr = t[ki,ki];
|
---|
| 506 | wi = 0;
|
---|
| 507 | if( ip!=0 )
|
---|
| 508 | {
|
---|
| 509 | wi = Math.Sqrt(Math.Abs(t[ki,ki-1]))*Math.Sqrt(Math.Abs(t[ki-1,ki]));
|
---|
| 510 | }
|
---|
| 511 | smin = Math.Max(ulp*(Math.Abs(wr)+Math.Abs(wi)), smlnum);
|
---|
| 512 | if( ip==0 )
|
---|
| 513 | {
|
---|
| 514 |
|
---|
| 515 | //
|
---|
| 516 | // Real right eigenvector
|
---|
| 517 | //
|
---|
| 518 | work[ki+n] = 1;
|
---|
| 519 |
|
---|
| 520 | //
|
---|
| 521 | // Form right-hand side
|
---|
| 522 | //
|
---|
| 523 | for(k=1; k<=ki-1; k++)
|
---|
| 524 | {
|
---|
| 525 | work[k+n] = -t[k,ki];
|
---|
| 526 | }
|
---|
| 527 |
|
---|
| 528 | //
|
---|
| 529 | // Solve the upper quasi-triangular system:
|
---|
| 530 | // (T(1:KI-1,1:KI-1) - WR)*X = SCALE*WORK.
|
---|
| 531 | //
|
---|
| 532 | jnxt = ki-1;
|
---|
| 533 | for(j=ki-1; j>=1; j--)
|
---|
| 534 | {
|
---|
| 535 | if( j>jnxt )
|
---|
| 536 | {
|
---|
| 537 | continue;
|
---|
| 538 | }
|
---|
| 539 | j1 = j;
|
---|
| 540 | j2 = j;
|
---|
| 541 | jnxt = j-1;
|
---|
| 542 | if( j>1 )
|
---|
| 543 | {
|
---|
| 544 | if( (double)(t[j,j-1])!=(double)(0) )
|
---|
| 545 | {
|
---|
| 546 | j1 = j-1;
|
---|
| 547 | jnxt = j-2;
|
---|
| 548 | }
|
---|
| 549 | }
|
---|
| 550 | if( j1==j2 )
|
---|
| 551 | {
|
---|
| 552 |
|
---|
| 553 | //
|
---|
| 554 | // 1-by-1 diagonal block
|
---|
| 555 | //
|
---|
| 556 | temp11[1,1] = t[j,j];
|
---|
| 557 | temp11b[1,1] = work[j+n];
|
---|
| 558 | internalhsevdlaln2(false, 1, 1, smin, 1, ref temp11, 1.0, 1.0, ref temp11b, wr, 0.0, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 559 |
|
---|
| 560 | //
|
---|
| 561 | // Scale X(1,1) to avoid overflow when updating
|
---|
| 562 | // the right-hand side.
|
---|
| 563 | //
|
---|
| 564 | if( (double)(xnorm)>(double)(1) )
|
---|
| 565 | {
|
---|
| 566 | if( (double)(work[j])>(double)(bignum/xnorm) )
|
---|
| 567 | {
|
---|
| 568 | x[1,1] = x[1,1]/xnorm;
|
---|
| 569 | scl = scl/xnorm;
|
---|
| 570 | }
|
---|
| 571 | }
|
---|
| 572 |
|
---|
| 573 | //
|
---|
| 574 | // Scale if necessary
|
---|
| 575 | //
|
---|
| 576 | if( (double)(scl)!=(double)(1) )
|
---|
| 577 | {
|
---|
| 578 | k1 = n+1;
|
---|
| 579 | k2 = n+ki;
|
---|
| 580 | for(i_=k1; i_<=k2;i_++)
|
---|
| 581 | {
|
---|
| 582 | work[i_] = scl*work[i_];
|
---|
| 583 | }
|
---|
| 584 | }
|
---|
| 585 | work[j+n] = x[1,1];
|
---|
| 586 |
|
---|
| 587 | //
|
---|
| 588 | // Update right-hand side
|
---|
| 589 | //
|
---|
| 590 | k1 = 1+n;
|
---|
| 591 | k2 = j-1+n;
|
---|
| 592 | k3 = j-1;
|
---|
| 593 | vt = -x[1,1];
|
---|
| 594 | i1_ = (1) - (k1);
|
---|
| 595 | for(i_=k1; i_<=k2;i_++)
|
---|
| 596 | {
|
---|
| 597 | work[i_] = work[i_] + vt*t[i_+i1_,j];
|
---|
| 598 | }
|
---|
| 599 | }
|
---|
| 600 | else
|
---|
| 601 | {
|
---|
| 602 |
|
---|
| 603 | //
|
---|
| 604 | // 2-by-2 diagonal block
|
---|
| 605 | //
|
---|
| 606 | temp22[1,1] = t[j-1,j-1];
|
---|
| 607 | temp22[1,2] = t[j-1,j];
|
---|
| 608 | temp22[2,1] = t[j,j-1];
|
---|
| 609 | temp22[2,2] = t[j,j];
|
---|
| 610 | temp21b[1,1] = work[j-1+n];
|
---|
| 611 | temp21b[2,1] = work[j+n];
|
---|
| 612 | internalhsevdlaln2(false, 2, 1, smin, 1.0, ref temp22, 1.0, 1.0, ref temp21b, wr, 0, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 613 |
|
---|
| 614 | //
|
---|
| 615 | // Scale X(1,1) and X(2,1) to avoid overflow when
|
---|
| 616 | // updating the right-hand side.
|
---|
| 617 | //
|
---|
| 618 | if( (double)(xnorm)>(double)(1) )
|
---|
| 619 | {
|
---|
| 620 | beta = Math.Max(work[j-1], work[j]);
|
---|
| 621 | if( (double)(beta)>(double)(bignum/xnorm) )
|
---|
| 622 | {
|
---|
| 623 | x[1,1] = x[1,1]/xnorm;
|
---|
| 624 | x[2,1] = x[2,1]/xnorm;
|
---|
| 625 | scl = scl/xnorm;
|
---|
| 626 | }
|
---|
| 627 | }
|
---|
| 628 |
|
---|
| 629 | //
|
---|
| 630 | // Scale if necessary
|
---|
| 631 | //
|
---|
| 632 | if( (double)(scl)!=(double)(1) )
|
---|
| 633 | {
|
---|
| 634 | k1 = 1+n;
|
---|
| 635 | k2 = ki+n;
|
---|
| 636 | for(i_=k1; i_<=k2;i_++)
|
---|
| 637 | {
|
---|
| 638 | work[i_] = scl*work[i_];
|
---|
| 639 | }
|
---|
| 640 | }
|
---|
| 641 | work[j-1+n] = x[1,1];
|
---|
| 642 | work[j+n] = x[2,1];
|
---|
| 643 |
|
---|
| 644 | //
|
---|
| 645 | // Update right-hand side
|
---|
| 646 | //
|
---|
| 647 | k1 = 1+n;
|
---|
| 648 | k2 = j-2+n;
|
---|
| 649 | k3 = j-2;
|
---|
| 650 | k4 = j-1;
|
---|
| 651 | vt = -x[1,1];
|
---|
| 652 | i1_ = (1) - (k1);
|
---|
| 653 | for(i_=k1; i_<=k2;i_++)
|
---|
| 654 | {
|
---|
| 655 | work[i_] = work[i_] + vt*t[i_+i1_,k4];
|
---|
| 656 | }
|
---|
| 657 | vt = -x[2,1];
|
---|
| 658 | i1_ = (1) - (k1);
|
---|
| 659 | for(i_=k1; i_<=k2;i_++)
|
---|
| 660 | {
|
---|
| 661 | work[i_] = work[i_] + vt*t[i_+i1_,j];
|
---|
| 662 | }
|
---|
| 663 | }
|
---|
| 664 | }
|
---|
| 665 |
|
---|
| 666 | //
|
---|
| 667 | // Copy the vector x or Q*x to VR and normalize.
|
---|
| 668 | //
|
---|
| 669 | if( !over )
|
---|
| 670 | {
|
---|
| 671 | k1 = 1+n;
|
---|
| 672 | k2 = ki+n;
|
---|
| 673 | i1_ = (k1) - (1);
|
---|
| 674 | for(i_=1; i_<=ki;i_++)
|
---|
| 675 | {
|
---|
| 676 | vr[i_,iis] = work[i_+i1_];
|
---|
| 677 | }
|
---|
| 678 | ii = blas.columnidxabsmax(ref vr, 1, ki, iis);
|
---|
| 679 | remax = 1/Math.Abs(vr[ii,iis]);
|
---|
| 680 | for(i_=1; i_<=ki;i_++)
|
---|
| 681 | {
|
---|
| 682 | vr[i_,iis] = remax*vr[i_,iis];
|
---|
| 683 | }
|
---|
| 684 | for(k=ki+1; k<=n; k++)
|
---|
| 685 | {
|
---|
| 686 | vr[k,iis] = 0;
|
---|
| 687 | }
|
---|
| 688 | }
|
---|
| 689 | else
|
---|
| 690 | {
|
---|
| 691 | if( ki>1 )
|
---|
| 692 | {
|
---|
| 693 | for(i_=1; i_<=n;i_++)
|
---|
| 694 | {
|
---|
| 695 | temp[i_] = vr[i_,ki];
|
---|
| 696 | }
|
---|
| 697 | blas.matrixvectormultiply(ref vr, 1, n, 1, ki-1, false, ref work, 1+n, ki-1+n, 1.0, ref temp, 1, n, work[ki+n]);
|
---|
| 698 | for(i_=1; i_<=n;i_++)
|
---|
| 699 | {
|
---|
| 700 | vr[i_,ki] = temp[i_];
|
---|
| 701 | }
|
---|
| 702 | }
|
---|
| 703 | ii = blas.columnidxabsmax(ref vr, 1, n, ki);
|
---|
| 704 | remax = 1/Math.Abs(vr[ii,ki]);
|
---|
| 705 | for(i_=1; i_<=n;i_++)
|
---|
| 706 | {
|
---|
| 707 | vr[i_,ki] = remax*vr[i_,ki];
|
---|
| 708 | }
|
---|
| 709 | }
|
---|
| 710 | }
|
---|
| 711 | else
|
---|
| 712 | {
|
---|
| 713 |
|
---|
| 714 | //
|
---|
| 715 | // Complex right eigenvector.
