3dpcp/.svn/pristine/6e/6ee20c85203052cd52a1acdab63101353e9c70a5.svn-base
2012-09-16 14:33:11 +02:00

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Text

//$$evalue.cpp eigen-value decomposition
// Copyright (C) 1991,2,3,4: R B Davies
#define WANT_MATH
#include "include.h"
#include "newmatap.h"
#include "newmatrm.h"
#include "precisio.h"
#ifdef use_namespace
namespace NEWMAT {
#endif
#ifdef DO_REPORT
#define REPORT { static ExeCounter ExeCount(__LINE__,17); ++ExeCount; }
#else
#define REPORT {}
#endif
static void tred2(const SymmetricMatrix& A, DiagonalMatrix& D,
DiagonalMatrix& E, Matrix& Z)
{
Tracer et("Evalue(tred2)");
REPORT
Real tol =
FloatingPointPrecision::Minimum()/FloatingPointPrecision::Epsilon();
int n = A.Nrows(); Z.ReSize(n,n); Z.Inject(A);
D.ReSize(n); E.ReSize(n);
Real* z = Z.Store(); int i;
for (i=n-1; i > 0; i--) // i=0 is excluded
{
Real f = Z.element(i,i-1); Real g = 0.0;
int k = i-1; Real* zik = z + i*n;
while (k--) g += square(*zik++);
Real h = g + square(f);
if (g <= tol) { REPORT E.element(i) = f; h = 0.0; }
else
{
REPORT
g = sign(-sqrt(h), f); E.element(i) = g; h -= f*g;
Z.element(i,i-1) = f-g; f = 0.0;
Real* zji = z + i; Real* zij = z + i*n; Real* ej = E.Store();
int j;
for (j=0; j<i; j++)
{
*zji = (*zij++)/h; g = 0.0;
Real* zjk = z + j*n; zik = z + i*n;
k = j; while (k--) g += *zjk++ * (*zik++);
k = i-j;
if (k) for(;;)
{ g += *zjk * (*zik++); if (!(--k)) break; zjk += n; }
*ej++ = g/h; f += g * (*zji); zji += n;
}
Real hh = f / (h + h); zij = z + i*n; ej = E.Store();
for (j=0; j<i; j++)
{
f = *zij++; g = *ej - hh * f; *ej++ = g;
Real* zjk = z + j*n; Real* zik = z + i*n;
Real* ek = E.Store(); k = j+1;
while (k--) *zjk++ -= ( f*(*ek++) + g*(*zik++) );
}
}
D.element(i) = h;
}
D.element(0) = 0.0; E.element(0) = 0.0;
for (i=0; i<n; i++)
{
if (D.element(i) != 0.0)
{
REPORT
for (int j=0; j<i; j++)
{
Real g = 0.0;
Real* zik = z + i*n; Real* zkj = z + j;
int k = i;
if (k) for (;;)
{ g += *zik++ * (*zkj); if (!(--k)) break; zkj += n; }
Real* zki = z + i; zkj = z + j;
k = i;
if (k) for (;;)
{ *zkj -= g * (*zki); if (!(--k)) break; zkj += n; zki += n; }
}
}
Real* zij = z + i*n; Real* zji = z + i;
int j = i;
if (j) for (;;)
{ *zij++ = 0.0; *zji = 0.0; if (!(--j)) break; zji += n; }
D.element(i) = *zij; *zij = 1.0;
}
}
static void tql2(DiagonalMatrix& D, DiagonalMatrix& E, Matrix& Z)
{
Tracer et("Evalue(tql2)");
REPORT
Real eps = FloatingPointPrecision::Epsilon();
int n = D.Nrows(); Real* z = Z.Store(); int l;
for (l=1; l<n; l++) E.element(l-1) = E.element(l);
Real b = 0.0; Real f = 0.0; E.element(n-1) = 0.0;
for (l=0; l<n; l++)
{
int i,j;
Real& dl = D.element(l); Real& el = E.element(l);
Real h = eps * ( fabs(dl) + fabs(el) );
if (b < h) { REPORT b = h; }
int m;
for (m=l; m<n; m++) if (fabs(E.element(m)) <= b) break;
bool test = false;
for (j=0; j<30; j++)
{
if (m==l) { REPORT test = true; break; }
Real& dl1 = D.element(l+1);
Real g = dl; Real p = (dl1-g) / (2.0*el); Real r = sqrt(p*p + 1.0);
dl = el / (p < 0.0 ? p-r : p+r); Real h = g - dl; f += h;
Real* dlx = &dl1; i = n-l-1; while (i--) *dlx++ -= h;
p = D.element(m); Real c = 1.0; Real s = 0.0;
for (i=m-1; i>=l; i--)
{
Real ei = E.element(i); Real di = D.element(i);
Real& ei1 = E.element(i+1);
g = c * ei; h = c * p;
if ( fabs(p) >= fabs(ei))
{
REPORT
c = ei / p; r = sqrt(c*c + 1.0);
ei1 = s*p*r; s = c/r; c = 1.0/r;
}
else
{
REPORT
c = p / ei; r = sqrt(c*c + 1.0);
ei1 = s * ei * r; s = 1.0/r; c /= r;
}
p = c * di - s*g; D.element(i+1) = h + s * (c*g + s*di);
Real* zki = z + i; Real* zki1 = zki + 1; int k = n;
if (k) for (;;)
{
REPORT
h = *zki1; *zki1 = s*(*zki) + c*h; *zki = c*(*zki) - s*h;
if (!(--k)) break;
zki += n; zki1 += n;
}
}
