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authorJoel Sherrill <joel.sherrill@OARcorp.com>2011-04-08 17:33:11 +0000
committerJoel Sherrill <joel.sherrill@OARcorp.com>2011-04-08 17:33:11 +0000
commit73f643f3f4a55310b2c8c1a9858906b2dd676e72 (patch)
treeb1df97f18dace4a5702b0bc7aafdfee8a2f25ada /gsl-1.9/eigen/francis.c
parentee523abdace8337d05ec4a179fcdf5de3fe0f634 (diff)
2011-04-08 Joel Sherrill <joel.sherrill@oarcorp.com>
* AUTHORS, BUGS, COPYING, ChangeLog, INSTALL, Makefile.am, Makefile.in, NEWS, README, SUPPORT, THANKS, TODO, acconfig.h, aclocal.m4, autogen.sh, config.guess, config.h.in, config.sub, configure, configure.ac, gsl-config.in, gsl-histogram.c, gsl-randist.c, gsl.m4, gsl.pc.in, gsl.spec.in, gsl_machine.h, gsl_math.h, gsl_mode.h, gsl_nan.h, gsl_pow_int.h, gsl_precision.h, gsl_types.h, gsl_version.h.in, install-sh, ltmain.sh, mdate-sh, missing, mkinstalldirs, templates_off.h, templates_on.h, test_gsl_histogram.sh, version.c, blas/ChangeLog, blas/Makefile.am, blas/Makefile.in, blas/TODO, blas/blas.c, blas/gsl_blas.h, blas/gsl_blas_types.h, block/ChangeLog, block/Makefile.am, block/Makefile.in, block/block.c, block/block_source.c, block/file.c, block/fprintf_source.c, block/fwrite_source.c, block/gsl_block.h, block/gsl_block_char.h, block/gsl_block_complex_double.h, block/gsl_block_complex_float.h, block/gsl_block_complex_long_double.h, block/gsl_block_double.h, block/gsl_block_float.h, block/gsl_block_int.h, block/gsl_block_long.h, block/gsl_block_long_double.h, block/gsl_block_short.h, block/gsl_block_uchar.h, block/gsl_block_uint.h, block/gsl_block_ulong.h, block/gsl_block_ushort.h, block/gsl_check_range.h, block/init.c, block/init_source.c, block/test.c, block/test_complex_io.c, block/test_complex_source.c, block/test_io.c, block/test_source.c, bspline/ChangeLog, bspline/Makefile.am, bspline/Makefile.in, bspline/TODO, bspline/bspline.c, bspline/gsl_bspline.h, bspline/test.c, cblas/ChangeLog, cblas/Makefile.am, cblas/Makefile.in, cblas/TODO, cblas/caxpy.c, cblas/cblas.h, cblas/ccopy.c, cblas/cdotc_sub.c, cblas/cdotu_sub.c, cblas/cgbmv.c, cblas/cgemm.c, cblas/cgemv.c, cblas/cgerc.c, cblas/cgeru.c, cblas/chbmv.c, cblas/chemm.c, cblas/chemv.c, cblas/cher.c, cblas/cher2.c, cblas/cher2k.c, cblas/cherk.c, cblas/chpmv.c, cblas/chpr.c, cblas/chpr2.c, cblas/cscal.c, cblas/csscal.c, cblas/cswap.c, cblas/csymm.c, cblas/csyr2k.c, cblas/csyrk.c, cblas/ctbmv.c, cblas/ctbsv.c, cblas/ctpmv.c, cblas/ctpsv.c, cblas/ctrmm.c, cblas/ctrmv.c, cblas/ctrsm.c, cblas/ctrsv.c, cblas/dasum.c, cblas/daxpy.c, cblas/dcopy.c, cblas/ddot.c, cblas/dgbmv.c, cblas/dgemm.c, cblas/dgemv.c, cblas/dger.c, cblas/dnrm2.c, cblas/drot.c, cblas/drotg.c, cblas/drotm.c, cblas/drotmg.c, cblas/dsbmv.c, cblas/dscal.c, cblas/dsdot.c, cblas/dspmv.c, cblas/dspr.c, cblas/dspr2.c, cblas/dswap.c, cblas/dsymm.c, cblas/dsymv.c, cblas/dsyr.c, cblas/dsyr2.c, cblas/dsyr2k.c, cblas/dsyrk.c, cblas/dtbmv.c, cblas/dtbsv.c, cblas/dtpmv.c, cblas/dtpsv.c, cblas/dtrmm.c, cblas/dtrmv.c, cblas/dtrsm.c, cblas/dtrsv.c, cblas/dzasum.c, cblas/dznrm2.c, cblas/gsl_cblas.h, cblas/hypot.c, cblas/icamax.c, cblas/idamax.c, cblas/isamax.c, cblas/izamax.c, cblas/sasum.c, cblas/saxpy.c, cblas/scasum.c, cblas/scnrm2.c, cblas/scopy.c, cblas/sdot.c, cblas/sdsdot.c, cblas/sgbmv.c, cblas/sgemm.c, cblas/sgemv.c, cblas/sger.c, cblas/snrm2.c, cblas/source_asum_c.h, cblas/source_asum_r.h, cblas/source_axpy_c.h, cblas/source_axpy_r.h, cblas/source_copy_c.h, cblas/source_copy_r.h, cblas/source_dot_c.h, cblas/source_dot_r.h, cblas/source_gbmv_c.h, cblas/source_gbmv_r.h, cblas/source_gemm_c.h, cblas/source_gemm_r.h, cblas/source_gemv_c.h, cblas/source_gemv_r.h, cblas/source_ger.h, cblas/source_gerc.h, cblas/source_geru.h, cblas/source_hbmv.h, cblas/source_hemm.h, cblas/source_hemv.h, cblas/source_her.h, cblas/source_her2.h, cblas/source_her2k.h, cblas/source_herk.h, cblas/source_hpmv.h, cblas/source_hpr.h, cblas/source_hpr2.h, cblas/source_iamax_c.h, cblas/source_iamax_r.h, cblas/source_nrm2_c.h, cblas/source_nrm2_r.h, cblas/source_rot.h, cblas/source_rotg.h, cblas/source_rotm.h, cblas/source_rotmg.h, cblas/source_sbmv.h, cblas/source