|
---|
| 716 | //
|
---|
| 717 | // Initial solve
|
---|
| 718 | // [ (T(KI-1,KI-1) T(KI-1,KI) ) - (WR + I* WI)]*X = 0.
|
---|
| 719 | // [ (T(KI,KI-1) T(KI,KI) ) ]
|
---|
| 720 | //
|
---|
| 721 | if( (double)(Math.Abs(t[ki-1,ki]))>=(double)(Math.Abs(t[ki,ki-1])) )
|
---|
| 722 | {
|
---|
| 723 | work[ki-1+n] = 1;
|
---|
| 724 | work[ki+n2] = wi/t[ki-1,ki];
|
---|
| 725 | }
|
---|
| 726 | else
|
---|
| 727 | {
|
---|
| 728 | work[ki-1+n] = -(wi/t[ki,ki-1]);
|
---|
| 729 | work[ki+n2] = 1;
|
---|
| 730 | }
|
---|
| 731 | work[ki+n] = 0;
|
---|
| 732 | work[ki-1+n2] = 0;
|
---|
| 733 |
|
---|
| 734 | //
|
---|
| 735 | // Form right-hand side
|
---|
| 736 | //
|
---|
| 737 | for(k=1; k<=ki-2; k++)
|
---|
| 738 | {
|
---|
| 739 | work[k+n] = -(work[ki-1+n]*t[k,ki-1]);
|
---|
| 740 | work[k+n2] = -(work[ki+n2]*t[k,ki]);
|
---|
| 741 | }
|
---|
| 742 |
|
---|
| 743 | //
|
---|
| 744 | // Solve upper quasi-triangular system:
|
---|
| 745 | // (T(1:KI-2,1:KI-2) - (WR+i*WI))*X = SCALE*(WORK+i*WORK2)
|
---|
| 746 | //
|
---|
| 747 | jnxt = ki-2;
|
---|
| 748 | for(j=ki-2; j>=1; j--)
|
---|
| 749 | {
|
---|
| 750 | if( j>jnxt )
|
---|
| 751 | {
|
---|
| 752 | continue;
|
---|
| 753 | }
|
---|
| 754 | j1 = j;
|
---|
| 755 | j2 = j;
|
---|
| 756 | jnxt = j-1;
|
---|
| 757 | if( j>1 )
|
---|
| 758 | {
|
---|
| 759 | if( (double)(t[j,j-1])!=(double)(0) )
|
---|
| 760 | {
|
---|
| 761 | j1 = j-1;
|
---|
| 762 | jnxt = j-2;
|
---|
| 763 | }
|
---|
| 764 | }
|
---|
| 765 | if( j1==j2 )
|
---|
| 766 | {
|
---|
| 767 |
|
---|
| 768 | //
|
---|
| 769 | // 1-by-1 diagonal block
|
---|
| 770 | //
|
---|
| 771 | temp11[1,1] = t[j,j];
|
---|
| 772 | temp12b[1,1] = work[j+n];
|
---|
| 773 | temp12b[1,2] = work[j+n+n];
|
---|
| 774 | internalhsevdlaln2(false, 1, 2, smin, 1.0, ref temp11, 1.0, 1.0, ref temp12b, wr, wi, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 775 |
|
---|
| 776 | //
|
---|
| 777 | // Scale X(1,1) and X(1,2) to avoid overflow when
|
---|
| 778 | // updating the right-hand side.
|
---|
| 779 | //
|
---|
| 780 | if( (double)(xnorm)>(double)(1) )
|
---|
| 781 | {
|
---|
| 782 | if( (double)(work[j])>(double)(bignum/xnorm) )
|
---|
| 783 | {
|
---|
| 784 | x[1,1] = x[1,1]/xnorm;
|
---|
| 785 | x[1,2] = x[1,2]/xnorm;
|
---|
| 786 | scl = scl/xnorm;
|
---|
| 787 | }
|
---|
| 788 | }
|
---|
| 789 |
|
---|
| 790 | //
|
---|
| 791 | // Scale if necessary
|
---|
| 792 | //
|
---|
| 793 | if( (double)(scl)!=(double)(1) )
|
---|
| 794 | {
|
---|
| 795 | k1 = 1+n;
|
---|
| 796 | k2 = ki+n;
|
---|
| 797 | for(i_=k1; i_<=k2;i_++)
|
---|
| 798 | {
|
---|
| 799 | work[i_] = scl*work[i_];
|
---|
| 800 | }
|
---|
| 801 | k1 = 1+n2;
|
---|
| 802 | k2 = ki+n2;
|
---|
| 803 | for(i_=k1; i_<=k2;i_++)
|
---|
| 804 | {
|
---|
| 805 | work[i_] = scl*work[i_];
|
---|
| 806 | }
|
---|
| 807 | }
|
---|
| 808 | work[j+n] = x[1,1];
|
---|
| 809 | work[j+n2] = x[1,2];
|
---|
| 810 |
|
---|
| 811 | //
|
---|
| 812 | // Update the right-hand side
|
---|
| 813 | //
|
---|
| 814 | k1 = 1+n;
|
---|
| 815 | k2 = j-1+n;
|
---|
| 816 | k3 = 1;
|
---|
| 817 | k4 = j-1;
|
---|
| 818 | vt = -x[1,1];
|
---|
| 819 | i1_ = (k3) - (k1);
|
---|
| 820 | for(i_=k1; i_<=k2;i_++)
|
---|
| 821 | {
|
---|
| 822 | work[i_] = work[i_] + vt*t[i_+i1_,j];
|
---|
| 823 | }
|
---|
| 824 | k1 = 1+n2;
|
---|
| 825 | k2 = j-1+n2;
|
---|
| 826 | k3 = 1;
|
---|
| 827 | k4 = j-1;
|
---|
| 828 | vt = -x[1,2];
|
---|
| 829 | i1_ = (k3) - (k1);
|
---|
| 830 | for(i_=k1; i_<=k2;i_++)
|
---|
| 831 | {
|
---|
| 832 | work[i_] = work[i_] + vt*t[i_+i1_,j];
|
---|
| 833 | }
|
---|
| 834 | }
|
---|
| 835 | else
|
---|
| 836 | {
|
---|
| 837 |
|
---|
| 838 | //
|
---|
| 839 | // 2-by-2 diagonal block
|
---|
| 840 | //
|
---|
| 841 | temp22[1,1] = t[j-1,j-1];
|
---|
| 842 | temp22[1,2] = t[j-1,j];
|
---|
| 843 | temp22[2,1] = t[j,j-1];
|
---|
| 844 | temp22[2,2] = t[j,j];
|
---|
| 845 | temp22b[1,1] = work[j-1+n];
|
---|
| 846 | temp22b[1,2] = work[j-1+n+n];
|
---|
| 847 | temp22b[2,1] = work[j+n];
|
---|
| 848 | temp22b[2,2] = work[j+n+n];
|
---|
| 849 | internalhsevdlaln2(false, 2, 2, smin, 1.0, ref temp22, 1.0, 1.0, ref temp22b, wr, wi, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 850 |
|
---|
| 851 | //
|
---|
| 852 | // Scale X to avoid overflow when updating
|
---|
| 853 | // the right-hand side.
|
---|
| 854 | //
|
---|
| 855 | if( (double)(xnorm)>(double)(1) )
|
---|
| 856 | {
|
---|
| 857 | beta = Math.Max(work[j-1], work[j]);
|
---|
| 858 | if( (double)(beta)>(double)(bignum/xnorm) )
|
---|
| 859 | {
|
---|
| 860 | rec = 1/xnorm;
|
---|
| 861 | x[1,1] = x[1,1]*rec;
|
---|
| 862 | x[1,2] = x[1,2]*rec;
|
---|
| 863 | x[2,1] = x[2,1]*rec;
|
---|
| 864 | x[2,2] = x[2,2]*rec;
|
---|
| 865 | scl = scl*rec;
|
---|
| 866 | }
|
---|
| 867 | }
|
---|
| 868 |
|
---|
| 869 | //
|
---|
| 870 | // Scale if necessary
|
---|
| 871 | //
|
---|
| 872 | if( (double)(scl)!=(double)(1) )
|
---|
| 873 | {
|
---|
| 874 | for(i_=1+n; i_<=ki+n;i_++)
|
---|
| 875 | {
|
---|
| 876 | work[i_] = scl*work[i_];
|
---|
| 877 | }
|
---|
| 878 | for(i_=1+n2; i_<=ki+n2;i_++)
|
---|
| 879 | {
|
---|
| 880 | work[i_] = scl*work[i_];
|
---|
| 881 | }
|
---|
| 882 | }
|
---|
| 883 | work[j-1+n] = x[1,1];
|
---|
| 884 | work[j+n] = x[2,1];
|
---|
| 885 | work[j-1+n2] = x[1,2];
|
---|
| 886 | work[j+n2] = x[2,2];
|
---|
| 887 |
|
---|
| 888 | //
|
---|
| 889 | // Update the right-hand side
|
---|
| 890 | //
|
---|
| 891 | vt = -x[1,1];
|
---|
| 892 | i1_ = (1) - (n+1);
|
---|
| 893 | for(i_=n+1; i_<=n+j-2;i_++)
|
---|
| 894 | {
|
---|
| 895 | work[i_] = work[i_] + vt*t[i_+i1_,j-1];
|
---|
| 896 | }
|
---|
| 897 | vt = -x[2,1];
|
---|
| 898 | i1_ = (1) - (n+1);
|
---|
| 899 | for(i_=n+1; i_<=n+j-2;i_++)
|
---|
| 900 | {
|
---|
| 901 | work[i_] = work[i_] + vt*t[i_+i1_,j];
|
---|
| 902 | }
|
---|
| 903 | vt = -x[1,2];
|
---|
| 904 | i1_ = (1) - (n2+1);
|
---|
| 905 | for(i_=n2+1; i_<=n2+j-2;i_++)
|
---|
| 906 | {
|
---|
| 907 | work[i_] = work[i_] + vt*t[i_+i1_,j-1];
|
---|
| 908 | }
|
---|
| 909 | vt = -x[2,2];
|
---|
| 910 | i1_ = (1) - (n2+1);
|
---|
| 911 | for(i_=n2+1; i_<=n2+j-2;i_++)
|
---|
| 912 | {
|
---|
| 913 | work[i_] = work[i_] + vt*t[i_+i1_,j];
|
---|
| 914 | }
|
---|
| 915 | }
|
---|
| 916 | }
|
---|
| 917 |
|
---|
| 918 | //
|
---|
| 919 | // Copy the vector x or Q*x to VR and normalize.