el = s*p; dl = c*p;
if (fabs(el) <= b) { REPORT; test = true; break; }
}
if (!test) Throw ( ConvergenceException(D) );
dl += f;
}
/*
for (int i=0; i<n; i++)
{
int k = i; Real p = D.element(i);
for (int j=i+1; j<n; j++)
{ if (D.element(j) < p) { k = j; p = D.element(j); } }
if (k != i)
{
D.element(k) = D.element(i); D.element(i) = p; int j = n;
Real* zji = z + i; Real* zjk = z + k;
if (j) for(;;)
{
p = *zji; *zji = *zjk; *zjk = p;
if (!(--j)) break;
zji += n; zjk += n;
}
}
}
*/
}
static void tred3(const SymmetricMatrix& X, DiagonalMatrix& D,
DiagonalMatrix& E, SymmetricMatrix& A)
{
Tracer et("Evalue(tred3)");
REPORT
Real tol =
FloatingPointPrecision::Minimum()/FloatingPointPrecision::Epsilon();
int n = X.Nrows(); A = X; D.ReSize(n); E.ReSize(n);
Real* ei = E.Store() + n;
for (int i = n-1; i >= 0; i--)
{
Real h = 0.0; Real f = - FloatingPointPrecision::Maximum();
Real* d = D.Store(); Real* a = A.Store() + (i*(i+1))/2; int k = i;
while (k--) { f = *a++; *d++ = f; h += square(f); }
if (h <= tol) { REPORT *(--ei) = 0.0; h = 0.0; }
else
{
REPORT
Real g = sign(-sqrt(h), f); *(--ei) = g; h -= f*g;
f -= g; *(d-1) = f; *(a-1) = f; f = 0.0;
Real* dj = D.Store(); Real* ej = E.Store(); int j;
for (j = 0; j < i; j++)
{
Real* dk = D.Store(); Real* ak = A.Store()+(j*(j+1))/2;
Real g = 0.0; k = j;
while (k--) g += *ak++ * *dk++;
k = i-j; int l = j;
if (k) for (;;) { g += *ak * *dk++; if (!(--k)) break; ak += ++l; }
g /= h; *ej++ = g; f += g * *dj++;
}
Real hh = f / (2 * h); Real* ak = A.Store();
dj = D.Store(); ej = E.Store();
for (j = 0; j < i; j++)
{
f = *dj++; g = *ej - hh * f; *ej++ = g;
Real* dk = D.Store(); Real* ek = E.Store(); k = j+1;
while (k--) { *ak++ -= (f * *ek++ + g * *dk++); }
}
}
*d = *a; *a = h;
}
}
static void tql1(DiagonalMatrix& D, DiagonalMatrix& E)
{
Tracer et("Evalue(tql1)");
REPORT
Real eps = FloatingPointPrecision::Epsilon();
int n = D.Nrows(); int l;
for (l=1; l<n; l++) E.element(l-1) = E.element(l);
Real b = 0.0; Real f = 0.0; E.element(n-1) = 0.0;
for (l=0; l<n; l++)
{
int i,j;
Real& dl = D.element(l); Real& el = E.element(l);
Real h = eps * ( fabs(dl) + fabs(el) );
if (b < h) b = h;
int m;
for (m=l; m<n; m++) if (fabs(E.element(m)) <= b) break;
bool test = false;
for (j=0; j<30; j++)
{
if (m==l) { REPORT test = true; break; }
Real& dl1 = D.element(l+1);
Real g = dl; Real p = (dl1-g) / (2.0*el); Real r = sqrt(p*p + 1.0);
dl = el / (p < 0.0 ? p-r : p+r); Real h = g - dl; f += h;
Real* dlx = &dl1; i = n-l-1; while (i--) *dlx++ -= h;
p = D.element(m); Real c = 1.0; Real s = 0.0;
for (i=m-1; i>=l; i--)
{
Real ei = E.element(i); Real di = D.element(i);
Real& ei1 = E.element(i+1);
g = c * ei; h = c * p;
if ( fabs(p) >= fabs(ei))
{
REPORT
c = ei / p; r = sqrt(c*c + 1.0);
ei1 = s*p*r; s = c/r; c = 1.0/r;
}
else
{
REPORT
c = p / ei; r = sqrt(c*c + 1.0);
ei1 = s * ei * r; s = 1.0/r; c /= r;
}
p = c * di - s*g; D.element(i+1) = h + s * (c*g + s*di);
}
el = s*p; dl = c*p;
if (fabs(el) <= b) { REPORT test = true; break; }
}
if (!test) Throw ( ConvergenceException(D) );
Real p = dl + f;
test = false;
for (i=l; i>0; i--)
{
if (p < D.element(i-1)) { REPORT D.element(i) = D.element(i-1); }
else { REPORT test = true; break; }
}
if (!test) i=0;
D.element(i) = p;
}
}
void EigenValues(const SymmetricMatrix& A, DiagonalMatrix& D, Matrix& Z)
{ REPORT DiagonalMatrix E; tred2(A, D, E, Z); tql2(D, E, Z); SortSV(D,Z,true); }
void EigenValues(const SymmetricMatrix& X, DiagonalMatrix& D)
{ REPORT DiagonalMatrix E; SymmetricMatrix A; tred3(X,D,E,A); tql1(D,E); }
void EigenValues(const SymmetricMatrix& X, DiagonalMatrix& D,
SymmetricMatrix& A)
{ REPORT DiagonalMatrix E; tred3(X,D,E,A); tql1(D,E); }
#ifdef use_namespace
}
#endif