_scal_c.h, cblas/source_scal_c_s.h, cblas/source_scal_r.h, cblas/source_spmv.h, cblas/source_spr.h, cblas/source_spr2.h, cblas/source_swap_c.h, cblas/source_swap_r.h, cblas/source_symm_c.h, cblas/source_symm_r.h, cblas/source_symv.h, cblas/source_syr.h, cblas/source_syr2.h, cblas/source_syr2k_c.h, cblas/source_syr2k_r.h, cblas/source_syrk_c.h, cblas/source_syrk_r.h, cblas/source_tbmv_c.h, cblas/source_tbmv_r.h, cblas/source_tbsv_c.h, cblas/source_tbsv_r.h, cblas/source_tpmv_c.h, cblas/source_tpmv_r.h, cblas/source_tpsv_c.h, cblas/source_tpsv_r.h, cblas/source_trmm_c.h, cblas/source_trmm_r.h, cblas/source_trmv_c.h, cblas/source_trmv_r.h, cblas/source_trsm_c.h, cblas/source_trsm_r.h, cblas/source_trsv_c.h, cblas/source_trsv_r.h, cblas/srot.c, cblas/srotg.c, cblas/srotm.c, cblas/srotmg.c, cblas/ssbmv.c, cblas/sscal.c, cblas/sspmv.c, cblas/sspr.c, cblas/sspr2.c, cblas/sswap.c, cblas/ssymm.c, cblas/ssymv.c, cblas/ssyr.c, cblas/ssyr2.c, cblas/ssyr2k.c, cblas/ssyrk.c, cblas/stbmv.c, cblas/stbsv.c, cblas/stpmv.c, cblas/stpsv.c, cblas/strmm.c, cblas/strmv.c, cblas/strsm.c, cblas/strsv.c, cblas/test.c, cblas/test_amax.c, cblas/test_asum.c, cblas/test_axpy.c, cblas/test_copy.c, cblas/test_dot.c, cblas/test_gbmv.c, cblas/test_gemm.c, cblas/test_gemv.c, cblas/test_ger.c, cblas/test_hbmv.c, cblas/test_hemm.c, cblas/test_hemv.c, cblas/test_her.c, cblas/test_her2.c, cblas/test_her2k.c, cblas/test_herk.c, cblas/test_hpmv.c, cblas/test_hpr.c, cblas/test_hpr2.c, cblas/test_nrm2.c, cblas/test_rot.c, cblas/test_rotg.c, cblas/test_rotm.c, cblas/test_rotmg.c, cblas/test_sbmv.c, cblas/test_scal.c, cblas/test_spmv.c, cblas/test_spr.c, cblas/test_spr2.c, cblas/test_swap.c, cblas/test_symm.c, cblas/test_symv.c, cblas/test_syr.c, cblas/test_syr2.c, cblas/test_syr2k.c, cblas/test_syrk.c, cblas/test_tbmv.c, cblas/test_tbsv.c, cblas/test_tpmv.c, cblas/test_tpsv.c, cblas/test_trmm.c, cblas/test_trmv.c, cblas/test_trsm.c, cblas/test_trsv.c, cblas/tests.c, cblas/tests.h, cblas/xerbla.c, cblas/zaxpy.c, cblas/zcopy.c, cblas/zdotc_sub.c, cblas/zdotu_sub.c, cblas/zdscal.c, cblas/zgbmv.c, cblas/zgemm.c, cblas/zgemv.c, cblas/zgerc.c, cblas/zgeru.c, cblas/zhbmv.c, cblas/zhemm.c, cblas/zhemv.c, cblas/zher.c, cblas/zher2.c, cblas/zher2k.c, cblas/zherk.c, cblas/zhpmv.c, cblas/zhpr.c, cblas/zhpr2.c, cblas/zscal.c, cblas/zswap.c, cblas/zsymm.c, cblas/zsyr2k.c, cblas/zsyrk.c, cblas/ztbmv.c, cblas/ztbsv.c, cblas/ztpmv.c, cblas/ztpsv.c, cblas/ztrmm.c, cblas/ztrmv.c, cblas/ztrsm.c, cblas/ztrsv.c, cdf/ChangeLog, cdf/Makefile.am, cdf/Makefile.in, cdf/beta.c, cdf/beta_inc.c, cdf/betainv.c, cdf/binomial.c, cdf/cauchy.c, cdf/cauchyinv.c, cdf/chisq.c, cdf/chisqinv.c, cdf/error.h, cdf/exponential.c, cdf/exponentialinv.c, cdf/exppow.c, cdf/fdist.c, cdf/fdistinv.c, cdf/flat.c, cdf/flatinv.c, cdf/gamma.c, cdf/gammainv.c, cdf/gauss.c, cdf/gaussinv.c, cdf/geometric.c, cdf/gsl_cdf.h, cdf/gumbel1.c, cdf/gumbel1inv.c, cdf/gumbel2.c, cdf/gumbel2inv.c, cdf/hypergeometric.c, cdf/laplace.c, cdf/laplaceinv.c, cdf/logistic.c, cdf/logisticinv.c, cdf/lognormal.c, cdf/lognormalinv.c, cdf/nbinomial.c, cdf/pareto.c, cdf/paretoinv.c, cdf/pascal.c, cdf/poisson.c, cdf/rat_eval.h, cdf/rayleigh.c, cdf/rayleighinv.c, cdf/tdist.c, cdf/tdistinv.c, cdf/test.c, cdf/test_auto.c, cdf/weibull.c, cdf/weibullinv.c, cheb/ChangeLog, cheb/Makefile.am, cheb/Makefile.in, cheb/deriv.c, cheb/eval.c, cheb/gsl_chebyshev.h, cheb/init.c, cheb/integ.c, cheb/test.c, combination/ChangeLog, combination/Makefile.am, combination/Makefile.in, combination/combination.c, combination/file.c, combination/gsl_combination.h, combination/init.c, combination/test.c, complex/ChangeLog, complex/Makefile.am, complex/Makefile.in, complex/TODO, complex/gsl_complex.h, complex/gsl_complex_math.h, complex/math.c, complex/results.h, complex/results1.h, complex/results_real.h, complex/test.c, const/ChangeLog, const/Makefile.am, const/Makefile.in, const/TODO, const/gsl_const.h, const/gsl_const_cgs.h, const/gsl_const_cgsm.h, const/gsl_const_mks.h, const/gsl_const_mksa.h, const/gsl_const_num.h, const/test.c, deriv/ChangeLog, deriv/Makefile.am, deriv/Makefile.in, deriv/deriv.c, deriv/gsl_deriv.h, deriv/test.c, dht/ChangeLog, dht/Makefile.am, dht/Makefile.in, dht/dht.c, dht/gsl_dht.h, dht/test.c, diff/ChangeLog, diff/Makefile.am, diff/Makefile.in, diff/diff.c, diff/gsl_diff.h, diff/test.c, doc/12-cities.eps, doc/ChangeLog, doc/Makefile.am, doc/Makefile.in, doc/algorithm.sty, doc/algorithmic.sty, doc/autoconf.texi, doc/blas.texi, doc/bspline.eps, doc/bspline.texi, doc/calc.sty, doc/cblas.texi, doc/cheb.eps, doc/cheb.texi, doc/combination.texi, doc/complex.texi, doc/const.texi, doc/debug.texi, doc/dht.texi, doc/diff.texi, doc/dwt-orig.eps, doc/dwt-samp.eps, doc/dwt.texi, doc/eigen.texi, doc/err.texi, doc/fdl.texi, doc/fft-complex-radix2-f.eps, doc/fft-complex-radix2-t.eps, doc/fft-complex-radix2.eps, doc/fft-real-mixedradix.eps, doc/fft.texi, doc/fftalgorithms.bib, doc/fftalgorithms.tex, doc/final-route.eps, doc/fit-exp.eps, doc/fit-wlinear.eps, doc/fit-wlinear2.eps, doc/fitting.texi, doc/freemanuals.texi, doc/gpl.texi, doc/gsl-config.1, doc/gsl-design.texi, doc/gsl-histogram.1, doc/gsl-randist.1, doc/gsl-ref.info, doc/gsl-ref.info-1, doc/gsl-ref.info-2, doc/gsl-ref.info-3, doc/gsl-ref.info-4, doc/gsl-ref.info-5, doc/gsl-ref.info-6, doc/gsl-ref.texi, doc/gsl.3, doc/histogram.eps, doc/histogram.texi, doc/histogram2d.eps, doc/ieee754.texi, doc/initial-route.eps, doc/integration.texi, doc/interp.texi, doc/interp2.eps, doc/interpp2.eps, doc/intro.texi, doc/landau.dat, doc/linalg.texi, doc/math.texi, doc/mdate-sh, doc/min-interval.eps, doc/min.texi, doc/montecarlo.texi, doc/multifit.texi, doc/multimin.eps, doc/multimin.texi, doc/multiroots.texi, doc/ntuple.eps, doc/ntuple.texi, doc/ode-initval.texi, doc/permutation.texi, doc/poly.texi, doc/qrng.eps, doc/qrng.texi, doc/rand-bernoulli.tex, doc/rand-beta.tex, doc/rand-binomial.tex, doc/rand-bivariate-gaussian.tex, doc/rand-cauchy.tex, doc/rand-chisq.tex, doc/rand-erlang.tex, doc/rand-exponential.tex, doc/rand-exppow.tex, doc/rand-fdist.tex, doc/rand-flat.tex, doc/rand-gamma.tex, doc/rand-gaussian-tail.tex, doc/rand-gaussian.tex, doc/rand-geometric.tex, doc/rand-gumbel.tex, doc/rand-gumbel1.tex, doc/rand-gumbel2.tex, doc/rand-hypergeometric.tex, doc/rand-landau.tex, doc/rand-laplace.tex, doc/rand-levy.tex, doc/rand-levyskew.tex, doc/rand-logarithmic.tex, doc/rand-logistic.tex, doc/rand-lognormal.tex, doc/rand-nbinomial.tex, doc/rand-pareto.tex, doc/rand-pascal.tex, doc/rand-poisson.tex, doc/rand-rayleigh-tail.tex, doc/rand-rayleigh.tex, doc/rand-tdist.tex, doc/rand-weibull.tex, doc/randist.texi, doc/random-walk.tex, doc/randplots.gnp, doc/rng.texi, doc/roots-bisection.eps, doc/roots-false-position.eps, doc/roots-newtons-method.eps, doc/roots-secant-method.eps, doc/roots.texi, doc/siman-energy.eps, doc/siman-test.eps, doc/siman.texi, doc/sort.texi, doc/specfunc-airy.texi, doc/specfunc-bessel.texi, doc/specfunc-clausen.texi, doc/specfunc-coulomb.texi, doc/specfunc-coupling.texi, doc/specfunc-dawson.texi, doc/specfunc-debye.texi, doc/specfunc-dilog.texi, doc/specfunc-elementary.texi, doc/specfunc-ellint.texi, doc/specfunc-elljac.texi, doc/specfunc-erf.texi, doc/specfunc-exp.texi, doc/specfunc-expint.texi, doc/specfunc-fermi-dirac.texi, doc/specfunc-gamma.texi, doc/specfunc-gegenbauer.texi, doc/specfunc-hyperg.texi, doc/specfunc-laguerre.texi, doc/specfunc-lambert.texi, doc/specfunc-legendre.texi, doc/specfunc-log.texi, doc/specfunc-mathieu.texi, doc/specfunc-pow-int.texi, doc/specfunc-psi.texi, doc/specfunc-synchrotron.texi, doc/specfunc-transport.texi, doc/specfunc-trig.texi, doc/specfunc-zeta.texi, doc/specfunc.texi, doc/stamp-vti, doc/statistics.texi, doc/sum.texi, doc/texinfo.tex, doc/usage.texi, doc/vdp.eps, doc/vectors.texi, doc/version-ref.texi, doc/examples/blas.c, doc/examples/blas.out, doc/examples/block.c, doc/examples/block.out, doc/examples/bspline.c, doc/examples/cblas.c, doc/examples/cblas.out, doc/examples/cdf.c, doc/examples/cdf.out, doc/examples/cheb.c, doc/examples/combination.c, doc/examples/combination.out, doc/examples/const.c, doc/examples/const.out, doc/examples/demo_fn.c, doc/examples/demo_fn.h, doc/examples/diff.c, doc/examples/diff.out, doc/examples/dwt.c, doc/examples/dwt.dat, doc/examples/ecg.dat, doc/examples/eigen.c, doc/examples/eigen_nonsymm.c, doc/examples/expfit.c, doc/examples/fft.c, doc/examples/fftmr.c, doc/examples/fftreal.c, doc/examples/fitting.c, doc/examples/fitting2.c, doc/examples/fitting3.c, doc/examples/histogram.c, doc/examples/histogram2d.c, doc/examples/ieee.c, doc/examples/ieeeround.c, doc/examples/integration.c, doc/examples/integration.out, doc/examples/interp.c, doc/examples/interpp.c, doc/examples/intro.c, doc/examples/intro.out, doc/examples/linalglu.c, doc/examples/linalglu.out, doc/examples/matrix.c, doc/examples/matrixw.c, doc/examples/min.c, doc/examples/min.out, doc/examples/monte.c, doc/examples/nlfit.c, doc/examples/ntupler.c, doc/examples/ntuplew.c, doc/examples/ode-initval.c, doc/examples/odefixed.c, doc/examples/permseq.c, doc/examples/permshuffle.c, doc/examples/polyroots.c, doc/examples/polyroots.out, doc/examples/qrng.c, doc/examples/randpoisson.2.out, doc/examples/randpoisson.c, doc/examples/randpoisson.out, doc/examples/randwalk.c, doc/examples/rng.c, doc/examples/rng.out, doc/examples/rngunif.2.out, doc/examples/rngunif.c, doc/examples/rngunif.out, doc/examples/rootnewt.c, doc/examples/roots.c, doc/examples/siman.c, doc/examples/sortsmall.c, doc/examples/sortsmall.out, doc/examples/specfun.c, doc/examples/specfun.out, doc/examples/specfun_e.c, doc/examples/specfun_e.out, doc/examples/stat.c, doc/examples/stat.out, doc/examples/statsort.c, doc/examples/statsort.out, doc/examples/sum.c, doc/examples/sum.out, doc/examples/vector.c, doc/examples/vectorr.c, doc/examples/vectorview.c, doc/examples/vectorview.out, doc/examples/vectorw.c, eigen/ChangeLog, eigen/Makefile.am, eigen/Makefile.in, eigen/TODO, eigen/francis.c, eigen/gsl_eigen.h, eigen/herm.c, eigen/hermv.c, eigen/jacobi.c, eigen/nonsymm.c, eigen/nonsymmv.c, eigen/qrstep.c, eigen/schur.c, eigen/schur.h, eigen/sort.c, eigen/symm.c, eigen/symmv.c, eigen/test.c, err/ChangeLog, 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vector/gsl_vector_complex_float.h, vector/gsl_vector_complex_long_double.h, vector/gsl_vector_double.h, vector/gsl_vector_float.h, vector/gsl_vector_int.h, vector/gsl_vector_long.h, vector/gsl_vector_long_double.h, vector/gsl_vector_short.h, vector/gsl_vector_uchar.h, vector/gsl_vector_uint.h, vector/gsl_vector_ulong.h, vector/gsl_vector_ushort.h, vector/init.c, vector/init_source.c, vector/minmax.c, vector/minmax_source.c, vector/oper.c, vector/oper_source.c, vector/prop.c, vector/prop_source.c, vector/reim.c, vector/reim_source.c, vector/subvector.c, vector/subvector_source.c, vector/swap.c, vector/swap_source.c, vector/test.c, vector/test_complex_source.c, vector/test_source.c, vector/test_static.c, vector/vector.c, vector/vector_source.c, vector/view.c, vector/view.h, vector/view_source.c, wavelet/ChangeLog, wavelet/Makefile.am, wavelet/Makefile.in, wavelet/TODO, wavelet/bspline.c, wavelet/daubechies.c, wavelet/dwt.c, wavelet/gsl_wavelet.h, wavelet/gsl_wavelet2d.h, wavelet/haar.c, wavelet/test.c, wavelet/wavelet.c: New files.
Diffstat (limited to 'gsl-1.9/eigen/francis.c')
-rw-r--r--gsl-1.9/eigen/francis.c783
1 files changed, 783 insertions, 0 deletions
diff --git a/gsl-1.9/eigen/francis.c b/gsl-1.9/eigen/francis.c
new file mode 100644
index 0000000..98ecb9f
--- /dev/null
+++ b/gsl-1.9/eigen/francis.c
@@ -0,0 +1,783 @@
+/* eigen/francis.c
+ *
+ * Copyright (C) 2006 Patrick Alken
+ *
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or (at
+ * your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+ * General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+#include <config.h>
+#include <stdlib.h>
+#include <math.h>
+#include <gsl/gsl_eigen.h>
+#include <gsl/gsl_linalg.h>
+#include <gsl/gsl_math.h>
+#include <gsl/gsl_blas.h>
+#include <gsl/gsl_vector.h>
+#include <gsl/gsl_vector_complex.h>
+#include <gsl/gsl_matrix.h>
+#include <gsl/gsl_cblas.h>
+
+#include "schur.h"
+
+/*
+ * This module computes the eigenvalues of a real upper hessenberg
+ * matrix, using the classical double shift Francis QR algorithm.
+ * It will also optionally compute the full Schur form and matrix of
+ * Schur vectors.
