/* poly/qr.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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. */ static int qr_companion (double *h, size_t nc, gsl_complex_packed_ptr z); static int qr_companion (double *h, size_t nc, gsl_complex_packed_ptr zroot) { double t = 0.0; size_t iterations, e, i, j, k, m; double w, x, y, s, z; double p = 0, q = 0, r = 0; /* FIXME: if p,q,r, are not set to zero then the compiler complains that they ``might be used uninitialized in this function''. Looking at the code this does seem possible, so this should be checked. */ int notlast; size_t n = nc; next_root: if (n == 0) return GSL_SUCCESS ; iterations = 0; next_iteration: for (e = n; e >= 2; e--) { double a1 = fabs (FMAT (h, e, e - 1, nc)); double a2 = fabs (FMAT (h, e - 1, e - 1, nc)); double a3 = fabs (FMAT (h, e, e, nc)); if (a1 <= GSL_DBL_EPSILON * (a2 + a3)) break; } x = FMAT (h, n, n, nc); if (e == n) { GSL_SET_COMPLEX_PACKED (zroot, n-1, x + t, 0); /* one real root */ n--; goto next_root; /*continue;*/ } y = FMAT (h, n - 1, n - 1, nc); w = FMAT (h, n - 1, n, nc) * FMAT (h, n, n - 1, nc); if (e == n - 1) { p = (y - x) / 2; q = p * p + w; y = sqrt (fabs (q)); x += t; if (q > 0) /* two real roots */ { if (p < 0) y = -y; y += p; GSL_SET_COMPLEX_PACKED (zroot, n-1, x - w / y, 0); GSL_SET_COMPLEX_PACKED (zroot, n-2, x + y, 0); } else { GSL_SET_COMPLEX_PACKED (zroot, n-1, x + p, -y); GSL_SET_COMPLEX_PACKED (zroot, n-2, x + p, y); } n -= 2; goto next_root; /*continue;*/ } /* No more roots found yet, do another iteration */ if (iterations == 120) /* increased from 30 to 120 */ { /* too many iterations - give up! */ return GSL_FAILURE ; } if (iterations % 10 == 0 && iterations > 0) { /* use an exceptional shift */ t += x; for (i = 1; i <= n; i++) { FMAT (h, i, i, nc) -= x; } s = fabs (FMAT (h, n, n - 1, nc)) + fabs (FMAT (h, n - 1, n - 2, nc)); y = 0.75 * s; x = y; w = -0.4375 * s * s; } iterations++; for (m = n - 2; m >= e; m--) { double a1, a2, a3; z = FMAT (h, m, m, nc); r = x - z; s = y - z; p = FMAT (h, m, m + 1, nc) + (r * s - w) / FMAT (h, m + 1, m, nc); q = FMAT (h, m + 1, m + 1, nc) - z - r - s; r = FMAT (h, m + 2, m + 1, nc); s = fabs (p) + fabs (q) + fabs (r); p /= s; q /= s; r /= s; if (m == e) break; a1 = fabs (FMAT (h, m, m - 1, nc)); a2 = fabs (FMAT (h, m - 1, m - 1, nc)); a3 = fabs (FMAT (h, m + 1, m + 1, nc)); if (a1 * (fabs (q) + fabs (r)) <= GSL_DBL_EPSILON * fabs (p) * (a2 + a3)) break; } for (i = m + 2; i <= n; i++) { FMAT (h, i, i - 2, nc) = 0; } for (i = m + 3; i <= n; i++) { FMAT (h, i, i - 3, nc) = 0; } /* double QR step */ for (k = m; k <= n - 1; k++) { notlast = (k != n - 1); if (k != m) { p = FMAT (h, k, k - 1, nc); q = FMAT (h, k + 1, k - 1, nc); r = notlast ? FMAT (h, k + 2, k - 1, nc) : 0.0; x = fabs (p) + fabs (q) + fabs (r); if (x == 0) continue; /* FIXME????? */ p /= x; q /= x; r /= x; } s = sqrt (p * p + q * q + r * r); if (p < 0) s = -s; if (k != m) { FMAT (h, k, k - 1, nc) = -s * x; } else if (e != m) { FMAT (h, k, k - 1, nc) *= -1; } p += s; x = p / s; y = q / s; z = r / s; q /= p; r /= p; /* do row modifications */ for (j = k; j <= n; j++) { p = FMAT (h, k, j, nc) + q * FMAT (h, k + 1, j, nc); if (notlast) { p += r * FMAT (h, k + 2, j, nc); FMAT (h, k + 2, j, nc) -= p * z; } FMAT (h, k + 1, j, nc) -= p * y; FMAT (h, k, j, nc) -= p * x; } j = (k + 3 < n) ? (k + 3) : n; /* do column modifications */ for (i = e; i <= j; i++) { p = x * FMAT (h, i, k, nc) + y * FMAT (h, i, k + 1, nc); if (notlast) { p += z * FMAT (h, i, k + 2, nc); FMAT (h, i, k + 2, nc) -= p * r; } FMAT (h, i, k + 1, nc) -= p * q; FMAT (h, i, k, nc) -= p; } } goto next_iteration; }