diff options
author | Joel Sherrill <joel.sherrill@OARcorp.com> | 2011-04-08 17:33:11 +0000 |
---|---|---|
committer | Joel Sherrill <joel.sherrill@OARcorp.com> | 2011-04-08 17:33:11 +0000 |
commit | 73f643f3f4a55310b2c8c1a9858906b2dd676e72 (patch) | |
tree | b1df97f18dace4a5702b0bc7aafdfee8a2f25ada /gsl-1.9/eigen/francis.c | |
parent | ee523abdace8337d05ec4a179fcdf5de3fe0f634 (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, err/Makefile.am, err/Makefile.in, err/TODO,
err/error.c, err/gsl_errno.h, err/gsl_message.h, err/message.c,
err/stream.c, err/strerror.c, err/test.c, fft/ChangeLog,
fft/Makefile.am, fft/Makefile.in, fft/TODO, fft/bitreverse.c,
fft/bitreverse.h, fft/c_init.c, fft/c_main.c, fft/c_pass.h,
fft/c_pass_2.c, fft/c_pass_3.c, fft/c_pass_4.c, fft/c_pass_5.c,
fft/c_pass_6.c, fft/c_pass_7.c, fft/c_pass_n.c, fft/c_radix2.c,
fft/compare.h, fft/compare_source.c, fft/complex_internal.h,
fft/dft.c, fft/dft_source.c, fft/factorize.c, fft/factorize.h,
fft/fft.c, fft/gsl_dft_complex.h, fft/gsl_dft_complex_float.h,
fft/gsl_fft.h, fft/gsl_fft_complex.h, fft/gsl_fft_complex_float.h,
fft/gsl_fft_halfcomplex.h, fft/gsl_fft_halfcomplex_float.h,
fft/gsl_fft_real.h, fft/gsl_fft_real_float.h, fft/hc_init.c,
fft/hc_main.c, fft/hc_pass.h, fft/hc_pass_2.c, fft/hc_pass_3.c,
fft/hc_pass_4.c, fft/hc_pass_5.c, fft/hc_pass_n.c, fft/hc_radix2.c,
fft/hc_unpack.c, fft/real_init.c, fft/real_main.c, fft/real_pass.h,
fft/real_pass_2.c, fft/real_pass_3.c, fft/real_pass_4.c,
fft/real_pass_5.c, fft/real_pass_n.c, fft/real_radix2.c,
fft/real_unpack.c, fft/signals.c, fft/signals.h,
fft/signals_source.c, fft/test.c, fft/test_complex_source.c,
fft/test_real_source.c, fft/test_trap_source.c, fft/urand.c,
fit/ChangeLog, fit/Makefile.am, fit/Makefile.in, fit/gsl_fit.h,
fit/linear.c, fit/test.c, gsl/Makefile.am, gsl/Makefile.in,
histogram/ChangeLog, histogram/Makefile.am, histogram/Makefile.in,
histogram/TODO, histogram/add.c, histogram/add2d.c,
histogram/calloc_range.c, histogram/calloc_range2d.c,
histogram/copy.c, histogram/copy2d.c, histogram/file.c,
histogram/file2d.c, histogram/find.c, histogram/find2d.c,
histogram/get.c, histogram/get2d.c, histogram/gsl_histogram.h,
histogram/gsl_histogram2d.h, histogram/init.c, histogram/init2d.c,
histogram/maxval.c, histogram/maxval2d.c, histogram/oper.c,
histogram/oper2d.c, histogram/params.c, histogram/params2d.c,
histogram/pdf.c, histogram/pdf2d.c, histogram/reset.c,
histogram/reset2d.c, histogram/stat.c, histogram/stat2d.c,
histogram/test.c, histogram/test1d.c, histogram/test1d_resample.c,
histogram/test1d_trap.c, histogram/test2d.c,
histogram/test2d_resample.c, histogram/test2d_trap.c,
histogram/urand.c, ieee-utils/ChangeLog, ieee-utils/Makefile.am,
ieee-utils/Makefile.in, ieee-utils/TODO, ieee-utils/endian.c,