+ *
+ * See Golub & Van Loan, "Matrix Computations" (3rd ed),
+ * algorithm 7.5.2
+ */
+
+/* exceptional shift coefficients - these values are from LAPACK DLAHQR */
+#define GSL_FRANCIS_COEFF1 (0.75)
+#define GSL_FRANCIS_COEFF2 (-0.4375)
+
+static inline void francis_schur_decomp(gsl_matrix * H,
+ gsl_vector_complex * eval,
+ gsl_eigen_francis_workspace * w);
+static inline size_t francis_search_subdiag_small_elements(gsl_matrix * A);
+static inline int francis_qrstep(gsl_matrix * H,
+ gsl_eigen_francis_workspace * w);
+static inline void francis_schur_standardize(gsl_matrix *A,
+ gsl_complex *eval1,
+ gsl_complex *eval2,
+ gsl_eigen_francis_workspace *w);
+static inline void francis_get_submatrix(gsl_matrix *A, gsl_matrix *B,
+ size_t *top);
+
+
+/*
+gsl_eigen_francis_alloc()
+
+Allocate a workspace for solving the nonsymmetric eigenvalue problem.
+The size of this workspace is O(1)
+
+Inputs: none
+
+Return: pointer to workspace
+*/
+
+gsl_eigen_francis_workspace *
+gsl_eigen_francis_alloc(void)
+{
+ gsl_eigen_francis_workspace *w;
+
+ w = (gsl_eigen_francis_workspace *)
+ malloc (sizeof (gsl_eigen_francis_workspace));
+
+ if (w == 0)
+ {
+ GSL_ERROR_NULL ("failed to allocate space for workspace", GSL_ENOMEM);
+ }
+
+ /* these are filled in later */
+
+ w->size = 0;
+ w->max_iterations = 0;
+ w->n_iter = 0;
+ w->n_evals = 0;
+
+ w->compute_t = 0;
+ w->Z = NULL;
+ w->H = NULL;
+
+ w->hv2 = gsl_vector_alloc(2);
+ w->hv3 = gsl_vector_alloc(3);
+
+ if ((w->hv2 == 0) || (w->hv3 == 0))
+ {
+ GSL_ERROR_NULL ("failed to allocate space for householder vectors", GSL_ENOMEM);
+ }
+
+ return (w);
+} /* gsl_eigen_francis_alloc() */
+
+/*
+gsl_eigen_francis_free()
+ Free francis workspace w
+*/
+
+void
+gsl_eigen_francis_free (gsl_eigen_francis_workspace *w)
+{
+ gsl_vector_free(w->hv2);
+ gsl_vector_free(w->hv3);
+
+ free(w);
+} /* gsl_eigen_francis_free() */
+
+/*
+gsl_eigen_francis_T()
+ Called when we want to compute the Schur form T, or no longer
+compute the Schur form T
+
+Inputs: compute_t - 1 to compute T, 0 to not compute T
+ w - francis workspace
+*/
+
+void
+gsl_eigen_francis_T (const int compute_t, gsl_eigen_francis_workspace *w)
+{
+ w->compute_t = compute_t;
+}
+
+/*
+gsl_eigen_francis()
+
+Solve the nonsymmetric eigenvalue problem
+
+H x = \lambda x
+
+for the eigenvalues \lambda using algorithm 7.5.2 of
+Golub & Van Loan, "Matrix Computations" (3rd ed)
+
+Inputs: H - upper hessenberg matrix
+ eval - where to store eigenvalues
+ w - workspace
+
+Return: success or error - if error code is returned,
+ then the QR procedure did not converge in the
+ allowed number of iterations. In the event of non-
+ convergence, the number of eigenvalues found will
+ still be stored in the beginning of eval,
+
+Notes: On output, the diagonal of H contains 1-by-1 or 2-by-2
+ blocks containing the eigenvalues. If T is desired,
+ H will contain the full Schur form on output.
+*/
+
+int
+gsl_eigen_francis (gsl_matrix * H, gsl_vector_complex * eval,
+ gsl_eigen_francis_workspace * w)
+{
+ /* check matrix and vector sizes */
+
+ if (H->size1 != H->size2)
+ {
+ GSL_ERROR ("matrix must be square to compute eigenvalues", GSL_ENOTSQR);
+ }
+ else if (eval->size != H->size1)
+ {
+ GSL_ERROR ("eigenvalue vector must match matrix size", GSL_EBADLEN);
+ }
+ else
+ {
+ const size_t N = H->size1;
+ int j;
+
+ /*
+ * Set internal parameters which depend on matrix size.
+ * The Francis solver can be called with any size matrix
+ * since the workspace does not depend on N.
+ * Furthermore, multishift solvers which call the Francis
+ * solver may need to call it with different sized matrices
+ */
+ w->size = N;
+ w->max_iterations = 30 * N;
+
+ /*
+ * save a pointer to original matrix since francis_schur_decomp
+ * is recursive
+ */
+ w->H = H;
+
+ w->n_iter = 0;
+ w->n_evals = 0;
+
+ /*
+ * zero out the first two subdiagonals (below the main subdiagonal)
+ * needed as scratch space by the QR sweep routine
+ */
+ for (j = 0; j < (int) N - 3; ++j)
+ {
+ gsl_matrix_set(H, (size_t) j + 2, (size_t) j, 0.0);
+ gsl_matrix_set(H, (size_t) j + 3, (size_t) j, 0.0);
+ }
+
+ if (N > 2)
+ gsl_matrix_set(H, N - 1, N - 3, 0.0);
+
+ /*
+ * compute Schur decomposition of H and store eigenvalues
+ * into eval
+ */
+ francis_schur_decomp(H, eval, w);
+
+ if (w->n_evals != N)
+ return GSL_EMAXITER;
+
+ return GSL_SUCCESS;
+ }
+} /* gsl_eigen_francis() */
+
+/*
+gsl_eigen_francis_Z()
+
+Solve the nonsymmetric eigenvalue problem for a Hessenberg
+matrix
+
+H x = \lambda x
+
+for the eigenvalues \lambda using the Francis double-shift
+method.
+
+Here we compute the real Schur form
+
+T = Q^t H Q
+
+with the diagonal blocks of T giving us the eigenvalues.
+Q is the matrix of Schur vectors.