|
---|
| 920 | //
|
---|
| 921 | if( !over )
|
---|
| 922 | {
|
---|
| 923 | i1_ = (n+1) - (1);
|
---|
| 924 | for(i_=1; i_<=ki;i_++)
|
---|
| 925 | {
|
---|
| 926 | vr[i_,iis-1] = work[i_+i1_];
|
---|
| 927 | }
|
---|
| 928 | i1_ = (n2+1) - (1);
|
---|
| 929 | for(i_=1; i_<=ki;i_++)
|
---|
| 930 | {
|
---|
| 931 | vr[i_,iis] = work[i_+i1_];
|
---|
| 932 | }
|
---|
| 933 | emax = 0;
|
---|
| 934 | for(k=1; k<=ki; k++)
|
---|
| 935 | {
|
---|
| 936 | emax = Math.Max(emax, Math.Abs(vr[k,iis-1])+Math.Abs(vr[k,iis]));
|
---|
| 937 | }
|
---|
| 938 | remax = 1/emax;
|
---|
| 939 | for(i_=1; i_<=ki;i_++)
|
---|
| 940 | {
|
---|
| 941 | vr[i_,iis-1] = remax*vr[i_,iis-1];
|
---|
| 942 | }
|
---|
| 943 | for(i_=1; i_<=ki;i_++)
|
---|
| 944 | {
|
---|
| 945 | vr[i_,iis] = remax*vr[i_,iis];
|
---|
| 946 | }
|
---|
| 947 | for(k=ki+1; k<=n; k++)
|
---|
| 948 | {
|
---|
| 949 | vr[k,iis-1] = 0;
|
---|
| 950 | vr[k,iis] = 0;
|
---|
| 951 | }
|
---|
| 952 | }
|
---|
| 953 | else
|
---|
| 954 | {
|
---|
| 955 | if( ki>2 )
|
---|
| 956 | {
|
---|
| 957 | for(i_=1; i_<=n;i_++)
|
---|
| 958 | {
|
---|
| 959 | temp[i_] = vr[i_,ki-1];
|
---|
| 960 | }
|
---|
| 961 | blas.matrixvectormultiply(ref vr, 1, n, 1, ki-2, false, ref work, 1+n, ki-2+n, 1.0, ref temp, 1, n, work[ki-1+n]);
|
---|
| 962 | for(i_=1; i_<=n;i_++)
|
---|
| 963 | {
|
---|
| 964 | vr[i_,ki-1] = temp[i_];
|
---|
| 965 | }
|
---|
| 966 | for(i_=1; i_<=n;i_++)
|
---|
| 967 | {
|
---|
| 968 | temp[i_] = vr[i_,ki];
|
---|
| 969 | }
|
---|
| 970 | blas.matrixvectormultiply(ref vr, 1, n, 1, ki-2, false, ref work, 1+n2, ki-2+n2, 1.0, ref temp, 1, n, work[ki+n2]);
|
---|
| 971 | for(i_=1; i_<=n;i_++)
|
---|
| 972 | {
|
---|
| 973 | vr[i_,ki] = temp[i_];
|
---|
| 974 | }
|
---|
| 975 | }
|
---|
| 976 | else
|
---|
| 977 | {
|
---|
| 978 | vt = work[ki-1+n];
|
---|
| 979 | for(i_=1; i_<=n;i_++)
|
---|
| 980 | {
|
---|
| 981 | vr[i_,ki-1] = vt*vr[i_,ki-1];
|
---|
| 982 | }
|
---|
| 983 | vt = work[ki+n2];
|
---|
| 984 | for(i_=1; i_<=n;i_++)
|
---|
| 985 | {
|
---|
| 986 | vr[i_,ki] = vt*vr[i_,ki];
|
---|
| 987 | }
|
---|
| 988 | }
|
---|
| 989 | emax = 0;
|
---|
| 990 | for(k=1; k<=n; k++)
|
---|
| 991 | {
|
---|
| 992 | emax = Math.Max(emax, Math.Abs(vr[k,ki-1])+Math.Abs(vr[k,ki]));
|
---|
| 993 | }
|
---|
| 994 | remax = 1/emax;
|
---|
| 995 | for(i_=1; i_<=n;i_++)
|
---|
| 996 | {
|
---|
| 997 | vr[i_,ki-1] = remax*vr[i_,ki-1];
|
---|
| 998 | }
|
---|
| 999 | for(i_=1; i_<=n;i_++)
|
---|
| 1000 | {
|
---|
| 1001 | vr[i_,ki] = remax*vr[i_,ki];
|
---|
| 1002 | }
|
---|
| 1003 | }
|
---|
| 1004 | }
|
---|
| 1005 | iis = iis-1;
|
---|
| 1006 | if( ip!=0 )
|
---|
| 1007 | {
|
---|
| 1008 | iis = iis-1;
|
---|
| 1009 | }
|
---|
| 1010 | }
|
---|
| 1011 | if( ip==1 )
|
---|
| 1012 | {
|
---|
| 1013 | ip = 0;
|
---|
| 1014 | }
|
---|
| 1015 | if( ip==-1 )
|
---|
| 1016 | {
|
---|
| 1017 | ip = 1;
|
---|
| 1018 | }
|
---|
| 1019 | }
|
---|
| 1020 | }
|
---|
| 1021 | if( leftv )
|
---|
| 1022 | {
|
---|
| 1023 |
|
---|
| 1024 | //
|
---|
| 1025 | // Compute left eigenvectors.
|
---|
| 1026 | //
|
---|
| 1027 | ip = 0;
|
---|
| 1028 | iis = 1;
|
---|
| 1029 | for(ki=1; ki<=n; ki++)
|
---|
| 1030 | {
|
---|
| 1031 | skipflag = false;
|
---|
| 1032 | if( ip==-1 )
|
---|
| 1033 | {
|
---|
| 1034 | skipflag = true;
|
---|
| 1035 | }
|
---|
| 1036 | else
|
---|
| 1037 | {
|
---|
| 1038 | if( ki!=n )
|
---|
| 1039 | {
|
---|
| 1040 | if( (double)(t[ki+1,ki])!=(double)(0) )
|
---|
| 1041 | {
|
---|
| 1042 | ip = 1;
|
---|
| 1043 | }
|
---|
| 1044 | }
|
---|
| 1045 | if( somev )
|
---|
| 1046 | {
|
---|
| 1047 | if( !vselect[ki] )
|
---|
| 1048 | {
|
---|
| 1049 | skipflag = true;
|
---|
| 1050 | }
|
---|
| 1051 | }
|
---|
| 1052 | }
|
---|
| 1053 | if( !skipflag )
|
---|
| 1054 | {
|
---|
| 1055 |
|
---|
| 1056 | //
|
---|
| 1057 | // Compute the KI-th eigenvalue (WR,WI).
|
---|
| 1058 | //
|
---|
| 1059 | wr = t[ki,ki];
|
---|
| 1060 | wi = 0;
|
---|
| 1061 | if( ip!=0 )
|
---|
| 1062 | {
|
---|
| 1063 | wi = Math.Sqrt(Math.Abs(t[ki,ki+1]))*Math.Sqrt(Math.Abs(t[ki+1,ki]));
|
---|
| 1064 | }
|
---|
| 1065 | smin = Math.Max(ulp*(Math.Abs(wr)+Math.Abs(wi)), smlnum);
|
---|
| 1066 | if( ip==0 )
|
---|
| 1067 | {
|
---|
| 1068 |
|
---|
| 1069 | //
|
---|
| 1070 | // Real left eigenvector.
|
---|
| 1071 | //
|
---|
| 1072 | work[ki+n] = 1;
|
---|
| 1073 |
|
---|
| 1074 | //
|
---|
| 1075 | // Form right-hand side
|
---|
| 1076 | //
|
---|
| 1077 | for(k=ki+1; k<=n; k++)
|
---|
| 1078 | {
|
---|
| 1079 | work[k+n] = -t[ki,k];
|
---|
| 1080 | }
|
---|
| 1081 |
|
---|
| 1082 | //
|
---|
| 1083 | // Solve the quasi-triangular system:
|
---|
| 1084 | // (T(KI+1:N,KI+1:N) - WR)'*X = SCALE*WORK
|
---|
| 1085 | //
|
---|
| 1086 | vmax = 1;
|
---|
| 1087 | vcrit = bignum;
|
---|
| 1088 | jnxt = ki+1;
|
---|
| 1089 | for(j=ki+1; j<=n; j++)
|
---|
| 1090 | {
|
---|
| 1091 | if( j<jnxt )
|
---|
| 1092 | {
|
---|
| 1093 | continue;
|
---|
| 1094 | }
|
---|
| 1095 | j1 = j;
|
---|
| 1096 | j2 = j;
|
---|
| 1097 | jnxt = j+1;
|
---|
| 1098 | if( j<n )
|
---|
| 1099 | {
|
---|
| 1100 | if( (double)(t[j+1,j])!=(double)(0) )
|
---|
| 1101 | {
|
---|
| 1102 | j2 = j+1;
|
---|
| 1103 | jnxt = j+2;
|
---|
| 1104 | }
|
---|
| 1105 | }
|
---|
| 1106 | if( j1==j2 )
|
---|
| 1107 | {
|
---|
| 1108 |
|
---|
| 1109 | //
|
---|
| 1110 | // 1-by-1 diagonal block
|
---|
| 1111 | //
|
---|
| 1112 | // Scale if necessary to avoid overflow when forming
|
---|
| 1113 | // the right-hand side.
