/************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ #include #include #include #include "mesch_pak.h" /* _m_copy -- copies matrix into new area -- out(i0:m,j0:n) <- in(i0:m,j0:n) */ MAT *_m_copy(const MAT *in, MAT *out, unsigned int i0, unsigned int j0) { unsigned int i /* ,j */; if ( in==MNULL ) g_assert_not_reached(); if ( in==out ) return (out); if ( out==MNULL || out->m < in->m || out->n < in->n ) out = m_resize(out,in->m,in->n); for ( i=i0; i < in->m; i++ ) MEM_COPY(&(in->me[i][j0]),&(out->me[i][j0]), (in->n - j0)*sizeof(Real)); /* for ( j=j0; j < in->n; j++ ) out->me[i][j] = in->me[i][j]; */ return (out); } /* _v_copy -- copies vector into new area -- out(i0:dim) <- in(i0:dim) */ VEC *_v_copy(const VEC *in, VEC *out, unsigned int i0) { /* unsigned int i,j; */ if ( in==VNULL ) g_assert_not_reached(); if ( in==out ) return (out); if ( out==VNULL || out->dim < in->dim ) out = v_resize(out,in->dim); MEM_COPY(&(in->ve[i0]),&(out->ve[i0]),(in->dim - i0)*sizeof(Real)); /* for ( i=i0; i < in->dim; i++ ) out->ve[i] = in->ve[i]; */ return (out); } /* The .._move() routines are for moving blocks of memory around within Meschach data structures and for re-arranging matrices, vectors etc. */ /* m_move -- copies selected pieces of a matrix -- moves the m0 x n0 submatrix with top-left cor-ordinates (i0,j0) to the corresponding submatrix of out with top-left co-ordinates (i1,j1) -- out is resized (& created) if necessary */ MAT *m_move(const MAT *in, int i0,int j0, int m0,int n0, MAT *out, int i1, int j1) { int i; if ( ! in ) g_assert_not_reached(); if ( i0 < 0 || j0 < 0 || i1 < 0 || j1 < 0 || m0 < 0 || n0 < 0 || i0+m0 > in->m || j0+n0 > in->n ) g_assert_not_reached(); if ( ! out ) out = m_resize(out,i1+m0,j1+n0); else if ( i1+m0 > out->m || j1+n0 > out->n ) out = m_resize(out,max(out->m,i1+m0),max(out->n,j1+n0)); for ( i = 0; i < m0; i++ ) MEM_COPY(&(in->me[i0+i][j0]),&(out->me[i1+i][j1]), n0*sizeof(Real)); return out; } /* v_move -- copies selected pieces of a vector -- moves the length dim0 subvector with initial index i0 to the corresponding subvector of out with initial index i1 -- out is resized if necessary */ VEC *v_move(const VEC *in, int i0, int dim0, VEC *out, int i1) { if ( ! in ) g_assert_not_reached(); if ( i0 < 0 || dim0 < 0 || i1 < 0 || i0+dim0 > in->dim ) g_assert_not_reached(); if ( (! out) || i1+dim0 > out->dim ) out = v_resize(out,i1+dim0); MEM_COPY(&(in->ve[i0]),&(out->ve[i1]),dim0*sizeof(Real)); return out; } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* Files for matrix computations Givens operations file. Contains routines for calculating and applying givens rotations for/to vectors and also to matrices by row and by column. */ /* givens.c 1.2 11/25/87 */ /* givens -- returns c,s parameters for Givens rotation to eliminate y in the vector [ x y ]' */ void givens(double x, double y, Real *c, Real *s) { Real norm; norm = sqrt(x*x+y*y); if ( norm == 0.0 ) { *c = 1.0; *s = 0.0; } /* identity */ else { *c = x/norm; *s = y/norm; } } /* rot_vec -- apply Givens rotation to x's i & k components */ VEC *rot_vec(const VEC *x,unsigned int i,unsigned int k, double c,double s, VEC *out) { Real temp; if ( x==VNULL ) g_assert_not_reached(); if ( i >= x->dim || k >= x->dim ) g_assert_not_reached(); out = v_copy(x,out); /* temp = c*out->ve[i] + s*out->ve[k]; */ temp = c*v_entry(out,i) + s*v_entry(out,k); /* out->ve[k] = -s*out->ve[i] + c*out->ve[k]; */ v_set_val(out,k,-s*v_entry(out,i)+c*v_entry(out,k)); /* out->ve[i] = temp; */ v_set_val(out,i,temp); return (out); } /* rot_rows -- premultiply mat by givens rotation described by c,s */ MAT *rot_rows(const MAT *mat, unsigned int i, unsigned int k, double c, double s, MAT *out) { unsigned int j; Real temp; if ( mat==(MAT *)NULL ) g_assert_not_reached(); if ( i >= mat->m || k >= mat->m ) g_assert_not_reached(); if ( mat != out ) out = m_copy(mat,m_resize(out,mat->m,mat->n)); for ( j=0; jn; j++ ) { /* temp = c*out->me[i][j] + s*out->me[k][j]; */ temp = c*m_entry(out,i,j) + s*m_entry(out,k,j); /* out->me[k][j] = -s*out->me[i][j] + c*out->me[k][j]; */ m_set_val(out,k,j, -s*m_entry(out,i,j) + c*m_entry(out,k,j)); /* out->me[i][j] = temp; */ m_set_val(out,i,j, temp); } return (out); } /* rot_cols -- postmultiply mat by givens rotation described by c,s */ MAT *rot_cols(const MAT *mat,unsigned int i,unsigned int k, gdouble c, gdouble s, MAT *out) { unsigned int j; Real temp; if ( mat==(MAT *)NULL ) g_assert_not_reached(); if ( i >= mat->n || k >= mat->n ) g_assert_not_reached(); if ( mat != out ) out = m_copy(mat,m_resize(out,mat->m,mat->n)); for ( j=0; jm; j++ ) { /* temp = c*out->me[j][i] + s*out->me[j][k]; out->me[j][k] = -s*out->me[j][i] + c*out->me[j][k]; out->me[j][i] = temp; */ temp = c*m_entry(out,j,i) + s*m_entry(out,j,k); m_set_val(out,j,k, -s*m_entry(out,j,i) + c*m_entry(out,j,k)); m_set_val(out,j,i,temp); } return (out); } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* Files for matrix computations Householder transformation file. Contains routines for calculating householder transformations, applying them to vectors and matrices by both row & column. */ /* hsehldr.c 1.3 10/8/87 */ /* hhvec -- calulates Householder vector to eliminate all entries after the i0 entry of the vector vec. It is returned as out. May be in-situ */ VEC *hhvec(const VEC *vec, unsigned int i0, Real *beta, VEC *out, Real *newval) { Real norm; out = _v_copy(vec,out,i0); norm = sqrt(_in_prod(out,out,i0)); if ( norm <= 0.0 ) { *beta = 0.0; return (out); } *beta = 1.0/(norm * (norm+fabs(out->ve[i0]))); if ( out->ve[i0] > 0.0 ) *newval = -norm; else *newval = norm; out->ve[i0] -= *newval; return (out); } /* hhtrvec -- apply Householder transformation to vector -- that is, out <- (I-beta.hh(i0:n).hh(i0:n)^T).in -- may be in-situ */ VEC *hhtrvec(const VEC *hh, double beta, unsigned int i0, const VEC *in, VEC *out) { Real scale; /* unsigned int i; */ if ( hh==VNULL || in==VNULL ) g_assert_not_reached(); if ( in->dim != hh->dim ) g_assert_not_reached(); if ( i0 > in->dim ) g_assert_not_reached(); scale = beta*_in_prod(hh,in,i0); out = v_copy(in,out); __mltadd__(&(out->ve[i0]),&(hh->ve[i0]),-scale,(int)(in->dim-i0)); /************************************************************ for ( i=i0; idim; i++ ) out->ve[i] = in->ve[i] - scale*hh->ve[i]; ************************************************************/ return (out); } /* hhtrrows -- transform a matrix by a Householder vector by rows starting at row i0 from column j0 -- in-situ -- that is, M(i0:m,j0:n) <- M(i0:m,j0:n)(I-beta.hh(j0:n).hh(j0:n)^T) */ MAT *hhtrrows(MAT *M, unsigned int i0, unsigned int j0, const VEC *hh, double beta) { Real ip, scale; int i /*, j */; if ( M==MNULL || hh==VNULL ) g_assert_not_reached(); if ( M->n != hh->dim ) g_assert_not_reached(); if ( i0 > M->m || j0 > M->n ) g_assert_not_reached(); if ( beta == 0.0 ) return (M); /* for each row ... */ for ( i = i0; i < M->m; i++ ) { /* compute inner product */ ip = __ip__(&(M->me[i][j0]),&(hh->ve[j0]),(int)(M->n-j0)); /************************************************** ip = 0.0; for ( j = j0; j < M->n; j++ ) ip += M->me[i][j]*hh->ve[j]; **************************************************/ scale = beta*ip; if ( scale == 0.0 ) continue; /* do operation */ __mltadd__(&(M->me[i][j0]),&(hh->ve[j0]),-scale, (int)(M->n-j0)); /************************************************** for ( j = j0; j < M->n; j++ ) M->me[i][j] -= scale*hh->ve[j]; **************************************************/ } return (M); } /* _hhtrcols -- transform a matrix by a Householder vector by columns starting at row i0 from column j0 -- that is, M(i0:m,j0:n) <- (I-beta.hh(i0:m).hh(i0:m)^T)M(i0:m,j0:n) -- in-situ -- scratch vector w passed as argument -- raises error if w == NULL */ MAT *_hhtrcols(MAT *M, unsigned int i0, unsigned int j0, const VEC *hh, double beta, VEC *w) { /* Real ip, scale; */ int i /*, k */; /* STATIC VEC *w = VNULL; */ if ( M == MNULL || hh == VNULL || w == VNULL ) g_assert_not_reached(); if ( M->m != hh->dim ) g_assert_not_reached(); if ( i0 > M->m || j0 > M->n ) g_assert_not_reached(); if ( beta == 0.0 ) return (M); if ( w->dim < M->n ) w = v_resize(w,M->n); /* MEM_STAT_REG(w,TYPE_VEC); */ v_zero(w); for ( i = i0; i < M->m; i++ ) if ( hh->ve[i] != 0.0 ) __mltadd__(&(w->ve[j0]),&(M->me[i][j0]),hh->ve[i], (int)(M->n-j0)); for ( i = i0; i < M->m; i++ ) if ( hh->ve[i] != 0.0 ) __mltadd__(&(M->me[i][j0]),&(w->ve[j0]),-beta*hh->ve[i], (int)(M->n-j0)); return (M); } /* hhtrcols -- transform a matrix by a Householder vector by columns starting at row i0 from column j0 -- that is, M(i0:m,j0:n) <- (I-beta.hh(i0:m).hh(i0:m)^T)M(i0:m,j0:n) -- in-situ -- calls _hhtrcols() with the scratch vector w -- Meschach internal routines should call _hhtrcols() to avoid excessive memory allocation/de-allocation */ MAT *hhtrcols(MAT *M, unsigned int i0, unsigned int j0, const VEC *hh, double beta) { STATIC VEC *w = VNULL; if ( M == MNULL || hh == VNULL || w == VNULL ) g_assert_not_reached(); if ( M->m != hh->dim ) g_assert_not_reached(); if ( i0 > M->m || j0 > M->n ) g_assert_not_reached(); if ( ! w || w->dim < M->n ) w = v_resize(w,M->n); MEM_STAT_REG(w,TYPE_VEC); M = _hhtrcols(M,i0,j0,hh,beta,w); #ifdef THREADSAFE V_FREE(w); #endif return M; } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* File containing routines for determining Hessenberg factorisations. */ /* Hfactor -- compute Hessenberg factorisation in compact form. -- factorisation performed in situ -- for details of the compact form see QRfactor.c and matrix2.doc */ MAT *Hfactor(MAT *A, VEC *diag, VEC *beta) { STATIC