+
+Originally, H was obtained from a general nonsymmetric matrix
+A via a transformation
+
+H = U^t A U
+
+so that
+
+T = (UQ)^t A (UQ) = Z^t A Z
+
+Z is the matrix of Schur vectors computed by this algorithm
+
+Inputs: H - upper hessenberg matrix
+ eval - where to store eigenvalues
+ Z - where to store Schur vectors
+ w - workspace
+
+Notes: 1) If T is computed, it is stored in H on output. Otherwise,
+ the diagonal of H will contain 1-by-1 and 2-by-2 blocks
+ containing the eigenvalues.
+
+ 2) The matrix Z must be initialized to the Hessenberg
+ similarity matrix U. Or if you want the eigenvalues
+ of H, initialize Z to the identity matrix.
+*/
+
+int
+gsl_eigen_francis_Z (gsl_matrix * H, gsl_vector_complex * eval,
+ gsl_matrix * Z, gsl_eigen_francis_workspace * w)
+{
+ int s;
+
+ /* set internal Z pointer so we know to accumulate transformations */
+ w->Z = Z;
+
+ s = gsl_eigen_francis(H, eval, w);
+
+ w->Z = NULL;
+
+ return s;
+} /* gsl_eigen_francis_Z() */
+
+/********************************************
+ * INTERNAL ROUTINES *
+ ********************************************/
+
+/*
+francis_schur_decomp()
+ Compute the Schur decomposition of the matrix H
+
+Inputs: H - hessenberg matrix
+ eval - where to store eigenvalues
+ w - workspace
+
+Return: none
+*/
+
+static inline void
+francis_schur_decomp(gsl_matrix * H, gsl_vector_complex * eval,
+ gsl_eigen_francis_workspace * w)
+{
+ gsl_matrix_view m; /* active matrix we are working on */
+ size_t N; /* size of matrix */
+ size_t q; /* index of small subdiagonal element */
+ gsl_complex lambda1, /* eigenvalues */
+ lambda2;
+
+ N = H->size1;
+
+ if (N == 1)
+ {
+ GSL_SET_COMPLEX(&lambda1, gsl_matrix_get(H, 0, 0), 0.0);
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ w->n_evals += 1;
+ w->n_iter = 0;
+ return;
+ }
+ else if (N == 2)
+ {
+ francis_schur_standardize(H, &lambda1, &lambda2, w);
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ gsl_vector_complex_set(eval, w->n_evals + 1, lambda2);
+ w->n_evals += 2;
+ w->n_iter = 0;
+ return;
+ }
+
+ m = gsl_matrix_submatrix(H, 0, 0, N, N);
+
+ while ((N > 2) && ((w->n_iter)++ < w->max_iterations))
+ {
+ q = francis_search_subdiag_small_elements(&m.matrix);
+
+ if (q == 0)
+ {
+ /*
+ * no small subdiagonal element found - perform a QR
+ * sweep on the active reduced hessenberg matrix
+ */
+ francis_qrstep(&m.matrix, w);
+ continue;
+ }
+
+ /*
+ * a small subdiagonal element was found - one or two eigenvalues
+ * have converged or the matrix has split into two smaller matrices
+ */
+
+ if (q == (N - 1))
+ {
+ /*
+ * the last subdiagonal element of the matrix is 0 -
+ * m_{NN} is a real eigenvalue
+ */
+ GSL_SET_COMPLEX(&lambda1,
+ gsl_matrix_get(&m.matrix, q, q), 0.0);
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ w->n_evals += 1;
+ w->n_iter = 0;
+
+ --N;
+ m = gsl_matrix_submatrix(&m.matrix, 0, 0, N, N);
+ }
+ else if (q == (N - 2))
+ {
+ gsl_matrix_view v;
+
+ /*
+ * The bottom right 2-by-2 block of m is an eigenvalue
+ * system
+ */
+
+ v = gsl_matrix_submatrix(&m.matrix, q, q, 2, 2);
+ francis_schur_standardize(&v.matrix, &lambda1, &lambda2, w);
+
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ gsl_vector_complex_set(eval, w->n_evals + 1, lambda2);
+ w->n_evals += 2;
+ w->n_iter = 0;
+
+ N -= 2;
+ m = gsl_matrix_submatrix(&m.matrix, 0, 0, N, N);
+ }
+ else if (q == 1)
+ {
+ /* the first matrix element is an eigenvalue */
+ GSL_SET_COMPLEX(&lambda1,
+ gsl_matrix_get(&m.matrix, 0, 0), 0.0);
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ w->n_evals += 1;
+ w->n_iter = 0;
+
+ --N;
+ m = gsl_matrix_submatrix(&m.matrix, 1, 1, N, N);
+ }
+ else if (q == 2)
+ {
+ gsl_matrix_view v;
+
+ /* the upper left 2-by-2 block is an eigenvalue system */
+
+ v = gsl_matrix_submatrix(&m.matrix, 0, 0, 2, 2);
+ francis_schur_standardize(&v.matrix, &lambda1, &lambda2, w);
+
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ gsl_vector_complex_set(eval, w->n_evals + 1, lambda2);
+ w->n_evals += 2;
+ w->n_iter = 0;
+
+ N -= 2;
+ m = gsl_matrix_submatrix(&m.matrix, 2, 2, N, N);
+ }
+ else
+ {
+ gsl_matrix_view v;
+
+ /*
+ * There is a zero element on the subdiagonal somewhere
+ * in the middle of the matrix - we can now operate
+ * separately on the two submatrices split by this
+ * element. q is the row index of the zero element.
+ */
+
+ /* operate on lower right (N - q)-by-(N - q) block first */
+ v = gsl_matrix_submatrix(&m.matrix, q, q, N - q, N - q);
+ francis_schur_decomp(&v.matrix, eval, w);
+
+ /* operate on upper left q-by-q block */
+ v = gsl_matrix_submatrix(&m.matrix, 0, 0, q, q);
+ francis_schur_decomp(&v.matrix, eval, w);
+
+ N = 0;
+ }
+ }
+
+ if (N == 1)
+ {
+ GSL_SET_COMPLEX(&lambda1, gsl_matrix_get(&m.matrix, 0, 0), 0.0);
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ w->n_evals += 1;
+ w->n_iter = 0;
+ }
+ else if (N == 2)
+ {
+ francis_schur_standardize(&m.matrix, &lambda1, &lambda2, w);
+ gsl_vector_complex_set(eval, w->n_evals, lambda1);
+ gsl_vector_complex_set(eval, w->n_evals + 1, lambda2);
+ w->n_evals += 2;
+ w->n_iter = 0;
+ }
+} /* francis_schur_decomp() */
+
+/*
+francis_qrstep()
+ Perform a Francis QR step.