|
---|
| 1114 | //
|
---|
| 1115 | if( (double)(work[j])>(double)(vcrit) )
|
---|
| 1116 | {
|
---|
| 1117 | rec = 1/vmax;
|
---|
| 1118 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1119 | {
|
---|
| 1120 | work[i_] = rec*work[i_];
|
---|
| 1121 | }
|
---|
| 1122 | vmax = 1;
|
---|
| 1123 | vcrit = bignum;
|
---|
| 1124 | }
|
---|
| 1125 | i1_ = (ki+1+n)-(ki+1);
|
---|
| 1126 | vt = 0.0;
|
---|
| 1127 | for(i_=ki+1; i_<=j-1;i_++)
|
---|
| 1128 | {
|
---|
| 1129 | vt += t[i_,j]*work[i_+i1_];
|
---|
| 1130 | }
|
---|
| 1131 | work[j+n] = work[j+n]-vt;
|
---|
| 1132 |
|
---|
| 1133 | //
|
---|
| 1134 | // Solve (T(J,J)-WR)'*X = WORK
|
---|
| 1135 | //
|
---|
| 1136 | temp11[1,1] = t[j,j];
|
---|
| 1137 | temp11b[1,1] = work[j+n];
|
---|
| 1138 | internalhsevdlaln2(false, 1, 1, smin, 1.0, ref temp11, 1.0, 1.0, ref temp11b, wr, 0, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 1139 |
|
---|
| 1140 | //
|
---|
| 1141 | // Scale if necessary
|
---|
| 1142 | //
|
---|
| 1143 | if( (double)(scl)!=(double)(1) )
|
---|
| 1144 | {
|
---|
| 1145 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1146 | {
|
---|
| 1147 | work[i_] = scl*work[i_];
|
---|
| 1148 | }
|
---|
| 1149 | }
|
---|
| 1150 | work[j+n] = x[1,1];
|
---|
| 1151 | vmax = Math.Max(Math.Abs(work[j+n]), vmax);
|
---|
| 1152 | vcrit = bignum/vmax;
|
---|
| 1153 | }
|
---|
| 1154 | else
|
---|
| 1155 | {
|
---|
| 1156 |
|
---|
| 1157 | //
|
---|
| 1158 | // 2-by-2 diagonal block
|
---|
| 1159 | //
|
---|
| 1160 | // Scale if necessary to avoid overflow when forming
|
---|
| 1161 | // the right-hand side.
|
---|
| 1162 | //
|
---|
| 1163 | beta = Math.Max(work[j], work[j+1]);
|
---|
| 1164 | if( (double)(beta)>(double)(vcrit) )
|
---|
| 1165 | {
|
---|
| 1166 | rec = 1/vmax;
|
---|
| 1167 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1168 | {
|
---|
| 1169 | work[i_] = rec*work[i_];
|
---|
| 1170 | }
|
---|
| 1171 | vmax = 1;
|
---|
| 1172 | vcrit = bignum;
|
---|
| 1173 | }
|
---|
| 1174 | i1_ = (ki+1+n)-(ki+1);
|
---|
| 1175 | vt = 0.0;
|
---|
| 1176 | for(i_=ki+1; i_<=j-1;i_++)
|
---|
| 1177 | {
|
---|
| 1178 | vt += t[i_,j]*work[i_+i1_];
|
---|
| 1179 | }
|
---|
| 1180 | work[j+n] = work[j+n]-vt;
|
---|
| 1181 | i1_ = (ki+1+n)-(ki+1);
|
---|
| 1182 | vt = 0.0;
|
---|
| 1183 | for(i_=ki+1; i_<=j-1;i_++)
|
---|
| 1184 | {
|
---|
| 1185 | vt += t[i_,j+1]*work[i_+i1_];
|
---|
| 1186 | }
|
---|
| 1187 | work[j+1+n] = work[j+1+n]-vt;
|
---|
| 1188 |
|
---|
| 1189 | //
|
---|
| 1190 | // Solve
|
---|
| 1191 | // [T(J,J)-WR T(J,J+1) ]'* X = SCALE*( WORK1 )
|
---|
| 1192 | // [T(J+1,J) T(J+1,J+1)-WR] ( WORK2 )
|
---|
| 1193 | //
|
---|
| 1194 | temp22[1,1] = t[j,j];
|
---|
| 1195 | temp22[1,2] = t[j,j+1];
|
---|
| 1196 | temp22[2,1] = t[j+1,j];
|
---|
| 1197 | temp22[2,2] = t[j+1,j+1];
|
---|
| 1198 | temp21b[1,1] = work[j+n];
|
---|
| 1199 | temp21b[2,1] = work[j+1+n];
|
---|
| 1200 | internalhsevdlaln2(true, 2, 1, smin, 1.0, ref temp22, 1.0, 1.0, ref temp21b, wr, 0, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 1201 |
|
---|
| 1202 | //
|
---|
| 1203 | // Scale if necessary
|
---|
| 1204 | //
|
---|
| 1205 | if( (double)(scl)!=(double)(1) )
|
---|
| 1206 | {
|
---|
| 1207 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1208 | {
|
---|
| 1209 | work[i_] = scl*work[i_];
|
---|
| 1210 | }
|
---|
| 1211 | }
|
---|
| 1212 | work[j+n] = x[1,1];
|
---|
| 1213 | work[j+1+n] = x[2,1];
|
---|
| 1214 | vmax = Math.Max(Math.Abs(work[j+n]), Math.Max(Math.Abs(work[j+1+n]), vmax));
|
---|
| 1215 | vcrit = bignum/vmax;
|
---|
| 1216 | }
|
---|
| 1217 | }
|
---|
| 1218 |
|
---|
| 1219 | //
|
---|
| 1220 | // Copy the vector x or Q*x to VL and normalize.
|
---|
| 1221 | //
|
---|
| 1222 | if( !over )
|
---|
| 1223 | {
|
---|
| 1224 | i1_ = (ki+n) - (ki);
|
---|
| 1225 | for(i_=ki; i_<=n;i_++)
|
---|
| 1226 | {
|
---|
| 1227 | vl[i_,iis] = work[i_+i1_];
|
---|
| 1228 | }
|
---|
| 1229 | ii = blas.columnidxabsmax(ref vl, ki, n, iis);
|
---|
| 1230 | remax = 1/Math.Abs(vl[ii,iis]);
|
---|
| 1231 | for(i_=ki; i_<=n;i_++)
|
---|
| 1232 | {
|
---|
| 1233 | vl[i_,iis] = remax*vl[i_,iis];
|
---|
| 1234 | }
|
---|
| 1235 | for(k=1; k<=ki-1; k++)
|
---|
| 1236 | {
|
---|
| 1237 | vl[k,iis] = 0;
|
---|
| 1238 | }
|
---|
| 1239 | }
|
---|
| 1240 | else
|
---|
| 1241 | {
|
---|
| 1242 | if( ki<n )
|
---|
| 1243 | {
|
---|
| 1244 | for(i_=1; i_<=n;i_++)
|
---|
| 1245 | {
|
---|
| 1246 | temp[i_] = vl[i_,ki];
|
---|
| 1247 | }
|
---|
| 1248 | blas.matrixvectormultiply(ref vl, 1, n, ki+1, n, false, ref work, ki+1+n, n+n, 1.0, ref temp, 1, n, work[ki+n]);
|
---|
| 1249 | for(i_=1; i_<=n;i_++)
|
---|
| 1250 | {
|
---|
| 1251 | vl[i_,ki] = temp[i_];
|
---|
| 1252 | }
|
---|
| 1253 | }
|
---|
| 1254 | ii = blas.columnidxabsmax(ref vl, 1, n, ki);
|
---|
| 1255 | remax = 1/Math.Abs(vl[ii,ki]);
|
---|
| 1256 | for(i_=1; i_<=n;i_++)
|
---|
| 1257 | {
|
---|
| 1258 | vl[i_,ki] = remax*vl[i_,ki];
|
---|
| 1259 | }
|
---|
| 1260 | }
|
---|
| 1261 | }
|
---|
| 1262 | else
|
---|
| 1263 | {
|
---|
| 1264 |
|
---|
| 1265 | //
|
---|
| 1266 | // Complex left eigenvector.
|
---|
| 1267 | //
|
---|
| 1268 | // Initial solve:
|
---|
| 1269 | // ((T(KI,KI) T(KI,KI+1) )' - (WR - I* WI))*X = 0.
|
---|
| 1270 | // ((T(KI+1,KI) T(KI+1,KI+1)) )
|
---|
| 1271 | //
|
---|
| 1272 | if( (double)(Math.Abs(t[ki,ki+1]))>=(double)(Math.Abs(t[ki+1,ki])) )
|
---|
| 1273 | {
|
---|
| 1274 | work[ki+n] = wi/t[ki,ki+1];
|
---|
| 1275 | work[ki+1+n2] = 1;
|
---|
| 1276 | }
|
---|
| 1277 | else
|
---|
| 1278 | {
|
---|
| 1279 | work[ki+n] = 1;
|
---|
| 1280 | work[ki+1+n2] = -(wi/t[ki+1,ki]);
|
---|
| 1281 | }
|
---|
| 1282 | work[ki+1+n] = 0;
|
---|
| 1283 | work[ki+n2] = 0;
|
---|
| 1284 |
|
---|
| 1285 | //
|
---|
| 1286 | // Form right-hand side
|
---|
| 1287 | //
|
---|
| 1288 | for(k=ki+2; k<=n; k++)
|
---|
| 1289 | {
|
---|
| 1290 | work[k+n] = -(work[ki+n]*t[ki,k]);
|
---|
| 1291 | work[k+n2] = -(work[ki+1+n2]*t[ki+1,k]);
|
---|
| 1292 | }
|
---|
| 1293 |
|
---|
| 1294 | //
|
---|
| 1295 | // Solve complex quasi-triangular system:
|
---|
| 1296 | // ( T(KI+2,N:KI+2,N) - (WR-i*WI) )*X = WORK1+i*WORK2
|
---|
| 1297 | //
|
---|
| 1298 | vmax = 1;
|
---|
| 1299 | vcrit = bignum;
|
---|
| 1300 | jnxt = ki+2;
|
---|
| 1301 | for(j=ki+2; j<=n; j++)
|
---|
| 1302 | {
|
---|
| 1303 | if( j<jnxt )
|
---|
| 1304 | {
|
---|
| 1305 | continue;
|
---|
| 1306 | }
|
---|
| 1307 | j1 = j;
|
---|
| 1308 | j2 = j;
|
---|
| 1309 | jnxt = j+1;
|
---|
| 1310 | if( j<n )
|
---|
| 1311 | {
|
---|
| 1312 | if( (double)(t[j+1,j])!=(double)(0) )
|
---|
| 1313 | {
|
---|
| 1314 | j2 = j+1;
|
---|
| 1315 | jnxt = j+2;
|
---|
| 1316 | }
|
---|
| 1317 | }
|
---|
| 1318 | if( j1==j2 )
|
---|
| 1319 | {
|
---|
| 1320 |
|
---|
| 1321 | //
|
---|
| 1322 | // 1-by-1 diagonal block
|
---|
| 1323 | //
|
---|
| 1324 | // Scale if necessary to avoid overflow when
|
---|
| 1325 | // forming the right-hand side elements.