ieee-utils/env.c, ieee-utils/fp-aix.c, ieee-utils/fp-darwin.c,
ieee-utils/fp-darwin86.c, ieee-utils/fp-freebsd.c,
ieee-utils/fp-gnuc99.c, ieee-utils/fp-gnum68k.c,
ieee-utils/fp-gnuppc.c, ieee-utils/fp-gnusparc.c,
ieee-utils/fp-gnux86.c, ieee-utils/fp-hpux.c, ieee-utils/fp-hpux11.c,
ieee-utils/fp-irix.c, ieee-utils/fp-netbsd.c,
ieee-utils/fp-openbsd.c, ieee-utils/fp-os2emx.c,
ieee-utils/fp-solaris.c, ieee-utils/fp-sunos4.c,
ieee-utils/fp-tru64.c, ieee-utils/fp-unknown.c, ieee-utils/fp.c,
ieee-utils/gsl_ieee_utils.h, ieee-utils/make_rep.c,
ieee-utils/print.c, ieee-utils/read.c, ieee-utils/standardize.c,
ieee-utils/test.c, integration/ChangeLog, integration/Makefile.am,
integration/Makefile.in, integration/TODO, integration/append.c,
integration/err.c, integration/gsl_integration.h,
integration/initialise.c, integration/positivity.c,
integration/ptsort.c, integration/qag.c, integration/qagp.c,
integration/qags.c, integration/qawc.c, integration/qawf.c,
integration/qawo.c, integration/qaws.c, integration/qc25c.c,
integration/qc25f.c, integration/qc25s.c, integration/qcheb.c,
integration/qelg.c, integration/qk.c, integration/qk15.c,
integration/qk21.c, integration/qk31.c, integration/qk41.c,
integration/qk51.c, integration/qk61.c, integration/qmomo.c,
integration/qmomof.c, integration/qng.c, integration/qng.h,
integration/qpsrt.c, integration/qpsrt2.c, integration/reset.c,
integration/set_initial.c, integration/test.c, integration/tests.c,
integration/tests.h, integration/util.c, integration/workspace.c,
interpolation/ChangeLog, interpolation/Makefile.am,
interpolation/Makefile.in, interpolation/TODO, interpolation/accel.c,
interpolation/akima.c, interpolation/bsearch.c,
interpolation/bsearch.h, interpolation/cspline.c,
interpolation/gsl_interp.h, interpolation/gsl_spline.h,
interpolation/integ_eval.h, interpolation/interp.c,
interpolation/linear.c, interpolation/poly.c, interpolation/spline.c,
interpolation/test.c, linalg/ChangeLog, linalg/Makefile.am,
linalg/Makefile.in, linalg/TODO, linalg/apply_givens.c,
linalg/balance.c, linalg/balancemat.c, linalg/bidiag.c,
linalg/cholesky.c, linalg/exponential.c, linalg/givens.c,
linalg/gsl_linalg.h, linalg/hermtd.c, linalg/hessenberg.c,
linalg/hh.c, linalg/householder.c, linalg/householdercomplex.c,
linalg/lq.c, linalg/lu.c, linalg/luc.c, linalg/multiply.c,
linalg/ptlq.c, linalg/qr.c, linalg/qrpt.c, linalg/svd.c,
linalg/svdstep.c, linalg/symmtd.c, linalg/test.c, linalg/tridiag.c,
linalg/tridiag.h, matrix/ChangeLog, matrix/Makefile.am,
matrix/Makefile.in, matrix/TODO, matrix/copy.c, matrix/copy_source.c,
matrix/file.c, matrix/file_source.c, matrix/getset.c,
matrix/getset_source.c, matrix/gsl_matrix.h,
matrix/gsl_matrix_char.h, matrix/gsl_matrix_complex_double.h,