+
+See Golub & Van Loan, "Matrix Computations" (3rd ed),
+algorithm 7.5.1
+
+Inputs: H - upper Hessenberg matrix
+ w - workspace
+
+Notes: The matrix H must be "reduced", ie: have no tiny subdiagonal
+ elements. When computing the first householder reflection,
+ we divide by H_{21} so it is necessary that this element
+ is not zero. When a subdiagonal element becomes negligible,
+ the calling function should call this routine with the
+ submatrices split by that element, so that we don't divide
+ by zeros.
+*/
+
+static inline int
+francis_qrstep(gsl_matrix * H, gsl_eigen_francis_workspace * w)
+{
+ const size_t N = H->size1;
+ double x, y, z; /* householder vector elements */
+ double scale; /* scale factor to avoid overflow */
+ size_t i; /* looping */
+ gsl_matrix_view m;
+ double tau_i; /* householder coefficient */
+ size_t q, r;
+ size_t top; /* location of H in original matrix */
+ double s,
+ disc;
+ double h_nn, /* H(n,n) */
+ h_nm1nm1, /* H(n-1,n-1) */
+ h_cross, /* H(n,n-1) * H(n-1,n) */
+ h_tmp1,
+ h_tmp2;
+
+ if ((w->n_iter == 10) || (w->n_iter == 20))
+ {
+ /*
+ * exceptional shifts: we have gone 10 or 20 iterations
+ * without finding a new eigenvalue, try a new choice of shifts.
+ * See Numerical Recipes in C, eq 11.6.27 and LAPACK routine
+ * DLAHQR
+ */
+ s = fabs(gsl_matrix_get(H, N - 1, N - 2)) +
+ fabs(gsl_matrix_get(H, N - 2, N - 3));
+ h_nn = gsl_matrix_get(H, N - 1, N - 1) + GSL_FRANCIS_COEFF1 * s;
+ h_nm1nm1 = h_nn;
+ h_cross = GSL_FRANCIS_COEFF2 * s * s;
+ }
+ else
+ {
+ /*
+ * normal shifts - compute Rayleigh quotient and use
+ * Wilkinson shift if possible
+ */
+
+ h_nn = gsl_matrix_get(H, N - 1, N - 1);
+ h_nm1nm1 = gsl_matrix_get(H, N - 2, N - 2);
+ h_cross = gsl_matrix_get(H, N - 1, N - 2) *
+ gsl_matrix_get(H, N - 2, N - 1);
+
+ disc = 0.5 * (h_nm1nm1 - h_nn);
+ disc = disc * disc + h_cross;
+ if (disc > 0.0)
+ {
+ double ave;
+
+ /* real roots - use Wilkinson's shift twice */
+ disc = sqrt(disc);
+ ave = 0.5 * (h_nm1nm1 + h_nn);
+ if (fabs(h_nm1nm1) - fabs(h_nn) > 0.0)
+ {
+ h_nm1nm1 = h_nm1nm1 * h_nn - h_cross;
+ h_nn = h_nm1nm1 / (disc * GSL_SIGN(ave) + ave);
+ }
+ else
+ {
+ h_nn = disc * GSL_SIGN(ave) + ave;
+ }
+
+ h_nm1nm1 = h_nn;
+ h_cross = 0.0;
+ }
+ }
+
+ h_tmp1 = h_nm1nm1 - gsl_matrix_get(H, 0, 0);
+ h_tmp2 = h_nn - gsl_matrix_get(H, 0, 0);
+
+ /*
+ * These formulas are equivalent to those in Golub & Van Loan
+ * for the normal shift case - the terms have been rearranged
+ * to reduce possible roundoff error when subdiagonal elements
+ * are small
+ */
+
+ x = (h_tmp1*h_tmp2 - h_cross) / gsl_matrix_get(H, 1, 0) +
+ gsl_matrix_get(H, 0, 1);
+ y = gsl_matrix_get(H, 1, 1) - gsl_matrix_get(H, 0, 0) - h_tmp1 - h_tmp2;
+ z = gsl_matrix_get(H, 2, 1);
+
+ scale = fabs(x) + fabs(y) + fabs(z);
+ if (scale != 0.0)
+ {
+ /* scale to prevent overflow or underflow */
+ x /= scale;
+ y /= scale;
+ z /= scale;
+ }
+
+ if (w->Z || w->compute_t)
+ {
+ /*
+ * get absolute indices of this (sub)matrix relative to the
+ * original Hessenberg matrix
+ */
+ francis_get_submatrix(w->H, H, &top);
+ }
+
+ for (i = 0; i < N - 2; ++i)
+ {
+ gsl_vector_set(w->hv3, 0, x);
+ gsl_vector_set(w->hv3, 1, y);
+ gsl_vector_set(w->hv3, 2, z);
+ tau_i = gsl_linalg_householder_transform(w->hv3);
+
+ if (tau_i != 0.0)
+ {
+ /* q = max(1, i - 1) */
+ q = (1 > ((int)i - 1)) ? 0 : (i - 1);
+
+ /* r = min(i + 3, N - 1) */
+ r = ((i + 3) < (N - 1)) ? (i + 3) : (N - 1);
+
+ if (w->compute_t)
+ {
+ /*
+ * We are computing the Schur form T, so we
+ * need to transform the whole matrix H
+ *
+ * H -> P_k^t H P_k
+ *
+ * where P_k is the current Householder matrix
+ */
+
+ /* apply left householder matrix (I - tau_i v v') to H */
+ m = gsl_matrix_submatrix(w->H,
+ top + i,
+ top + q,
+ 3,
+ w->size - top - q);
+ gsl_linalg_householder_hm(tau_i, w->hv3, &m.matrix);
+
+ /* apply right householder matrix (I - tau_i v v') to H */
+ m = gsl_matrix_submatrix(w->H,
+ 0,
+ top + i,
+ top + r + 1,
+ 3);
+ gsl_linalg_householder_mh(tau_i, w->hv3, &m.matrix);