|
---|
| 1326 | //
|
---|
| 1327 | if( (double)(work[j])>(double)(vcrit) )
|
---|
| 1328 | {
|
---|
| 1329 | rec = 1/vmax;
|
---|
| 1330 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1331 | {
|
---|
| 1332 | work[i_] = rec*work[i_];
|
---|
| 1333 | }
|
---|
| 1334 | for(i_=ki+n2; i_<=n+n2;i_++)
|
---|
| 1335 | {
|
---|
| 1336 | work[i_] = rec*work[i_];
|
---|
| 1337 | }
|
---|
| 1338 | vmax = 1;
|
---|
| 1339 | vcrit = bignum;
|
---|
| 1340 | }
|
---|
| 1341 | i1_ = (ki+2+n)-(ki+2);
|
---|
| 1342 | vt = 0.0;
|
---|
| 1343 | for(i_=ki+2; i_<=j-1;i_++)
|
---|
| 1344 | {
|
---|
| 1345 | vt += t[i_,j]*work[i_+i1_];
|
---|
| 1346 | }
|
---|
| 1347 | work[j+n] = work[j+n]-vt;
|
---|
| 1348 | i1_ = (ki+2+n2)-(ki+2);
|
---|
| 1349 | vt = 0.0;
|
---|
| 1350 | for(i_=ki+2; i_<=j-1;i_++)
|
---|
| 1351 | {
|
---|
| 1352 | vt += t[i_,j]*work[i_+i1_];
|
---|
| 1353 | }
|
---|
| 1354 | work[j+n2] = work[j+n2]-vt;
|
---|
| 1355 |
|
---|
| 1356 | //
|
---|
| 1357 | // Solve (T(J,J)-(WR-i*WI))*(X11+i*X12)= WK+I*WK2
|
---|
| 1358 | //
|
---|
| 1359 | temp11[1,1] = t[j,j];
|
---|
| 1360 | temp12b[1,1] = work[j+n];
|
---|
| 1361 | temp12b[1,2] = work[j+n+n];
|
---|
| 1362 | internalhsevdlaln2(false, 1, 2, smin, 1.0, ref temp11, 1.0, 1.0, ref temp12b, wr, -wi, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 1363 |
|
---|
| 1364 | //
|
---|
| 1365 | // Scale if necessary
|
---|
| 1366 | //
|
---|
| 1367 | if( (double)(scl)!=(double)(1) )
|
---|
| 1368 | {
|
---|
| 1369 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1370 | {
|
---|
| 1371 | work[i_] = scl*work[i_];
|
---|
| 1372 | }
|
---|
| 1373 | for(i_=ki+n2; i_<=n+n2;i_++)
|
---|
| 1374 | {
|
---|
| 1375 | work[i_] = scl*work[i_];
|
---|
| 1376 | }
|
---|
| 1377 | }
|
---|
| 1378 | work[j+n] = x[1,1];
|
---|
| 1379 | work[j+n2] = x[1,2];
|
---|
| 1380 | vmax = Math.Max(Math.Abs(work[j+n]), Math.Max(Math.Abs(work[j+n2]), vmax));
|
---|
| 1381 | vcrit = bignum/vmax;
|
---|
| 1382 | }
|
---|
| 1383 | else
|
---|
| 1384 | {
|
---|
| 1385 |
|
---|
| 1386 | //
|
---|
| 1387 | // 2-by-2 diagonal block
|
---|
| 1388 | //
|
---|
| 1389 | // Scale if necessary to avoid overflow when forming
|
---|
| 1390 | // the right-hand side elements.
|
---|
| 1391 | //
|
---|
| 1392 | beta = Math.Max(work[j], work[j+1]);
|
---|
| 1393 | if( (double)(beta)>(double)(vcrit) )
|
---|
| 1394 | {
|
---|
| 1395 | rec = 1/vmax;
|
---|
| 1396 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1397 | {
|
---|
| 1398 | work[i_] = rec*work[i_];
|
---|
| 1399 | }
|
---|
| 1400 | for(i_=ki+n2; i_<=n+n2;i_++)
|
---|
| 1401 | {
|
---|
| 1402 | work[i_] = rec*work[i_];
|
---|
| 1403 | }
|
---|
| 1404 | vmax = 1;
|
---|
| 1405 | vcrit = bignum;
|
---|
| 1406 | }
|
---|
| 1407 | i1_ = (ki+2+n)-(ki+2);
|
---|
| 1408 | vt = 0.0;
|
---|
| 1409 | for(i_=ki+2; i_<=j-1;i_++)
|
---|
| 1410 | {
|
---|
| 1411 | vt += t[i_,j]*work[i_+i1_];
|
---|
| 1412 | }
|
---|
| 1413 | work[j+n] = work[j+n]-vt;
|
---|
| 1414 | i1_ = (ki+2+n2)-(ki+2);
|
---|
| 1415 | vt = 0.0;
|
---|
| 1416 | for(i_=ki+2; i_<=j-1;i_++)
|
---|
| 1417 | {
|
---|
| 1418 | vt += t[i_,j]*work[i_+i1_];
|
---|
| 1419 | }
|
---|
| 1420 | work[j+n2] = work[j+n2]-vt;
|
---|
| 1421 | i1_ = (ki+2+n)-(ki+2);
|
---|
| 1422 | vt = 0.0;
|
---|
| 1423 | for(i_=ki+2; i_<=j-1;i_++)
|
---|
| 1424 | {
|
---|
| 1425 | vt += t[i_,j+1]*work[i_+i1_];
|
---|
| 1426 | }
|
---|
| 1427 | work[j+1+n] = work[j+1+n]-vt;
|
---|
| 1428 | i1_ = (ki+2+n2)-(ki+2);
|
---|
| 1429 | vt = 0.0;
|
---|
| 1430 | for(i_=ki+2; i_<=j-1;i_++)
|
---|
| 1431 | {
|
---|
| 1432 | vt += t[i_,j+1]*work[i_+i1_];
|
---|
| 1433 | }
|
---|
| 1434 | work[j+1+n2] = work[j+1+n2]-vt;
|
---|
| 1435 |
|
---|
| 1436 | //
|
---|
| 1437 | // Solve 2-by-2 complex linear equation
|
---|
| 1438 | // ([T(j,j) T(j,j+1) ]'-(wr-i*wi)*I)*X = SCALE*B
|
---|
| 1439 | // ([T(j+1,j) T(j+1,j+1)] )
|
---|
| 1440 | //
|
---|
| 1441 | temp22[1,1] = t[j,j];
|
---|
| 1442 | temp22[1,2] = t[j,j+1];
|
---|
| 1443 | temp22[2,1] = t[j+1,j];
|
---|
| 1444 | temp22[2,2] = t[j+1,j+1];
|
---|
| 1445 | temp22b[1,1] = work[j+n];
|
---|
| 1446 | temp22b[1,2] = work[j+n+n];
|
---|
| 1447 | temp22b[2,1] = work[j+1+n];
|
---|
| 1448 | temp22b[2,2] = work[j+1+n+n];
|
---|
| 1449 | internalhsevdlaln2(true, 2, 2, smin, 1.0, ref temp22, 1.0, 1.0, ref temp22b, wr, -wi, ref rswap4, ref zswap4, ref ipivot44, ref civ4, ref crv4, ref x, ref scl, ref xnorm, ref ierr);
|
---|
| 1450 |
|
---|
| 1451 | //
|
---|
| 1452 | // Scale if necessary
|
---|
| 1453 | //
|
---|
| 1454 | if( (double)(scl)!=(double)(1) )
|
---|
| 1455 | {
|
---|
| 1456 | for(i_=ki+n; i_<=n+n;i_++)
|
---|
| 1457 | {
|
---|
| 1458 | work[i_] = scl*work[i_];
|
---|
| 1459 | }
|
---|
| 1460 | for(i_=ki+n2; i_<=n+n2;i_++)
|
---|
| 1461 | {
|
---|
| 1462 | work[i_] = scl*work[i_];
|
---|
| 1463 | }
|
---|
| 1464 | }
|
---|
| 1465 | work[j+n] = x[1,1];
|
---|
| 1466 | work[j+n2] = x[1,2];
|
---|
| 1467 | work[j+1+n] = x[2,1];
|
---|
| 1468 | work[j+1+n2] = x[2,2];
|
---|
| 1469 | vmax = Math.Max(Math.Abs(x[1,1]), vmax);
|
---|
| 1470 | vmax = Math.Max(Math.Abs(x[1,2]), vmax);
|
---|
| 1471 | vmax = Math.Max(Math.Abs(x[2,1]), vmax);
|
---|
| 1472 | vmax = Math.Max(Math.Abs(x[2,2]), vmax);
|
---|
| 1473 | vcrit = bignum/vmax;
|
---|
| 1474 | }
|
---|
| 1475 | }
|
---|
| 1476 |
|
---|
| 1477 | //
|
---|
| 1478 | // Copy the vector x or Q*x to VL and normalize.
