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dbleHESS.cc
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1996-03-03
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/*
Copyright (C) 1996 John W. Eaton
This file is part of Octave.
Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 2, or (at your option) any
later version.
Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
for more details.
You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING. If not, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*/
#if defined (__GNUG__)
#pragma implementation
#endif
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif
#include "dbleHESS.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "mx-inlines.cc"
extern "C"
{
int F77_FCN (dgebal, DGEBAL) (const char*, const int&, double*,
const int&, int&, int&, double*,
int&, long, long);
int F77_FCN (dgehrd, DGEHRD) (const int&, const int&, const int&,
double*, const int&, double*, double*,
const int&, int&, long, long);
int F77_FCN (dorghr, DORGHR) (const int&, const int&, const int&,
double*, const int&, double*, double*,
const int&, int&, long, long);
int F77_FCN (dgebak, DGEBAK) (const char*, const char*, const int&,
const int&, const int&, double*,
const int&, double*, const int&, int&,
long, long);
}
int
HESS::init (const Matrix& a)
{
int a_nr = a.rows ();
int a_nc = a.cols ();
if (a_nr != a_nc)
{
(*current_liboctave_error_handler) ("HESS requires square matrix");
return -1;
}
char job = 'N';
char side = 'R';
int n = a_nc;
int lwork = 32 * n;
int info;
int ilo;
int ihi;
hess_mat = a;
double *h = hess_mat.fortran_vec ();
Array<double> scale (n);
double *pscale = scale.fortran_vec ();
F77_XFCN (dgebal, DGEBAL, (&job, n, h, n, ilo, ihi, pscale, info,
1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in dgebal");
else
{
Array<double> tau (n-1);
double *ptau = tau.fortran_vec ();
Array<double> work (lwork);
double *pwork = work.fortran_vec ();
F77_XFCN (dgehrd, DGEHRD, (n, ilo, ihi, h, n, ptau, pwork,
lwork, info, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in dgehrd");
else
{
unitary_hess_mat = hess_mat;
double *z = unitary_hess_mat.fortran_vec ();
F77_XFCN (dorghr, DORGHR, (n, ilo, ihi, z, n, ptau, pwork,
lwork, info, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dorghr");
else
{
F77_XFCN (dgebak, DGEBAK, (&job, &side, n, ilo, ihi,
pscale, n, z, n, info, 1L, 1L));
if (f77_exception_encountered)
(*current_liboctave_error_handler)
("unrecoverable error in dgebak");
else
{
// If someone thinks of a more graceful way of doing
// this (or faster for that matter :-)), please let
// me know!
if (n > 2)
for (int j = 0; j < a_nc; j++)
for (int i = j+2; i < a_nr; i++)
hess_mat.elem (i, j) = 0;
}
}
}
}
return info;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/