+ }
+ else
+ {
+ /*
+ * We are not computing the Schur form T, so we
+ * only need to transform the active block
+ */
+
+ /* apply left householder matrix (I - tau_i v v') to H */
+ m = gsl_matrix_submatrix(H, i, q, 3, N - q);
+ gsl_linalg_householder_hm(tau_i, w->hv3, &m.matrix);
+
+ /* apply right householder matrix (I - tau_i v v') to H */
+ m = gsl_matrix_submatrix(H, 0, i, r + 1, 3);
+ gsl_linalg_householder_mh(tau_i, w->hv3, &m.matrix);
+ }
+
+ if (w->Z)
+ {
+ /* accumulate the similarity transformation into Z */
+ m = gsl_matrix_submatrix(w->Z, 0, top + i, w->size, 3);
+ gsl_linalg_householder_mh(tau_i, w->hv3, &m.matrix);
+ }
+ } /* if (tau_i != 0.0) */
+
+ x = gsl_matrix_get(H, i + 1, i);
+ y = gsl_matrix_get(H, i + 2, i);
+ if (i < (N - 3))
+ {
+ z = gsl_matrix_get(H, i + 3, i);
+ }
+
+ scale = fabs(x) + fabs(y) + fabs(z);
+ if (scale != 0.0)
+ {
+ /* scale to prevent overflow or underflow */
+ x /= scale;
+ y /= scale;
+ z /= scale;
+ }
+ } /* for (i = 0; i < N - 2; ++i) */
+
+ gsl_vector_set(w->hv2, 0, x);
+ gsl_vector_set(w->hv2, 1, y);
+ tau_i = gsl_linalg_householder_transform(w->hv2);
+
+ if (w->compute_t)
+ {
+ m = gsl_matrix_submatrix(w->H,
+ top + N - 2,
+ top + N - 3,
+ 2,
+ w->size - top - N + 3);
+ gsl_linalg_householder_hm(tau_i, w->hv2, &m.matrix);
+
+ m = gsl_matrix_submatrix(w->H,
+ 0,
+ top + N - 2,
+ top + N,
+ 2);
+ gsl_linalg_householder_mh(tau_i, w->hv2, &m.matrix);
+ }
+ else
+ {
+ m = gsl_matrix_submatrix(H, N - 2, N - 3, 2, 3);
+ gsl_linalg_householder_hm(tau_i, w->hv2, &m.matrix);
+
+ m = gsl_matrix_submatrix(H, 0, N - 2, N, 2);
+ gsl_linalg_householder_mh(tau_i, w->hv2, &m.matrix);
+ }
+
+ if (w->Z)
+ {
+ /* accumulate transformation into Z */
+ m = gsl_matrix_submatrix(w->Z, 0, top + N - 2, w->size, 2);
+ gsl_linalg_householder_mh(tau_i, w->hv2, &m.matrix);
+ }
+
+ return GSL_SUCCESS;
+} /* francis_qrstep() */
+
+/*
+francis_search_subdiag_small_elements()
+ Search for a small subdiagonal element starting from the bottom
+of a matrix A. A small element is one that satisfies:
+
+|A_{i,i-1}| <= eps * (|A_{i,i}| + |A_{i-1,i-1}|)
+
+Inputs: A - matrix (must be at least 3-by-3)
+
+Return: row index of small subdiagonal element or 0 if not found
+
+Notes: the first small element that is found (starting from bottom)
+ is set to zero
+*/
+
+static inline size_t
+francis_search_subdiag_small_elements(gsl_matrix * A)
+{
+ const size_t N = A->size1;
+ size_t i;
+ double dpel = gsl_matrix_get(A, N - 2, N - 2);
+
+ for (i = N - 1; i > 0; --i)
+ {
+ double sel = gsl_matrix_get(A, i, i - 1);
+ double del = gsl_matrix_get(A, i, i);
+
+ if ((sel == 0.0) ||
+ (fabs(sel) < GSL_DBL_EPSILON * (fabs(del) + fabs(dpel))))
+ {
+ gsl_matrix_set(A, i, i - 1, 0.0);
+ return (i);
+ }
+
+ dpel = del;
+ }
+
+ return (0);
+} /* francis_search_subdiag_small_elements() */
+
+/*
+francis_schur_standardize()
+ Convert a 2-by-2 diagonal block in the Schur form to standard form
+and update the rest of T and Z matrices if required.
+
+Inputs: A - 2-by-2 matrix
+ eval1 - where to store eigenvalue 1
+ eval2 - where to store eigenvalue 2
+ w - francis workspace
+*/
+
+static inline void
+francis_schur_standardize(gsl_matrix *A, gsl_complex *eval1,
+ gsl_complex *eval2,
+ gsl_eigen_francis_workspace *w)
+{
+ size_t top;
+
+ /*
+ * figure out where the submatrix A resides in the
+ * original matrix H
+ */
+ francis_get_submatrix(w->H, A, &top);
+
+ /* convert A to standard form and store eigenvalues */
+ gsl_schur_standardize(w->H, top, eval1, eval2, w->compute_t, w->Z);
+} /* francis_schur_standardize() */
+
+/*
+francis_get_submatrix()
+ B is a submatrix of A. The goal of this function is to
+compute the indices in A of where the matrix B resides
+*/
+
+static inline void
+francis_get_submatrix(gsl_matrix *A, gsl_matrix *B, size_t *top)
+{
+ size_t diff;
+ double ratio;
+
+ diff = (size_t) (B->data - A->data);
+
+ ratio = (double)diff / ((double) (A->tda + 1));
+
+ *top = (size_t) floor(ratio);
+} /* francis_get_submatrix() */