matrix/gsl_matrix_complex_float.h,
matrix/gsl_matrix_complex_long_double.h, matrix/gsl_matrix_double.h,
matrix/gsl_matrix_float.h, matrix/gsl_matrix_int.h,
matrix/gsl_matrix_long.h, matrix/gsl_matrix_long_double.h,
matrix/gsl_matrix_short.h, matrix/gsl_matrix_uchar.h,
matrix/gsl_matrix_uint.h, matrix/gsl_matrix_ulong.h,
matrix/gsl_matrix_ushort.h, matrix/init.c, matrix/init_source.c,
matrix/matrix.c, matrix/matrix_source.c, matrix/minmax.c,
matrix/minmax_source.c, matrix/oper.c, matrix/oper_complex_source.c,
matrix/oper_source.c, matrix/prop.c, matrix/prop_source.c,
matrix/rowcol.c, matrix/rowcol_source.c, matrix/submatrix.c,
matrix/submatrix_source.c, matrix/swap.c, matrix/swap_source.c,
matrix/test.c, matrix/test_complex_source.c, matrix/test_source.c,
matrix/test_static.c, matrix/view.c, matrix/view.h,
matrix/view_source.c, min/ChangeLog, min/Makefile.am,
min/Makefile.in, min/bracketing.c, min/brent.c, min/convergence.c,
min/fsolver.c, min/golden.c, min/gsl_min.h, min/min.h, min/test.c,
min/test.h, min/test_funcs.c, monte/ChangeLog, monte/Makefile.am,
monte/Makefile.in, monte/README, monte/TODO, monte/gsl_monte.h,
monte/gsl_monte_miser.h, monte/gsl_monte_plain.h,
monte/gsl_monte_vegas.h, monte/miser.c, monte/plain.c, monte/test.c,
monte/test_main.c, monte/vegas.c, multifit/ChangeLog,
multifit/Makefile.am, multifit/Makefile.in, multifit/TODO,
multifit/convergence.c, multifit/covar.c, multifit/fdfsolver.c,
multifit/fsolver.c, multifit/gradient.c, multifit/gsl_multifit.h,
multifit/gsl_multifit_nlin.h, multifit/lmder.c, multifit/lmiterate.c,
multifit/lmpar.c, multifit/lmset.c, multifit/lmutil.c,
multifit/multilinear.c, multifit/qrsolv.c, multifit/test.c,
multifit/test_brown.c, multifit/test_enso.c,
multifit/test_estimator.c, multifit/test_filip.c, multifit/test_fn.c,
multifit/test_hahn1.c, multifit/test_kirby2.c,
multifit/test_longley.c, multifit/test_nelson.c,
multifit/test_pontius.c, multifit/work.c, multimin/ChangeLog,
multimin/Makefile.am, multimin/Makefile.in, multimin/TODO,
multimin/conjugate_fr.c, multimin/conjugate_pr.c,
multimin/convergence.c, multimin/diff.c,
multimin/directional_minimize.c, multimin/fdfminimizer.c,
multimin/fminimizer.c, multimin/gsl_multimin.h,
multimin/linear_minimize.c, multimin/linear_wrapper.c,
multimin/simplex.c, multimin/steepest_descent.c, multimin/test.c,
multimin/test_funcs.c, multimin/test_funcs.h, multimin/vector_bfgs.c,
multimin/vector_bfgs2.c, multiroots/ChangeLog,
multiroots/Makefile.am, multiroots/Makefile.in, multiroots/broyden.c,
multiroots/convergence.c, multiroots/dnewton.c, multiroots/dogleg.c,
multiroots/enorm.c, multiroots/fdfsolver.c, multiroots/fdjac.c,
multiroots/fsolver.c, multiroots/gnewton.c,
multiroots/gsl_multiroots.h, multiroots/hybrid.c,
multiroots/hybridj.c, multiroots/newton.c, multiroots/test.c,