|
---|
| 1479 | //
|
---|
| 1480 | if( !over )
|
---|
| 1481 | {
|
---|
| 1482 | i1_ = (ki+n) - (ki);
|
---|
| 1483 | for(i_=ki; i_<=n;i_++)
|
---|
| 1484 | {
|
---|
| 1485 | vl[i_,iis] = work[i_+i1_];
|
---|
| 1486 | }
|
---|
| 1487 | i1_ = (ki+n2) - (ki);
|
---|
| 1488 | for(i_=ki; i_<=n;i_++)
|
---|
| 1489 | {
|
---|
| 1490 | vl[i_,iis+1] = work[i_+i1_];
|
---|
| 1491 | }
|
---|
| 1492 | emax = 0;
|
---|
| 1493 | for(k=ki; k<=n; k++)
|
---|
| 1494 | {
|
---|
| 1495 | emax = Math.Max(emax, Math.Abs(vl[k,iis])+Math.Abs(vl[k,iis+1]));
|
---|
| 1496 | }
|
---|
| 1497 | remax = 1/emax;
|
---|
| 1498 | for(i_=ki; i_<=n;i_++)
|
---|
| 1499 | {
|
---|
| 1500 | vl[i_,iis] = remax*vl[i_,iis];
|
---|
| 1501 | }
|
---|
| 1502 | for(i_=ki; i_<=n;i_++)
|
---|
| 1503 | {
|
---|
| 1504 | vl[i_,iis+1] = remax*vl[i_,iis+1];
|
---|
| 1505 | }
|
---|
| 1506 | for(k=1; k<=ki-1; k++)
|
---|
| 1507 | {
|
---|
| 1508 | vl[k,iis] = 0;
|
---|
| 1509 | vl[k,iis+1] = 0;
|
---|
| 1510 | }
|
---|
| 1511 | }
|
---|
| 1512 | else
|
---|
| 1513 | {
|
---|
| 1514 | if( ki<n-1 )
|
---|
| 1515 | {
|
---|
| 1516 | for(i_=1; i_<=n;i_++)
|
---|
| 1517 | {
|
---|
| 1518 | temp[i_] = vl[i_,ki];
|
---|
| 1519 | }
|
---|
| 1520 | blas.matrixvectormultiply(ref vl, 1, n, ki+2, n, false, ref work, ki+2+n, n+n, 1.0, ref temp, 1, n, work[ki+n]);
|
---|
| 1521 | for(i_=1; i_<=n;i_++)
|
---|
| 1522 | {
|
---|
| 1523 | vl[i_,ki] = temp[i_];
|
---|
| 1524 | }
|
---|
| 1525 | for(i_=1; i_<=n;i_++)
|
---|
| 1526 | {
|
---|
| 1527 | temp[i_] = vl[i_,ki+1];
|
---|
| 1528 | }
|
---|
| 1529 | blas.matrixvectormultiply(ref vl, 1, n, ki+2, n, false, ref work, ki+2+n2, n+n2, 1.0, ref temp, 1, n, work[ki+1+n2]);
|
---|
| 1530 | for(i_=1; i_<=n;i_++)
|
---|
| 1531 | {
|
---|
| 1532 | vl[i_,ki+1] = temp[i_];
|
---|
| 1533 | }
|
---|
| 1534 | }
|
---|
| 1535 | else
|
---|
| 1536 | {
|
---|
| 1537 | vt = work[ki+n];
|
---|
| 1538 | for(i_=1; i_<=n;i_++)
|
---|
| 1539 | {
|
---|
| 1540 | vl[i_,ki] = vt*vl[i_,ki];
|
---|
| 1541 | }
|
---|
| 1542 | vt = work[ki+1+n2];
|
---|
| 1543 | for(i_=1; i_<=n;i_++)
|
---|
| 1544 | {
|
---|
| 1545 | vl[i_,ki+1] = vt*vl[i_,ki+1];
|
---|
| 1546 | }
|
---|
| 1547 | }
|
---|
| 1548 | emax = 0;
|
---|
| 1549 | for(k=1; k<=n; k++)
|
---|
| 1550 | {
|
---|
| 1551 | emax = Math.Max(emax, Math.Abs(vl[k,ki])+Math.Abs(vl[k,ki+1]));
|
---|
| 1552 | }
|
---|
| 1553 | remax = 1/emax;
|
---|
| 1554 | for(i_=1; i_<=n;i_++)
|
---|
| 1555 | {
|
---|
| 1556 | vl[i_,ki] = remax*vl[i_,ki];
|
---|
| 1557 | }
|
---|
| 1558 | for(i_=1; i_<=n;i_++)
|
---|
| 1559 | {
|
---|
| 1560 | vl[i_,ki+1] = remax*vl[i_,ki+1];
|
---|
| 1561 | }
|
---|
| 1562 | }
|
---|
| 1563 | }
|
---|
| 1564 | iis = iis+1;
|
---|
| 1565 | if( ip!=0 )
|
---|
| 1566 | {
|
---|
| 1567 | iis = iis+1;
|
---|
| 1568 | }
|
---|
| 1569 | }
|
---|
| 1570 | if( ip==-1 )
|
---|
| 1571 | {
|
---|
| 1572 | ip = 0;
|
---|
| 1573 | }
|
---|
| 1574 | if( ip==1 )
|
---|
| 1575 | {
|
---|
| 1576 | ip = -1;
|
---|
| 1577 | }
|
---|
| 1578 | }
|
---|
| 1579 | }
|
---|
| 1580 | }
|
---|
| 1581 |
|
---|
| 1582 |
|
---|
| 1583 | private static void internalhsevdlaln2(bool ltrans,
|
---|
| 1584 | int na,
|
---|
| 1585 | int nw,
|
---|
| 1586 | double smin,
|
---|
| 1587 | double ca,
|
---|
| 1588 | ref double[,] a,
|
---|
| 1589 | double d1,
|
---|
| 1590 | double d2,
|
---|
| 1591 | ref double[,] b,
|
---|
| 1592 | double wr,
|
---|
| 1593 | double wi,
|
---|
| 1594 | ref bool[] rswap4,
|
---|
| 1595 | ref bool[] zswap4,
|
---|
| 1596 | ref int[,] ipivot44,
|
---|
| 1597 | ref double[] civ4,
|
---|
| 1598 | ref double[] crv4,
|
---|
| 1599 | ref double[,] x,
|
---|
| 1600 | ref double scl,
|
---|
| 1601 | ref double xnorm,
|
---|
| 1602 | ref int info)
|
---|
| 1603 | {
|
---|
| 1604 | int icmax = 0;
|
---|
| 1605 | int j = 0;
|
---|
| 1606 | double bbnd = 0;
|
---|
| 1607 | double bi1 = 0;
|
---|
| 1608 | double bi2 = 0;
|
---|
| 1609 | double bignum = 0;
|
---|
| 1610 | double bnorm = 0;
|
---|
| 1611 | double br1 = 0;
|
---|
| 1612 | double br2 = 0;
|
---|
| 1613 | double ci21 = 0;
|
---|
| 1614 | double ci22 = 0;
|
---|
| 1615 | double cmax = 0;
|
---|
| 1616 | double cnorm = 0;
|
---|
| 1617 | double cr21 = 0;
|
---|
| 1618 | double cr22 = 0;
|
---|
| 1619 | double csi = 0;
|
---|
| 1620 | double csr = 0;
|
---|
| 1621 | double li21 = 0;
|
---|
| 1622 | double lr21 = 0;
|
---|
| 1623 | double smini = 0;
|
---|
| 1624 | double smlnum = 0;
|
---|
| 1625 | double temp = 0;
|
---|
| 1626 | double u22abs = 0;
|
---|
| 1627 | double ui11 = 0;
|
---|
| 1628 | double ui11r = 0;
|
---|
| 1629 | double ui12 = 0;
|
---|
| 1630 | double ui12s = 0;
|
---|
| 1631 | double ui22 = 0;
|
---|
| 1632 | double ur11 = 0;
|
---|
| 1633 | double ur11r = 0;
|
---|
| 1634 | double ur12 = 0;
|
---|
| 1635 | double ur12s = 0;
|
---|
| 1636 | double ur22 = 0;
|
---|
| 1637 | double xi1 = 0;
|
---|
| 1638 | double xi2 = 0;
|
---|
| 1639 | double xr1 = 0;
|
---|
| 1640 | double xr2 = 0;
|
---|
| 1641 | double tmp1 = 0;
|
---|
| 1642 | double tmp2 = 0;
|
---|
| 1643 |
|
---|
| 1644 | zswap4[1] = false;
|
---|
| 1645 | zswap4[2] = false;
|
---|
| 1646 | zswap4[3] = true;
|
---|
| 1647 | zswap4[4] = true;
|
---|
| 1648 | rswap4[1] = false;
|
---|
| 1649 | rswap4[2] = true;
|
---|
| 1650 | rswap4[3] = false;
|
---|
| 1651 | rswap4[4] = true;
|
---|
| 1652 | ipivot44[1,1] = 1;
|
---|
| 1653 | ipivot44[2,1] = 2;
|
---|
| 1654 | ipivot44[3,1] = 3;
|
---|
| 1655 | ipivot44[4,1] = 4;
|
---|
| 1656 | ipivot44[1,2] = 2;
|
---|
| 1657 | ipivot44[2,2] = 1;
|
---|
| 1658 | ipivot44[3,2] = 4;
|
---|
| 1659 | ipivot44[4,2] = 3;
|
---|
| 1660 | ipivot44[1,3] = 3;
|
---|
| 1661 | ipivot44[2,3] = 4;
|
---|
| 1662 | ipivot44[3,3] = 1;
|
---|
| 1663 | ipivot44[4,3] = 2;
|
---|
| 1664 | ipivot44[1,4] = 4;
|
---|
| 1665 | ipivot44[2,4] = 3;
|
---|
| 1666 | ipivot44[3,4] = 2;
|
---|
| 1667 | ipivot44[4,4] = 1;
|
---|
| 1668 | smlnum = 2*AP.Math.MinRealNumber;
|
---|
| 1669 | bignum = 1/smlnum;
|
---|
| 1670 | smini = Math.Max(smin, smlnum);
|
---|
| 1671 |
|
---|
| 1672 | //
|
---|
| 1673 | // Don't check for input errors
|
---|
| 1674 | //
|
---|
| 1675 | info = 0;
|
---|
| 1676 |
|
---|
| 1677 | //
|
---|
| 1678 | // Standard Initializations
|
---|
| 1679 | //
|
---|
| 1680 | scl = 1;
|
---|
| 1681 | if( na==1 )
|
---|
| 1682 | {
|
---|
| 1683 |
|
---|
| 1684 | //
|
---|
| 1685 | // 1 x 1 (i.e., scalar) system C X = B
|
---|
| 1686 | //
|
---|
| 1687 | if( nw==1 )
|
---|
| 1688 | {
|
---|
| 1689 |
|
---|
| 1690 | //
|
---|
| 1691 | // Real 1x1 system.
