| /* linalg/householder.c |
| * |
| * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2004 Gerard Jungman, Brian Gough |
| * |
| * 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 <gsl/gsl_math.h> |
| #include <gsl/gsl_vector.h> |
| #include <gsl/gsl_matrix.h> |
| #include <gsl/gsl_blas.h> |
| |
| #include <gsl/gsl_linalg.h> |
| |
| double |
| gsl_linalg_householder_transform (gsl_vector * v) |
| { |
| /* replace v[0:n-1] with a householder vector (v[0:n-1]) and |
| coefficient tau that annihilate v[1:n-1] */ |
| |
| const size_t n = v->size ; |
| |
| if (n == 1) |
| { |
| return 0.0; /* tau = 0 */ |
| } |
| else |
| { |
| double alpha, beta, tau ; |
| |
| gsl_vector_view x = gsl_vector_subvector (v, 1, n - 1) ; |
| |
| double xnorm = gsl_blas_dnrm2 (&x.vector); |
| |
| if (xnorm == 0) |
| { |
| return 0.0; /* tau = 0 */ |
| } |
| |
| alpha = gsl_vector_get (v, 0) ; |
| beta = - (alpha >= 0.0 ? +1.0 : -1.0) * hypot(alpha, xnorm) ; |
| tau = (beta - alpha) / beta ; |
| |
| gsl_blas_dscal (1.0 / (alpha - beta), &x.vector); |
| gsl_vector_set (v, 0, beta) ; |
| |
| return tau; |
| } |
| } |
| |
| int |
| gsl_linalg_householder_hm (double tau, const gsl_vector * v, gsl_matrix * A) |
| { |
| /* applies a householder transformation v,tau to matrix m */ |
| |
| if (tau == 0.0) |
| { |
| return GSL_SUCCESS; |
| } |
| |
| #ifdef USE_BLAS |
| { |
| gsl_vector_const_view v1 = gsl_vector_const_subvector (v, 1, v->size - 1); |
| gsl_matrix_view A1 = gsl_matrix_submatrix (A, 1, 0, A->size1 - 1, A->size2); |
| size_t j; |
| |
| for (j = 0; j < A->size2; j++) |
| { |
| double wj = 0.0; |
| gsl_vector_view A1j = gsl_matrix_column(&A1.matrix, j); |
| gsl_blas_ddot (&A1j.vector, &v1.vector, &wj); |
| wj += gsl_matrix_get(A,0,j); |
| |
| { |
| double A0j = gsl_matrix_get (A, 0, j); |
| gsl_matrix_set (A, 0, j, A0j - tau * wj); |
| } |
| |
| gsl_blas_daxpy (-tau * wj, &v1.vector, &A1j.vector); |
| } |
| } |
| #else |
| { |
| size_t i, j; |
| |
| for (j = 0; j < A->size2; j++) |
| { |
| /* Compute wj = Akj vk */ |
| |
| double wj = gsl_matrix_get(A,0,j); |
| |
| for (i = 1; i < A->size1; i++) /* note, computed for v(0) = 1 above */ |
| { |
| wj += gsl_matrix_get(A,i,j) * gsl_vector_get(v,i); |
| } |
| |
| /* Aij = Aij - tau vi wj */ |
| |
| /* i = 0 */ |
| { |
| double A0j = gsl_matrix_get (A, 0, j); |
| gsl_matrix_set (A, 0, j, A0j - tau * wj); |
| } |
| |
| /* i = 1 .. M-1 */ |
| |
| for (i = 1; i < A->size1; i++) |
| { |
| double Aij = gsl_matrix_get (A, i, j); |
| double vi = gsl_vector_get (v, i); |
| gsl_matrix_set (A, i, j, Aij - tau * vi * wj); |
| } |
| } |
| } |
| #endif |
| |
| return GSL_SUCCESS; |
| } |
| |
| int |
| gsl_linalg_householder_mh (double tau, const gsl_vector * v, gsl_matrix * A) |
| { |
| /* applies a householder transformation v,tau to matrix m from the |
| right hand side in order to zero out rows */ |
| |
| if (tau == 0) |
| return GSL_SUCCESS; |
| |
| /* A = A - tau w v' */ |
| |
| #ifdef USE_BLAS |
| { |
| gsl_vector_const_view v1 = gsl_vector_const_subvector (v, 1, v->size - 1); |
| gsl_matrix_view A1 = gsl_matrix_submatrix (A, 0, 1, A->size1, A->size2-1); |
| size_t i; |
| |
| for (i = 0; i < A->size1; i++) |
| { |
| double wi = 0.0; |
| gsl_vector_view A1i = gsl_matrix_row(&A1.matrix, i); |
| gsl_blas_ddot (&A1i.vector, &v1.vector, &wi); |
| wi += gsl_matrix_get(A,i,0); |
| |
| { |
| double Ai0 = gsl_matrix_get (A, i, 0); |
| gsl_matrix_set (A, i, 0, Ai0 - tau * wi); |