multiroots/test_funcs.c, multiroots/test_funcs.h, ntuple/ChangeLog,
ntuple/Makefile.am, ntuple/Makefile.in, ntuple/gsl_ntuple.h,
ntuple/ntuple.c, ntuple/test.c, ode-initval/ChangeLog,
ode-initval/Makefile.am, ode-initval/Makefile.in, ode-initval/TODO,
ode-initval/bsimp.c, ode-initval/control.c, ode-initval/cscal.c,
ode-initval/cstd.c, ode-initval/evolve.c, ode-initval/gear1.c,
ode-initval/gear2.c, ode-initval/gsl_odeiv.h,
ode-initval/odeiv_util.h, ode-initval/rk2.c, ode-initval/rk2imp.c,
ode-initval/rk2simp.c, ode-initval/rk4.c, ode-initval/rk4imp.c,
ode-initval/rk8pd.c, ode-initval/rkck.c, ode-initval/rkf45.c,
ode-initval/step.c, ode-initval/test.c, permutation/ChangeLog,
permutation/Makefile.am, permutation/Makefile.in,
permutation/canonical.c, permutation/file.c,
permutation/gsl_permutation.h, permutation/gsl_permute.h,
permutation/gsl_permute_char.h,
permutation/gsl_permute_complex_double.h,
permutation/gsl_permute_complex_float.h,
permutation/gsl_permute_complex_long_double.h,
permutation/gsl_permute_double.h, permutation/gsl_permute_float.h,
permutation/gsl_permute_int.h, permutation/gsl_permute_long.h,
permutation/gsl_permute_long_double.h,
permutation/gsl_permute_short.h, permutation/gsl_permute_uchar.h,
permutation/gsl_permute_uint.h, permutation/gsl_permute_ulong.h,
permutation/gsl_permute_ushort.h, permutation/gsl_permute_vector.h,
permutation/gsl_permute_vector_char.h,
permutation/gsl_permute_vector_complex_double.h,
permutation/gsl_permute_vector_complex_float.h,
permutation/gsl_permute_vector_complex_long_double.h,
permutation/gsl_permute_vector_double.h,
permutation/gsl_permute_vector_float.h,
permutation/gsl_permute_vector_int.h,
permutation/gsl_permute_vector_long.h,
permutation/gsl_permute_vector_long_double.h,
permutation/gsl_permute_vector_short.h,
permutation/gsl_permute_vector_uchar.h,
permutation/gsl_permute_vector_uint.h,
permutation/gsl_permute_vector_ulong.h,
permutation/gsl_permute_vector_ushort.h, permutation/init.c,
permutation/permutation.c, permutation/permute.c,
permutation/permute_source.c, permutation/test.c, poly/ChangeLog,
poly/Makefile.am, poly/Makefile.in, poly/TODO, poly/balance.c,
poly/companion.c, poly/dd.c, poly/eval.c, poly/gsl_poly.h, poly/qr.c,
poly/solve_cubic.c, poly/solve_quadratic.c, poly/test.c,
poly/zsolve.c, poly/zsolve_cubic.c, poly/zsolve_init.c,
poly/zsolve_quadratic.c, qrng/ChangeLog, qrng/Makefile.am,
qrng/Makefile.in, qrng/TODO, qrng/gsl_qrng.h, qrng/niederreiter-2.c,
qrng/qrng.c, qrng/sobol.c, qrng/test.c, randist/ChangeLog,
randist/Makefile.am, randist/Makefile.in, randist/TODO,
randist/bernoulli.c, randist/beta.c, randist/bigauss.c,
randist/binomial.c, randist/binomial_tpe.c, randist/cauchy.c,
randist/chisq.c, randist/dirichlet.c, randist/discrete.c,