|
---|
| 1692 | //
|
---|
| 1693 | // C = ca A - w D
|
---|
| 1694 | //
|
---|
| 1695 | csr = ca*a[1,1]-wr*d1;
|
---|
| 1696 | cnorm = Math.Abs(csr);
|
---|
| 1697 |
|
---|
| 1698 | //
|
---|
| 1699 | // If | C | < SMINI, use C = SMINI
|
---|
| 1700 | //
|
---|
| 1701 | if( (double)(cnorm)<(double)(smini) )
|
---|
| 1702 | {
|
---|
| 1703 | csr = smini;
|
---|
| 1704 | cnorm = smini;
|
---|
| 1705 | info = 1;
|
---|
| 1706 | }
|
---|
| 1707 |
|
---|
| 1708 | //
|
---|
| 1709 | // Check scaling for X = B / C
|
---|
| 1710 | //
|
---|
| 1711 | bnorm = Math.Abs(b[1,1]);
|
---|
| 1712 | if( (double)(cnorm)<(double)(1) & (double)(bnorm)>(double)(1) )
|
---|
| 1713 | {
|
---|
| 1714 | if( (double)(bnorm)>(double)(bignum*cnorm) )
|
---|
| 1715 | {
|
---|
| 1716 | scl = 1/bnorm;
|
---|
| 1717 | }
|
---|
| 1718 | }
|
---|
| 1719 |
|
---|
| 1720 | //
|
---|
| 1721 | // Compute X
|
---|
| 1722 | //
|
---|
| 1723 | x[1,1] = b[1,1]*scl/csr;
|
---|
| 1724 | xnorm = Math.Abs(x[1,1]);
|
---|
| 1725 | }
|
---|
| 1726 | else
|
---|
| 1727 | {
|
---|
| 1728 |
|
---|
| 1729 | //
|
---|
| 1730 | // Complex 1x1 system (w is complex)
|
---|
| 1731 | //
|
---|
| 1732 | // C = ca A - w D
|
---|
| 1733 | //
|
---|
| 1734 | csr = ca*a[1,1]-wr*d1;
|
---|
| 1735 | csi = -(wi*d1);
|
---|
| 1736 | cnorm = Math.Abs(csr)+Math.Abs(csi);
|
---|
| 1737 |
|
---|
| 1738 | //
|
---|
| 1739 | // If | C | < SMINI, use C = SMINI
|
---|
| 1740 | //
|
---|
| 1741 | if( (double)(cnorm)<(double)(smini) )
|
---|
| 1742 | {
|
---|
| 1743 | csr = smini;
|
---|
| 1744 | csi = 0;
|
---|
| 1745 | cnorm = smini;
|
---|
| 1746 | info = 1;
|
---|
| 1747 | }
|
---|
| 1748 |
|
---|
| 1749 | //
|
---|
| 1750 | // Check scaling for X = B / C
|
---|
| 1751 | //
|
---|
| 1752 | bnorm = Math.Abs(b[1,1])+Math.Abs(b[1,2]);
|
---|
| 1753 | if( (double)(cnorm)<(double)(1) & (double)(bnorm)>(double)(1) )
|
---|
| 1754 | {
|
---|
| 1755 | if( (double)(bnorm)>(double)(bignum*cnorm) )
|
---|
| 1756 | {
|
---|
| 1757 | scl = 1/bnorm;
|
---|
| 1758 | }
|
---|
| 1759 | }
|
---|
| 1760 |
|
---|
| 1761 | //
|
---|
| 1762 | // Compute X
|
---|
| 1763 | //
|
---|
| 1764 | internalhsevdladiv(scl*b[1,1], scl*b[1,2], csr, csi, ref tmp1, ref tmp2);
|
---|
| 1765 | x[1,1] = tmp1;
|
---|
| 1766 | x[1,2] = tmp2;
|
---|
| 1767 | xnorm = Math.Abs(x[1,1])+Math.Abs(x[1,2]);
|
---|
| 1768 | }
|
---|
| 1769 | }
|
---|
| 1770 | else
|
---|
| 1771 | {
|
---|
| 1772 |
|
---|
| 1773 | //
|
---|
| 1774 | // 2x2 System
|
---|
| 1775 | //
|
---|
| 1776 | // Compute the real part of C = ca A - w D (or ca A' - w D )
|
---|
| 1777 | //
|
---|
| 1778 | crv4[1+0] = ca*a[1,1]-wr*d1;
|
---|
| 1779 | crv4[2+2] = ca*a[2,2]-wr*d2;
|
---|
| 1780 | if( ltrans )
|
---|
| 1781 | {
|
---|
| 1782 | crv4[1+2] = ca*a[2,1];
|
---|
| 1783 | crv4[2+0] = ca*a[1,2];
|
---|
| 1784 | }
|
---|
| 1785 | else
|
---|
| 1786 | {
|
---|
| 1787 | crv4[2+0] = ca*a[2,1];
|
---|
| 1788 | crv4[1+2] = ca*a[1,2];
|
---|
| 1789 | }
|
---|
| 1790 | if( nw==1 )
|
---|
| 1791 | {
|
---|
| 1792 |
|
---|
| 1793 | //
|
---|
| 1794 | // Real 2x2 system (w is real)
|
---|
| 1795 | //
|
---|
| 1796 | // Find the largest element in C
|
---|
| 1797 | //
|
---|
| 1798 | cmax = 0;
|
---|
| 1799 | icmax = 0;
|
---|
| 1800 | for(j=1; j<=4; j++)
|
---|
| 1801 | {
|
---|
| 1802 | if( (double)(Math.Abs(crv4[j]))>(double)(cmax) )
|
---|
| 1803 | {
|
---|
| 1804 | cmax = Math.Abs(crv4[j]);
|
---|
| 1805 | icmax = j;
|
---|
| 1806 | }
|
---|
| 1807 | }
|
---|
| 1808 |
|
---|
| 1809 | //
|
---|
| 1810 | // If norm(C) < SMINI, use SMINI*identity.
|
---|
| 1811 | //
|
---|
| 1812 | if( (double)(cmax)<(double)(smini) )
|
---|
| 1813 | {
|
---|
| 1814 | bnorm = Math.Max(Math.Abs(b[1,1]), Math.Abs(b[2,1]));
|
---|
| 1815 | if( (double)(smini)<(double)(1) & (double)(bnorm)>(double)(1) )
|
---|
| 1816 | {
|
---|
| 1817 | if( (double)(bnorm)>(double)(bignum*smini) )
|
---|
| 1818 | {
|
---|
| 1819 | scl = 1/bnorm;
|
---|
| 1820 | }
|
---|
| 1821 | }
|
---|
| 1822 | temp = scl/smini;
|
---|
| 1823 | x[1,1] = temp*b[1,1];
|
---|
| 1824 | x[2,1] = temp*b[2,1];
|
---|
| 1825 | xnorm = temp*bnorm;
|
---|
| 1826 | info = 1;
|
---|
| 1827 | return;
|
---|
| 1828 | }
|
---|
| 1829 |
|
---|
| 1830 | //
|
---|
| 1831 | // Gaussian elimination with complete pivoting.
|
---|
| 1832 | //
|
---|
| 1833 | ur11 = crv4[icmax];
|
---|
| 1834 | cr21 = crv4[ipivot44[2,icmax]];
|
---|
| 1835 | ur12 = crv4[ipivot44[3,icmax]];
|
---|
| 1836 | cr22 = crv4[ipivot44[4,icmax]];
|
---|
| 1837 | ur11r = 1/ur11;
|
---|
| 1838 | lr21 = ur11r*cr21;
|
---|
| 1839 | ur22 = cr22-ur12*lr21;
|
---|
| 1840 |
|
---|
| 1841 | //
|
---|
| 1842 | // If smaller pivot < SMINI, use SMINI
|
---|
| 1843 | //
|
---|
| 1844 | if( (double)(Math.Abs(ur22))<(double)(smini) )
|
---|
| 1845 | {
|
---|
| 1846 | ur22 = smini;
|
---|
| 1847 | info = 1;
|
---|
| 1848 | }
|
---|
| 1849 | if( rswap4[icmax] )
|
---|
| 1850 | {
|
---|
| 1851 | br1 = b[2,1];
|
---|
| 1852 | br2 = b[1,1];
|
---|
| 1853 | }
|
---|
| 1854 | else
|
---|
| 1855 | {
|
---|
| 1856 | br1 = b[1,1];
|
---|
| 1857 | br2 = b[2,1];
|
---|
| 1858 | }
|
---|
| 1859 | br2 = br2-lr21*br1;
|
---|
| 1860 | bbnd = Math.Max(Math.Abs(br1*(ur22*ur11r)), Math.Abs(br2));
|
---|
| 1861 | if( (double)(bbnd)>(double)(1) & (double)(Math.Abs(ur22))<(double)(1) )
|
---|
| 1862 | {
|
---|
| 1863 | if( (double)(bbnd)>=(double)(bignum*Math.Abs(ur22)) )
|
---|
| 1864 | {
|
---|
| 1865 | scl = 1/bbnd;
|
---|
| 1866 | }
|
---|
| 1867 | }
|
---|
| 1868 | xr2 = br2*scl/ur22;
|
---|
| 1869 | xr1 = scl*br1*ur11r-xr2*(ur11r*ur12);
|
---|
| 1870 | if( zswap4[icmax] )
|
---|
| 1871 | {
|
---|
| 1872 | x[1,1] = xr2;
|
---|
| 1873 | x[2,1] = xr1;
|
---|
| 1874 | }
|
---|
| 1875 | else
|
---|
| 1876 | {
|
---|
| 1877 | x[1,1] = xr1;
|
---|
| 1878 | x[2,1] = xr2;
|
---|
| 1879 | }
|
---|
| 1880 | xnorm = Math.Max(Math.Abs(xr1), Math.Abs(xr2));
|
---|
| 1881 |
|
---|
| 1882 | //
|
---|
| 1883 | // Further scaling if norm(A) norm(X) > overflow
|
---|
| 1884 | //
|
---|
| 1885 | if( (double)(xnorm)>(double)(1) & (double)(cmax)>(double)(1) )
|
---|
| 1886 | {
|
---|
| 1887 | if( (double)(xnorm)>(double)(bignum/cmax) )
|
---|
| 1888 | {
|
---|
| 1889 | temp = cmax/bignum;
|
---|
| 1890 | x[1,1] = temp*x[1,1];
|
---|
| 1891 | x[2,1] = temp*x[2,1];
|
---|
| 1892 | xnorm = temp*xnorm;
|
---|
| 1893 | scl = temp*scl;
|
---|
| 1894 | }
|
---|
| 1895 | }
|
---|
| 1896 | }
|
---|
| 1897 | else
|
---|
| 1898 | {
|
---|
| 1899 |
|
---|
| 1900 | //
|
---|
| 1901 | // Complex 2x2 system (w is complex)
|
---|
| 1902 | //
|
---|
| 1903 | // Find the largest element in C
|
---|
| 1904 | //
|
---|
| 1905 | civ4[1+0] = -(wi*d1);
|
---|
| 1906 | civ4[2+0] = 0;
|
---|
| 1907 | civ4[1+2] = 0;
|
---|
| 1908 | civ4[2+2] = -(wi*d2);
|
---|
| 1909 | cmax = 0;
|
---|
| 1910 | icmax = 0;
|
---|
| 1911 | for(j=1; j<=4; j++)
|
---|
| 1912 | {
|
---|
| 1913 | if( (double)(Math.Abs(crv4[j])+Math.Abs(civ4[j]))>(double)(cmax) )
|
---|
| 1914 | {
|
---|
| 1915 | cmax = Math.Abs(crv4[j])+Math.Abs(civ4[j]);
|
---|
| 1916 | icmax = j;
|
---|
| 1917 | }
|
---|
| 1918 | }
|
---|
| 1919 |
|
---|
| 1920 | //
|
---|
| 1921 | // If norm(C) < SMINI, use SMINI*identity.