| } |
| |
| gsl_blas_daxpy(-tau * wi, &v1.vector, &A1i.vector); |
| } |
| } |
| #else |
| { |
| size_t i, j; |
| |
| for (i = 0; i < A->size1; i++) |
| { |
| double wi = gsl_matrix_get(A,i,0); |
| |
| for (j = 1; j < A->size2; j++) /* note, computed for v(0) = 1 above */ |
| { |
| wi += gsl_matrix_get(A,i,j) * gsl_vector_get(v,j); |
| } |
| |
| /* j = 0 */ |
| |
| { |
| double Ai0 = gsl_matrix_get (A, i, 0); |
| gsl_matrix_set (A, i, 0, Ai0 - tau * wi); |
| } |
| |
| /* j = 1 .. N-1 */ |
| |
| for (j = 1; j < A->size2; j++) |
| { |
| double vj = gsl_vector_get (v, j); |
| double Aij = gsl_matrix_get (A, i, j); |
| gsl_matrix_set (A, i, j, Aij - tau * wi * vj); |
| } |
| } |
| } |
| #endif |
| |
| return GSL_SUCCESS; |
| } |
| |
| int |
| gsl_linalg_householder_hv (double tau, const gsl_vector * v, gsl_vector * w) |
| { |
| /* applies a householder transformation v to vector w */ |
| const size_t N = v->size; |
| |
| if (tau == 0) |
| return GSL_SUCCESS ; |
| |
| { |
| /* compute d = v'w */ |
| |
| double d0 = gsl_vector_get(w,0); |
| double d1, d; |
| |
| gsl_vector_const_view v1 = gsl_vector_const_subvector(v, 1, N-1); |
| gsl_vector_view w1 = gsl_vector_subvector(w, 1, N-1); |
| |
| gsl_blas_ddot (&v1.vector, &w1.vector, &d1); |
| |
| d = d0 + d1; |
| |
| /* compute w = w - tau (v) (v'w) */ |
| |
| { |
| double w0 = gsl_vector_get (w,0); |
| gsl_vector_set (w, 0, w0 - tau * d); |
| } |
| |
| gsl_blas_daxpy (-tau * d, &v1.vector, &w1.vector); |
| } |
| |
| return GSL_SUCCESS; |
| } |
| |
| |
| int |
| gsl_linalg_householder_hm1 (double tau, gsl_matrix * A) |
| { |
| /* applies a householder transformation v,tau to a matrix being |
| build up from the identity matrix, using the first column of A as |
| a householder vector */ |
| |
| if (tau == 0) |
| { |
| size_t i,j; |
| |
| gsl_matrix_set (A, 0, 0, 1.0); |
| |
| for (j = 1; j < A->size2; j++) |
| { |
| gsl_matrix_set (A, 0, j, 0.0); |
| } |
| |
| for (i = 1; i < A->size1; i++) |
| { |
| gsl_matrix_set (A, i, 0, 0.0); |
| } |
| |
| return GSL_SUCCESS; |
| } |
| |
| /* w = A' v */ |
| |
| #ifdef USE_BLAS |
| { |
| gsl_matrix_view A1 = gsl_matrix_submatrix (A, 1, 0, A->size1 - 1, A->size2); |
| gsl_vector_view v1 = gsl_matrix_column (&A1.matrix, 0); |
| size_t j; |
| |
| for (j = 1; j < A->size2; j++) |
| { |
| double wj = 0.0; /* A0j * v0 */ |
| |
| gsl_vector_view A1j = gsl_matrix_column(&A1.matrix, j); |
| gsl_blas_ddot (&A1j.vector, &v1.vector, &wj); |
| |
| /* A = A - tau v w' */ |
| |
| gsl_matrix_set (A, 0, j, - tau * wj); |
| |
| gsl_blas_daxpy(-tau*wj, &v1.vector, &A1j.vector); |
| } |
| |
| gsl_blas_dscal(-tau, &v1.vector); |
| |
| gsl_matrix_set (A, 0, 0, 1.0 - tau); |
| } |
| #else |
| { |
| size_t i, j; |
| |
| for (j = 1; j < A->size2; j++) |
| { |
| double wj = 0.0; /* A0j * v0 */ |
| |
| for (i = 1; i < A->size1; i++) |
| { |
| double vi = gsl_matrix_get(A, i, 0); |
| wj += gsl_matrix_get(A,i,j) * vi; |
| } |
| |
| /* A = A - tau v w' */ |
| |
| gsl_matrix_set (A, 0, j, - tau * wj); |
| |
| for (i = 1; i < A->size1; i++) |
| { |
| double vi = gsl_matrix_get (A, i, 0); |
| double Aij = gsl_matrix_get (A, i, j); |
| gsl_matrix_set (A, i, j, Aij - tau * vi * wj); |
| } |
| } |
| |
| for (i = 1; i < A->size1; i++) |
| { |
| double vi = gsl_matrix_get(A, i, 0); |
| gsl_matrix_set(A, i, 0, -tau * vi); |
| } |
| |
| gsl_matrix_set (A, 0, 0, 1.0 - tau); |
| } |
| #endif |
| |
| return GSL_SUCCESS; |
| } |