randist/erlang.c, randist/exponential.c, randist/exppow.c,
randist/fdist.c, randist/flat.c, randist/gamma.c, randist/gauss.c,
randist/gausstail.c, randist/gausszig.c, randist/geometric.c,
randist/gsl_randist.h, randist/gumbel.c, randist/hyperg.c,
randist/landau.c, randist/laplace.c, randist/levy.c,
randist/logarithmic.c, randist/logistic.c, randist/lognormal.c,
randist/multinomial.c, randist/nbinomial.c, randist/pareto.c,
randist/pascal.c, randist/poisson.c, randist/rayleigh.c,
randist/shuffle.c, randist/sphere.c, randist/tdist.c, randist/test.c,
randist/weibull.c, rng/ChangeLog, rng/Makefile.am, rng/Makefile.in,
rng/TODO, rng/borosh13.c, rng/cmrg.c, rng/coveyou.c, rng/default.c,
rng/file.c, rng/fishman18.c, rng/fishman20.c, rng/fishman2x.c,
rng/gfsr4.c, rng/gsl_rng.h, rng/knuthran.c, rng/knuthran2.c,
rng/knuthran2002.c, rng/lecuyer21.c, rng/minstd.c, rng/mrg.c,
rng/mt.c, rng/r250.c, rng/ran0.c, rng/ran1.c, rng/ran2.c, rng/ran3.c,
rng/rand.c, rng/rand48.c, rng/random.c, rng/randu.c, rng/ranf.c,
rng/ranlux.c, rng/ranlxd.c, rng/ranlxs.c, rng/ranmar.c, rng/rng.c,
rng/schrage.c, rng/slatec.c, rng/taus.c, rng/taus113.c, rng/test.c,
rng/transputer.c, rng/tt.c, rng/types.c, rng/uni.c, rng/uni32.c,
rng/vax.c, rng/waterman14.c, rng/zuf.c, roots/ChangeLog,
roots/Makefile.am, roots/Makefile.in, roots/TODO, roots/bisection.c,
roots/brent.c, roots/convergence.c, roots/falsepos.c,
roots/fdfsolver.c, roots/fsolver.c, roots/gsl_roots.h,
roots/newton.c, roots/roots.h, roots/secant.c, roots/steffenson.c,
roots/test.c, roots/test.h, roots/test_funcs.c, siman/ChangeLog,
siman/Makefile.am, siman/Makefile.in, siman/TODO, siman/gsl_siman.h,
siman/siman.c, siman/siman_test_driver.sh, siman/siman_tsp.c,
siman/test.c, sort/ChangeLog, sort/Makefile.am, sort/Makefile.in,
sort/TODO, sort/gsl_heapsort.h, sort/gsl_sort.h,
sort/gsl_sort_char.h, sort/gsl_sort_double.h, sort/gsl_sort_float.h,
sort/gsl_sort_int.h, sort/gsl_sort_long.h,
sort/gsl_sort_long_double.h, sort/gsl_sort_short.h,
sort/gsl_sort_uchar.h, sort/gsl_sort_uint.h, sort/gsl_sort_ulong.h,
sort/gsl_sort_ushort.h, sort/gsl_sort_vector.h,
sort/gsl_sort_vector_char.h, sort/gsl_sort_vector_double.h,
sort/gsl_sort_vector_float.h, sort/gsl_sort_vector_int.h,
sort/gsl_sort_vector_long.h, sort/gsl_sort_vector_long_double.h,
sort/gsl_sort_vector_short.h, sort/gsl_sort_vector_uchar.h,
sort/gsl_sort_vector_uint.h, sort/gsl_sort_vector_ulong.h,
sort/gsl_sort_vector_ushort.h, sort/sort.c, sort/sortind.c,
sort/sortvec.c, sort/sortvec_source.c, sort/sortvecind.c,
sort/sortvecind_source.c, sort/subset.c, sort/subset_source.c,
sort/subsetind.c, sort/subsetind_source.c, sort/test.c,
sort/test_heapsort.c, sort/test_source.c, specfunc/ChangeLog,
specfunc/Makefile.am, specfunc/Makefile.in, specfunc/TODO,