VEC *hh = VNULL, *w = VNULL; int k, limit; if ( ! A || ! diag || ! beta ) g_assert_not_reached(); if ( diag->dim < A->m - 1 || beta->dim < A->m - 1 ) g_assert_not_reached(); if ( A->m != A->n ) g_assert_not_reached(); limit = A->m - 1; hh = v_resize(hh,A->m); w = v_resize(w,A->n); MEM_STAT_REG(hh,TYPE_VEC); MEM_STAT_REG(w, TYPE_VEC); for ( k = 0; k < limit; k++ ) { /* compute the Householder vector hh */ get_col(A,(unsigned int)k,hh); /* printf("the %d'th column = "); v_output(hh); */ hhvec(hh,k+1,&beta->ve[k],hh,&A->me[k+1][k]); /* diag->ve[k] = hh->ve[k+1]; */ v_set_val(diag,k,v_entry(hh,k+1)); /* printf("H/h vector = "); v_output(hh); */ /* printf("from the %d'th entry\n",k+1); */ /* printf("beta = %g\n",beta->ve[k]); */ /* apply Householder operation symmetrically to A */ _hhtrcols(A,k+1,k+1,hh,v_entry(beta,k),w); hhtrrows(A,0 ,k+1,hh,v_entry(beta,k)); /* printf("A = "); m_output(A); */ } #ifdef THREADSAFE V_FREE(hh); V_FREE(w); #endif return (A); } /* makeHQ -- construct the Hessenberg orthogonalising matrix Q; -- i.e. Hess M = Q.M.Q' */ MAT *makeHQ(MAT *H, VEC *diag, VEC *beta, MAT *Qout) { int i, j, limit; STATIC VEC *tmp1 = VNULL, *tmp2 = VNULL; if ( H==(MAT *)NULL || diag==(VEC *)NULL || beta==(VEC *)NULL ) g_assert_not_reached(); limit = H->m - 1; if ( diag->dim < limit || beta->dim < limit ) g_assert_not_reached(); if ( H->m != H->n ) g_assert_not_reached(); Qout = m_resize(Qout,H->m,H->m); tmp1 = v_resize(tmp1,H->m); tmp2 = v_resize(tmp2,H->m); MEM_STAT_REG(tmp1,TYPE_VEC); MEM_STAT_REG(tmp2,TYPE_VEC); for ( i = 0; i < H->m; i++ ) { /* tmp1 = i'th basis vector */ for ( j = 0; j < H->m; j++ ) /* tmp1->ve[j] = 0.0; */ v_set_val(tmp1,j,0.0); /* tmp1->ve[i] = 1.0; */ v_set_val(tmp1,i,1.0); /* apply H/h transforms in reverse order */ for ( j = limit-1; j >= 0; j-- ) { get_col(H,(unsigned int)j,tmp2); /* tmp2->ve[j+1] = diag->ve[j]; */ v_set_val(tmp2,j+1,v_entry(diag,j)); hhtrvec(tmp2,beta->ve[j],j+1,tmp1,tmp1); } /* insert into Qout */ set_col(Qout,(unsigned int)i,tmp1); } #ifdef THREADSAFE V_FREE(tmp1); V_FREE(tmp2); #endif return (Qout); } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* This is a file of routines for zero-ing, and initialising vectors, matrices and permutations. This is to be included in the matrix.a library */ /* v_zero -- zero the vector x */ VEC *v_zero(VEC *x) { if ( x == VNULL ) g_assert_not_reached(); __zero__(x->ve,x->dim); /* for ( i = 0; i < x->dim; i++ ) x->ve[i] = 0.0; */ return x; } /* m_zero -- zero the matrix A */ MAT *m_zero(MAT *A) { int i, A_m, A_n; Real **A_me; if ( A == MNULL ) g_assert_not_reached(); A_m = A->m; A_n = A->n; A_me = A->me; for ( i = 0; i < A_m; i++ ) __zero__(A_me[i],A_n); /* for ( j = 0; j < A_n; j++ ) A_me[i][j] = 0.0; */ return A; } /************************************************************************** ** ** Copyright (C) 1993 David E. Stewart & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* This file contains basic routines which are used by the functions in meschach.a etc. These are the routines that should be modified in order to take full advantage of specialised architectures (pipelining, vector processors etc). */ /* __ip__ -- inner product */ double __ip__(const Real *dp1, const Real *dp2, int len) { #ifdef VUNROLL register int len4; register Real sum1, sum2, sum3; #endif register int i; register Real sum; sum = 0.0; #ifdef VUNROLL sum1 = sum2 = sum3 = 0.0; len4 = len / 4; len = len % 4; for ( i = 0; i < len4; i++ ) { sum += dp1[4*i]*dp2[4*i]; sum1 += dp1[4*i+1]*dp2[4*i+1]; sum2 += dp1[4*i+2]*dp2[4*i+2]; sum3 += dp1[4*i+3]*dp2[4*i+3]; } sum += sum1 + sum2 + sum3; dp1 += 4*len4; dp2 += 4*len4; #endif for ( i = 0; i < len; i++ ) sum += dp1[i]*dp2[i]; return sum; } /* __mltadd__ -- scalar multiply and add c.f. v_mltadd() */ void __mltadd__(Real *dp1, const Real *dp2, double s, int len) { register int i; #ifdef VUNROLL register int len4; len4 = len / 4; len = len % 4; for ( i = 0; i < len4; i++ ) { dp1[4*i] += s*dp2[4*i]; dp1[4*i+1] += s*dp2[4*i+1]; dp1[4*i+2] += s*dp2[4*i+2]; dp1[4*i+3] += s*dp2[4*i+3]; } dp1 += 4*len4; dp2 += 4*len4; #endif for ( i = 0; i < len; i++ ) dp1[i] += s*dp2[i]; } /* __smlt__ scalar multiply array c.f. sv_mlt() */ void __smlt__(const Real *dp, double s, Real *out, int len) { register int i; for ( i = 0; i < len; i++ ) out[i] = s*dp[i]; } /* __add__ -- add arrays c.f. v_add() */ void __add__(const Real *dp1, const Real *dp2, Real *out, int len) { register int i; for ( i = 0; i < len; i++ ) out[i] = dp1[i] + dp2[i]; } /* __sub__ -- subtract arrays c.f. v_sub() */ void __sub__(const Real *dp1, const Real *dp2, Real *out, int len) { register int i; for ( i = 0; i < len; i++ ) out[i] = dp1[i] - dp2[i]; } /* __zero__ -- zeros an array of floating point numbers */ void __zero__(Real *dp, int len) { gint i; for ( i = len ; i-- ; ) dp[i] = 0.0; } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* memory.c 1.3 11/25/87 */ /* m_get -- gets an mxn matrix (in MAT form) by dynamic memory allocation -- normally ALL matrices should be obtained this way -- if either m or n is negative this will raise an error -- note that 0 x n and m x 0 matrices can be created */ MAT *m_get(int m, int n) { MAT *matrix; int i; if (m < 0 || n < 0) g_assert_not_reached(); if ((matrix=NEW(MAT)) == (MAT *)NULL ) g_assert_not_reached(); matrix->m = m; matrix->n = matrix->max_n = n; matrix->max_m = m; matrix->max_size = m*n; if ((matrix->base = NEW_A(m*n,Real)) == (Real *)NULL ) { free(matrix); g_assert_not_reached(); } if ((matrix->me = (Real **)calloc(m,sizeof(Real *))) == (Real **)NULL ) { free(matrix->base); free(matrix); g_assert_not_reached(); } /* set up pointers */ for ( i=0; ime[i] = &(matrix->base[i*n]); return (matrix); } /* v_get -- gets a VEC of dimension 'size' -- Note: initialized to zero */ VEC *v_get(int size) { VEC *vector; if (size < 0) g_assert_not_reached(); if ((vector=NEW(VEC)) == (VEC *)NULL ) g_assert_not_reached(); vector->dim = vector->max_dim = size; if ((vector->ve=NEW_A(size,Real)) == (Real *)NULL ) { free(vector); g_assert_not_reached(); } return (vector); } /* m_free -- returns MAT & asoociated memory back to memory heap */ int m_free(MAT *mat) { if ( mat==(MAT *)NULL || (int)(mat->m) < 0 || (int)(mat->n) < 0 ) /* don't trust it */ return (-1); if ( mat->base != (Real *)NULL ) { free((char *)(mat->base)); } if ( mat->me != (Real **)NULL ) { free((char *)(mat->me)); } free((char *)mat); return (0); } /* px_free -- returns PERM & asoociated memory back to memory heap */ int px_free(PERM *px) { if ( px==(PERM *)NULL || (int)(px->size) < 0 ) /* don't trust it */ return (-1); if ( px->pe == (unsigned int *)NULL ) { free((char *)px); } else { free((char *)px->pe); free((char *)px); } return (0); } /* v_free -- returns VEC & asoociated memory back to memory heap */ int v_free(VEC *vec) { if ( vec==(VEC *)NULL || (int)(vec->dim) < 0 ) /* don't trust it */ return (-1); if ( vec->ve == (Real *)NULL ) { free((char *)vec); } else { free((char *)vec->ve); free((char *)vec); } return (0); } /* m_resize -- returns the matrix A of size new_m x new_n; A is zeroed -- if A == NULL on entry then the effect is equivalent to m_get() */ MAT *m_resize(MAT *A,int new_m, int new_n) { int i; int new_max_m, new_max_n, new_size, old_m, old_n; if (new_m < 0 || new_n < 0) g_assert_not_reached(); if ( ! A ) return m_get(new_m,new_n); /* nothing was changed */ if (new_m == A->m && new_n == A->n) return A; old_m = A->m; old_n = A->n; if ( new_m > A->max_m ) { /* re-allocate A->me */ A->me = RENEW(A->me,new_m,Real *); if ( ! A->me ) g_assert_not_reached(); } new_max_m = max(new_m,A->max_m); new_max_n = max(new_n,A->max_n); new_size = new_max_m*new_max_n; if ( new_size > A->max_size ) { /* re-allocate A->base */ A->base = RENEW(A->base,new_size,Real); if ( ! A->base ) g_assert_not_reached(); A->max_size = new_size; } /* now set up A->me[i] */ for ( i = 0; i < new_m; i++ ) A->me[i] = &(A->base[i*new_n]); /* now shift data in matrix */ if ( old_n > new_n ) { for ( i = 1; i < min(old_m,new_m); i++ ) MEM_COPY((char *)&(A->base[i*old_n]), (char *)&(A->base[i*new_n]), sizeof(Real)*new_n); } else if ( old_n < new_n ) { for ( i = (int)(min(old_m,new_m))-1; i > 0; i-- ) { /* copy & then zero extra space */ MEM_COPY((char *)&(A->base[i*old_n]), (char *)&(A->base[i*new_n]), sizeof(Real)*old_n); __zero__(&(A->base[i*new_n+old_n]),(new_n-old_n)); } __zero__(&(A->base[old_n]),(new_n-old_n)); A->max_n = new_n; } /* zero out the new rows.. */ for ( i = old_m; i < new_m; i++ ) __zero__(&(A->base[i*new_n]),new_n); A->max_m = new_max_m; A->max_n = new_max_n; A->max_size = A->max_m*A->max_n; A->m = new_m; A->n = new_n; return A; } /* v_resize -- returns the vector x with dim new_dim -- x is set to the zero vector */ VEC *v_resize(VEC *x, int new_dim) { if (new_dim < 0) g_assert_not_reached(); if ( ! x ) return v_get(new_dim); /* nothing is changed */ if (new_dim == x->dim) return x; if ( x->max_dim == 0 ) /* assume that it's from sub_vec */ return v_get(new_dim); if ( new_dim > x->max_dim ) { x->ve = RENEW(x->ve,new_dim,Real); if ( ! x->ve ) g_assert_not_reached(); x->max_dim = new_dim; } if ( new_dim > x->dim ) __zero__(&(x->ve[x->dim]),new_dim - x->dim); x->dim = new_dim; return x; } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* 1.2 submat.c 11/25/87 */ /* get_col -- gets a specified column of a matrix and retruns it as a vector */ VEC *get_col(const MAT *mat, unsigned int col, VEC *vec) { unsigned int i; if ( mat==(MAT *)NULL ) g_assert_not_reached(); if ( col >= mat->n ) g_assert_not_reached(); if ( vec==(VEC *)NULL || vec->dimm ) vec = v_resize(vec,mat->m); for ( i=0; im; i++ ) vec->ve[i] = mat->me[i][col]; return (vec); } /* _set_col -- sets column of matrix to values given in vec (in situ) -- that is, mat(i0:lim,col) <- vec(i0:lim) */ MAT *_set_col(MAT *mat, unsigned int col, const VEC *vec, unsigned int i0) { unsigned int i,lim; if ( mat==(MAT *)NULL || vec==(VEC *)NULL ) g_assert_not_reached(); if ( col >= mat->n ) g_assert_not_reached(); lim = min(mat->m,vec->dim); for ( i=i0; ime[i][col] = vec->ve[i]; return (mat); } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* File containing routines for symmetric eigenvalue problems */ #define SQRT2 1.4142135623730949 #define sgn(x) ( (x) >= 0 ? 1 : -1 ) /* trieig -- finds eigenvalues of symmetric tridiagonal matrices -- matrix represented by a pair of vectors a (diag entries) and b (sub- & super-diag entries) -- eigenvalues in a on return */ VEC *trieig(VEC *a, VEC *b, MAT *Q) { int i, i_min, i_max, n, split; Real *a_ve, *b_ve; Real b_sqr, bk, ak1, bk1, ak2, bk2, z; Real c, c2, cs, s, s2, d, mu; if ( ! a || ! b ) g_assert_not_reached(); if ( a->dim != b->dim + 1 || ( Q && Q->m != a->dim ) ) g_assert_not_reached(); if ( Q && Q->m != Q->n ) g_assert_not_reached(); n = a->dim; a_ve = a->ve; b_ve = b->ve; i_min = 0; while ( i_min < n ) /* outer while loop */ { /* find i_max to suit; submatrix i_min..i_max should be irreducible */ i_max = n-1; for ( i = i_min; i < n-1; i++ ) if ( b_ve[i] == 0.0 ) { i_max = i; break; } if ( i_max <= i_min ) { /* printf("# i_min = %d, i_max = %d\n",i_min,i_max); */ i_min = i_max + 1; continue; /* outer while loop */ } /* printf("# i_min = %d, i_max = %d\n",i_min,i_max); */ /* repeatedly perform QR method until matrix splits */ split = FALSE; while ( ! split ) /* inner while loop */ { /* find Wilkinson shift */ d = (a_ve[i_max-1] - a_ve[i_max])/2; b_sqr = b_ve[i_max-1]*b_ve[i_max-1]; mu = a_ve[i_max] - b_sqr/(d + sgn(d)*sqrt(d*d+b_sqr)); /* printf("# Wilkinson shift = %g\n",mu); */ /* initial Givens' rotation */ givens(a_ve[i_min]-mu,b_ve[i_min],&c,&s); s = -s; /* printf("# c = %g, s = %g\n",c,s); */ if ( fabs(c) < SQRT2 ) { c2 = c*c; s2 = 1-c2; } else { s2 = s*s; c2 = 1-s2; } cs = c*s; ak1 = c2*a_ve[i_min]+s2*a_ve[i_min+1]-2*cs*b_ve[i_min]; bk1 = cs*(a_ve[i_min]-a_ve[i_min+1]) + (c2-s2)*b_ve[i_min]; ak2 = s2*a_ve[i_min]+c2*a_ve[i_min+1]+2*cs*b_ve[i_min]; bk2 = ( i_min < i_max-1 ) ? c*b_ve[i_min+1] : 0.0; z = ( i_min < i_max-1 ) ? -s*b_ve[i_min+1] : 0.0; a_ve[i_min] = ak1; a_ve[i_min+1] = ak2; b_ve[i_min] = bk1; if ( i_min < i_max-1 ) b_ve[i_min+1] = bk2; if ( Q ) rot_cols(Q,i_min,i_min+1,c,-s,Q); /* printf("# z = %g\n",z); */ /* printf("# a [temp1] =\n"); v_output(a); */ /* printf("# b [temp1] =\n"); v_output(b); */ for ( i = i_min+1; i < i_max; i++ ) { /* get Givens' rotation for sub-block -- k == i-1 */ givens(b_ve[i-1],z,&c,&s); s = -s; /* perform Givens' rotation on sub-block */ if ( fabs(c) < SQRT2 ) { c2 = c*c; s2 = 1-c2; } else { s2 = s*s; c2 = 1-s2; } cs = c*s; bk = c*b_ve[i-1] - s*z; ak1 = c2*a_ve[i]+s2*a_ve[i+1]-2*cs*b_ve[i]; bk1 = cs*(a_ve[i]-a_ve[i+1]) + (c2-s2)*b_ve[i]; ak2 = s2*a_ve[i]+c2*a_ve[i+1]+2*cs*b_ve[i]; bk2 = ( i+1 < i_max ) ? c*b_ve[i+1] : 0.0; z = ( i+1 < i_max ) ? -s*b_ve[i+1] : 0.0; a_ve[i] = ak1; a_ve[i+1] = ak2; b_ve[i] = bk1; if ( i < i_max-1 ) b_ve[i+1] = bk2; if ( i > i_min ) b_ve[i-1] = bk; if ( Q ) rot_cols(Q,i,i+1,c,-s,Q); /* printf("# a [temp2] =\n"); v_output(a); */ /* printf("# b [temp2] =\n"); v_output(b); */ } /* test to see if matrix should be split */ for ( i = i_min; i < i_max; i++ ) if ( fabs(b_ve[i]) < MACHEPS* (fabs(a_ve[i])+fabs(a_ve[i+1])) ) { b_ve[i] = 0.0; split = TRUE; } /* printf("# a =\n"); v_output(a); */ /* printf("# b =\n"); v_output(b); */ } } return a; } /* symmeig -- computes eigenvalues of a dense symmetric matrix -- A **must** be symmetric on entry -- eigenvalues stored in out -- Q contains orthogonal matrix of eigenvectors -- returns vector of eigenvalues */ VEC *symmeig(const MAT *A, MAT *Q, VEC *out) { int i; STATIC MAT *tmp = MNULL; STATIC VEC *b = VNULL, *diag = VNULL, *beta = VNULL; if ( ! A ) g_assert_not_reached(); if ( A->m != A->n ) g_assert_not_reached(); if ( ! out || out->dim != A->m ) out = v_resize(out,A->m); tmp = m_resize(tmp,A->m,A->n); tmp = m_copy(A,tmp); b = v_resize(b,A->m - 1); diag = v_resize(diag,(unsigned int)A->m); beta = v_resize(beta,(unsigned int)A->m); MEM_STAT_REG(tmp,TYPE_MAT); MEM_STAT_REG(b,TYPE_VEC); MEM_STAT_REG(diag,TYPE_VEC); MEM_STAT_REG(beta,TYPE_VEC); Hfactor(tmp,diag,beta); if (Q) makeHQ(tmp,diag,beta,Q); for ( i = 0; i < A->m - 1; i++ ) { out->ve[i] = tmp->me[i][i]; b->ve[i] = tmp->me[i][i+1]; } out->ve[i] = tmp->me[i][i]; trieig(out,b,Q); #ifdef THREADSAFE M_FREE(tmp); V_FREE(b); V_FREE(diag); V_FREE(beta); #endif return out; } /************************************************************************** ** ** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved. ** ** Meschach Library ** ** This Meschach Library is provided "as is" without any express ** or implied warranty of any kind with respect to this software. ** In particular the authors shall not be liable for any direct, ** indirect, special, incidental or consequential damages arising ** in any way from use of the software. ** ** Everyone is granted permission to copy, modify and redistribute this ** Meschach Library, provided: ** 1. All copies contain this copyright notice. ** 2. All modified copies shall carry a notice stating who ** made the last modification and the date of such modification. ** 3. No charge is made for this software or works derived from it. ** This clause shall not be construed as constraining other software ** distributed on the same medium as this software, nor is a ** distribution fee considered a charge. ** ***************************************************************************/ /* vecop.c 1.3 8/18/87 */ /* _in_prod -- inner product of two vectors from i0 downwards -- that is, returns a(i0:dim)^T.b(i0:dim) */ double _in_prod(const VEC *a, const VEC *b, unsigned int i0) { unsigned int limit; /* Real *a_v, *b_v; */ /* register Real sum; */ if ( a==(VEC *)NULL || b==(VEC *)NULL ) g_assert_not_reached(); limit = min(a->dim,b->dim); if ( i0 > limit ) g_assert_not_reached(); return __ip__(&(a->ve[i0]),&(b->ve[i0]),(int)(limit-i0)); /***************************************** a_v = &(a->ve[i0]); b_v = &(b->ve[i0]); for ( i=i0; i