|
---|
| 1922 | //
|
---|
| 1923 | if( (double)(cmax)<(double)(smini) )
|
---|
| 1924 | {
|
---|
| 1925 | bnorm = Math.Max(Math.Abs(b[1,1])+Math.Abs(b[1,2]), Math.Abs(b[2,1])+Math.Abs(b[2,2]));
|
---|
| 1926 | if( (double)(smini)<(double)(1) & (double)(bnorm)>(double)(1) )
|
---|
| 1927 | {
|
---|
| 1928 | if( (double)(bnorm)>(double)(bignum*smini) )
|
---|
| 1929 | {
|
---|
| 1930 | scl = 1/bnorm;
|
---|
| 1931 | }
|
---|
| 1932 | }
|
---|
| 1933 | temp = scl/smini;
|
---|
| 1934 | x[1,1] = temp*b[1,1];
|
---|
| 1935 | x[2,1] = temp*b[2,1];
|
---|
| 1936 | x[1,2] = temp*b[1,2];
|
---|
| 1937 | x[2,2] = temp*b[2,2];
|
---|
| 1938 | xnorm = temp*bnorm;
|
---|
| 1939 | info = 1;
|
---|
| 1940 | return;
|
---|
| 1941 | }
|
---|
| 1942 |
|
---|
| 1943 | //
|
---|
| 1944 | // Gaussian elimination with complete pivoting.
|
---|
| 1945 | //
|
---|
| 1946 | ur11 = crv4[icmax];
|
---|
| 1947 | ui11 = civ4[icmax];
|
---|
| 1948 | cr21 = crv4[ipivot44[2,icmax]];
|
---|
| 1949 | ci21 = civ4[ipivot44[2,icmax]];
|
---|
| 1950 | ur12 = crv4[ipivot44[3,icmax]];
|
---|
| 1951 | ui12 = civ4[ipivot44[3,icmax]];
|
---|
| 1952 | cr22 = crv4[ipivot44[4,icmax]];
|
---|
| 1953 | ci22 = civ4[ipivot44[4,icmax]];
|
---|
| 1954 | if( icmax==1 | icmax==4 )
|
---|
| 1955 | {
|
---|
| 1956 |
|
---|
| 1957 | //
|
---|
| 1958 | // Code when off-diagonals of pivoted C are real
|
---|
| 1959 | //
|
---|
| 1960 | if( (double)(Math.Abs(ur11))>(double)(Math.Abs(ui11)) )
|
---|
| 1961 | {
|
---|
| 1962 | temp = ui11/ur11;
|
---|
| 1963 | ur11r = 1/(ur11*(1+AP.Math.Sqr(temp)));
|
---|
| 1964 | ui11r = -(temp*ur11r);
|
---|
| 1965 | }
|
---|
| 1966 | else
|
---|
| 1967 | {
|
---|
| 1968 | temp = ur11/ui11;
|
---|
| 1969 | ui11r = -(1/(ui11*(1+AP.Math.Sqr(temp))));
|
---|
| 1970 | ur11r = -(temp*ui11r);
|
---|
| 1971 | }
|
---|
| 1972 | lr21 = cr21*ur11r;
|
---|
| 1973 | li21 = cr21*ui11r;
|
---|
| 1974 | ur12s = ur12*ur11r;
|
---|
| 1975 | ui12s = ur12*ui11r;
|
---|
| 1976 | ur22 = cr22-ur12*lr21;
|
---|
| 1977 | ui22 = ci22-ur12*li21;
|
---|
| 1978 | }
|
---|
| 1979 | else
|
---|
| 1980 | {
|
---|
| 1981 |
|
---|
| 1982 | //
|
---|
| 1983 | // Code when diagonals of pivoted C are real
|
---|
| 1984 | //
|
---|
| 1985 | ur11r = 1/ur11;
|
---|
| 1986 | ui11r = 0;
|
---|
| 1987 | lr21 = cr21*ur11r;
|
---|
| 1988 | li21 = ci21*ur11r;
|
---|
| 1989 | ur12s = ur12*ur11r;
|
---|
| 1990 | ui12s = ui12*ur11r;
|
---|
| 1991 | ur22 = cr22-ur12*lr21+ui12*li21;
|
---|
| 1992 | ui22 = -(ur12*li21)-ui12*lr21;
|
---|
| 1993 | }
|
---|
| 1994 | u22abs = Math.Abs(ur22)+Math.Abs(ui22);
|
---|
| 1995 |
|
---|
| 1996 | //
|
---|
| 1997 | // If smaller pivot < SMINI, use SMINI
|
---|
| 1998 | //
|
---|
| 1999 | if( (double)(u22abs)<(double)(smini) )
|
---|
| 2000 | {
|
---|
| 2001 | ur22 = smini;
|
---|
| 2002 | ui22 = 0;
|
---|
| 2003 | info = 1;
|
---|
| 2004 | }
|
---|
| 2005 | if( rswap4[icmax] )
|
---|
| 2006 | {
|
---|
| 2007 | br2 = b[1,1];
|
---|
| 2008 | br1 = b[2,1];
|
---|
| 2009 | bi2 = b[1,2];
|
---|
| 2010 | bi1 = b[2,2];
|
---|
| 2011 | }
|
---|
| 2012 | else
|
---|
| 2013 | {
|
---|
| 2014 | br1 = b[1,1];
|
---|
| 2015 | br2 = b[2,1];
|
---|
| 2016 | bi1 = b[1,2];
|
---|
| 2017 | bi2 = b[2,2];
|
---|
| 2018 | }
|
---|
| 2019 | br2 = br2-lr21*br1+li21*bi1;
|
---|
| 2020 | bi2 = bi2-li21*br1-lr21*bi1;
|
---|
| 2021 | bbnd = Math.Max((Math.Abs(br1)+Math.Abs(bi1))*(u22abs*(Math.Abs(ur11r)+Math.Abs(ui11r))), Math.Abs(br2)+Math.Abs(bi2));
|
---|
| 2022 | if( (double)(bbnd)>(double)(1) & (double)(u22abs)<(double)(1) )
|
---|
| 2023 | {
|
---|
| 2024 | if( (double)(bbnd)>=(double)(bignum*u22abs) )
|
---|
| 2025 | {
|
---|
| 2026 | scl = 1/bbnd;
|
---|
| 2027 | br1 = scl*br1;
|
---|
| 2028 | bi1 = scl*bi1;
|
---|
| 2029 | br2 = scl*br2;
|
---|
| 2030 | bi2 = scl*bi2;
|
---|
| 2031 | }
|
---|
| 2032 | }
|
---|
| 2033 | internalhsevdladiv(br2, bi2, ur22, ui22, ref xr2, ref xi2);
|
---|
| 2034 | xr1 = ur11r*br1-ui11r*bi1-ur12s*xr2+ui12s*xi2;
|
---|
| 2035 | xi1 = ui11r*br1+ur11r*bi1-ui12s*xr2-ur12s*xi2;
|
---|
| 2036 | if( zswap4[icmax] )
|
---|
| 2037 | {
|
---|
| 2038 | x[1,1] = xr2;
|
---|
| 2039 | x[2,1] = xr1;
|
---|
| 2040 | x[1,2] = xi2;
|
---|
| 2041 | x[2,2] = xi1;
|
---|
| 2042 | }
|
---|
| 2043 | else
|
---|
| 2044 | {
|
---|
| 2045 | x[1,1] = xr1;
|
---|
| 2046 | x[2,1] = xr2;
|
---|
| 2047 | x[1,2] = xi1;
|
---|
| 2048 | x[2,2] = xi2;
|
---|
| 2049 | }
|
---|
| 2050 | xnorm = Math.Max(Math.Abs(xr1)+Math.Abs(xi1), Math.Abs(xr2)+Math.Abs(xi2));
|
---|
| 2051 |
|
---|
| 2052 | //
|
---|
| 2053 | // Further scaling if norm(A) norm(X) > overflow
|
---|
| 2054 | //
|
---|
| 2055 | if( (double)(xnorm)>(double)(1) & (double)(cmax)>(double)(1) )
|
---|
| 2056 | {
|
---|
| 2057 | if( (double)(xnorm)>(double)(bignum/cmax) )
|
---|
| 2058 | {
|
---|
| 2059 | temp = cmax/bignum;
|
---|
| 2060 | x[1,1] = temp*x[1,1];
|
---|
| 2061 | x[2,1] = temp*x[2,1];
|
---|
| 2062 | x[1,2] = temp*x[1,2];
|
---|
| 2063 | x[2,2] = temp*x[2,2];
|
---|
| 2064 | xnorm = temp*xnorm;
|
---|
| 2065 | scl = temp*scl;
|
---|
| 2066 | }
|
---|
| 2067 | }
|
---|
| 2068 | }
|
---|
| 2069 | }
|
---|
| 2070 | }
|
---|
| 2071 |
|
---|
| 2072 |
|
---|
| 2073 | private static void internalhsevdladiv(double a,
|
---|
| 2074 | double b,
|
---|
| 2075 | double c,
|
---|
| 2076 | double d,
|
---|
| 2077 | ref double p,
|
---|
| 2078 | ref double q)
|
---|
| 2079 | {
|
---|
| 2080 | double e = 0;
|
---|
| 2081 | double f = 0;
|
---|
| 2082 |
|
---|
| 2083 | if( (double)(Math.Abs(d))<(double)(Math.Abs(c)) )
|
---|
| 2084 | {
|
---|
| 2085 | e = d/c;
|
---|
| 2086 | f = c+d*e;
|
---|
| 2087 | p = (a+b*e)/f;
|
---|
| 2088 | q = (b-a*e)/f;
|
---|
| 2089 | }
|
---|
| 2090 | else
|
---|
| 2091 | {
|
---|
| 2092 | e = c/d;
|
---|
| 2093 | f = d+c*e;
|
---|
| 2094 | p = (b+a*e)/f;
|
---|
| 2095 | q = (-a+b*e)/f;
|
---|
| 2096 | }
|
---|
| 2097 | }
|
---|
| 2098 | }
|
---|
| 2099 | }
|
---|