specfunc/airy.c, specfunc/airy_der.c, specfunc/airy_zero.c,
specfunc/atanint.c, specfunc/bessel.c, specfunc/bessel.h,
specfunc/bessel_I0.c, specfunc/bessel_I1.c, specfunc/bessel_In.c,
specfunc/bessel_Inu.c, specfunc/bessel_J0.c, specfunc/bessel_J1.c,
specfunc/bessel_Jn.c, specfunc/bessel_Jnu.c, specfunc/bessel_K0.c,
specfunc/bessel_K1.c, specfunc/bessel_Kn.c, specfunc/bessel_Knu.c,
specfunc/bessel_Y0.c, specfunc/bessel_Y1.c, specfunc/bessel_Yn.c,
specfunc/bessel_Ynu.c, specfunc/bessel_amp_phase.c,
specfunc/bessel_amp_phase.h, specfunc/bessel_i.c,
specfunc/bessel_j.c, specfunc/bessel_k.c, specfunc/bessel_olver.c,
specfunc/bessel_olver.h, specfunc/bessel_sequence.c,
specfunc/bessel_temme.c, specfunc/bessel_temme.h,
specfunc/bessel_y.c, specfunc/bessel_zero.c, specfunc/beta.c,
specfunc/beta_inc.c, specfunc/cheb_eval.c, specfunc/cheb_eval_mode.c,
specfunc/chebyshev.h, specfunc/check.h, specfunc/clausen.c,
specfunc/coulomb.c, specfunc/coulomb_bound.c, specfunc/coupling.c,
specfunc/dawson.c, specfunc/debye.c, specfunc/dilog.c,
specfunc/elementary.c, specfunc/ellint.c, specfunc/elljac.c,
specfunc/erfc.c, specfunc/error.h, specfunc/eval.h, specfunc/exp.c,
specfunc/expint.c, specfunc/expint3.c, specfunc/fermi_dirac.c,
specfunc/gamma.c, specfunc/gamma_inc.c, specfunc/gegenbauer.c,
specfunc/gsl_sf.h, specfunc/gsl_sf_airy.h, specfunc/gsl_sf_bessel.h,
specfunc/gsl_sf_clausen.h, specfunc/gsl_sf_coulomb.h,
specfunc/gsl_sf_coupling.h, specfunc/gsl_sf_dawson.h,
specfunc/gsl_sf_debye.h, specfunc/gsl_sf_dilog.h,
specfunc/gsl_sf_elementary.h, specfunc/gsl_sf_ellint.h,
specfunc/gsl_sf_elljac.h, specfunc/gsl_sf_erf.h,
specfunc/gsl_sf_exp.h, specfunc/gsl_sf_expint.h,
specfunc/gsl_sf_fermi_dirac.h, specfunc/gsl_sf_gamma.h,
specfunc/gsl_sf_gegenbauer.h, specfunc/gsl_sf_hyperg.h,
specfunc/gsl_sf_laguerre.h, specfunc/gsl_sf_lambert.h,
specfunc/gsl_sf_legendre.h, specfunc/gsl_sf_log.h,
specfunc/gsl_sf_mathieu.h, specfunc/gsl_sf_pow_int.h,
specfunc/gsl_sf_psi.h, specfunc/gsl_sf_result.h,
specfunc/gsl_sf_synchrotron.h, specfunc/gsl_sf_transport.h,
specfunc/gsl_sf_trig.h, specfunc/gsl_sf_zeta.h,
specfunc/gsl_specfunc.h, specfunc/hyperg.c, specfunc/hyperg.h,
specfunc/hyperg_0F1.c, specfunc/hyperg_1F1.c, specfunc/hyperg_2F0.c,
specfunc/hyperg_2F1.c, specfunc/hyperg_U.c, specfunc/laguerre.c,
specfunc/lambert.c, specfunc/legendre.h, specfunc/legendre_H3d.c,
specfunc/legendre_Qn.c, specfunc/legendre_con.c,
specfunc/legendre_poly.c, specfunc/log.c, specfunc/mathieu_angfunc.c,
specfunc/mathieu_charv.c, specfunc/mathieu_coeff.c,
specfunc/mathieu_radfunc.c, specfunc/mathieu_workspace.c,
specfunc/poch.c, specfunc/pow_int.c, specfunc/psi.c,
specfunc/recurse.h, specfunc/result.c, specfunc/shint.c,
specfunc/sinint.c, specfunc/synchrotron.c, specfunc/test_airy.c,
specfunc/test_bessel.c, specfunc/test_coulomb.c,
specfunc/test_dilog.c, specfunc/test_gamma.c, specfunc/test_hyperg.c,
specfunc/test_legendre.c, specfunc/test_mathieu.c,
specfunc/test_sf.c, specfunc/test_sf.h, specfunc/transport.c,
specfunc/trig.c, specfunc/zeta.c, statistics/ChangeLog,
statistics/Makefile.am, statistics/Makefile.in, statistics/TODO,
statistics/absdev.c, statistics/absdev_source.c,
statistics/covariance.c, statistics/covariance_source.c,
statistics/gsl_statistics.h, statistics/gsl_statistics_char.h,
statistics/gsl_statistics_double.h,
statistics/gsl_statistics_float.h, statistics/gsl_statistics_int.h,
statistics/gsl_statistics_long.h,
statistics/gsl_statistics_long_double.h,
statistics/gsl_statistics_short.h, statistics/gsl_statistics_uchar.h,
statistics/gsl_statistics_uint.h, statistics/gsl_statistics_ulong.h,
statistics/gsl_statistics_ushort.h, statistics/kurtosis.c,
statistics/kurtosis_source.c, statistics/lag1.c,
statistics/lag1_source.c, statistics/mean.c,
statistics/mean_source.c, statistics/median.c,
statistics/median_source.c, statistics/minmax.c,
statistics/minmax_source.c, statistics/p_variance.c,
statistics/p_variance_source.c, statistics/quantiles.c,
statistics/quantiles_source.c, statistics/skew.c,
statistics/skew_source.c, statistics/test.c,
statistics/test_float_source.c, statistics/test_int_source.c,
statistics/test_nist.c, statistics/ttest.c,
statistics/ttest_source.c, statistics/variance.c,
statistics/variance_source.c, statistics/wabsdev.c,
statistics/wabsdev_source.c, statistics/wkurtosis.c,
statistics/wkurtosis_source.c, statistics/wmean.c,
statistics/wmean_source.c, statistics/wskew.c,
statistics/wskew_source.c, statistics/wvariance.c,
statistics/wvariance_source.c, sum/ChangeLog, sum/Makefile.am,
sum/Makefile.in, sum/gsl_sum.h, sum/levin_u.c, sum/levin_utrunc.c,
sum/test.c, sum/work_u.c, sum/work_utrunc.c, sys/ChangeLog,
sys/Makefile.am, sys/Makefile.in, sys/coerce.c, sys/expm1.c,
sys/fcmp.c, sys/fdiv.c, sys/gsl_sys.h, sys/hypot.c, sys/infnan.c,
sys/invhyp.c, sys/ldfrexp.c, sys/log1p.c, sys/minmax.c,
sys/pow_int.c, sys/prec.c, sys/test.c, test/ChangeLog,
test/Makefile.am, test/Makefile.in, test/gsl_test.h, test/results.c,
utils/Makefile.am, utils/Makefile.in, utils/README, utils/memcpy.c,
utils/memmove.c, utils/placeholder.c, utils/strdup.c, utils/strtol.c,
utils/strtoul.c, utils/system.h, vector/ChangeLog,
vector/Makefile.am, vector/Makefile.in, vector/TODO, vector/copy.c,
vector/copy_source.c, vector/file.c, vector/file_source.c,
vector/gsl_vector.h, vector/gsl_vector_char.h,
vector/gsl_vector_complex.h, vector/gsl_vector_complex_double.h,
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.c | 783 |
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() */ |