int
eig( int N, const lower_triangular_matrix& C, valarray<double>& diag, square_matrix& Q,
int niter)
{
int ret;
int i, j;
if (niter == 0) niter = 30*N;
for (i=0; i < N; ++i)
{
vector<double>::const_iterator row = C[i];
for (j = 0; j <= i; ++j)
Q[i][j] = Q[j][i] = row[j];
}
double* rgtmp = new double[N+1];
Householder( N, Q, diag, rgtmp);
ret = QLalgo( N, diag, Q, niter, rgtmp+1);
delete [] rgtmp;
return ret;
}
/* ========================================================= */
static void Eigen( int N, double **C, double *diag, double **Q, double *rgtmp)
/*
* Calculating eigenvalues and vectors.
* Input:
* N: dimension.
* C: symmetric (1:N)xN-matrix, solely used to copy data to Q
* niter: number of maximal iterations for QL-Algorithm.
* rgtmp: N+1-dimensional vector for temporal use.
* Output:
* diag: N eigenvalues.
* Q: Columns are normalized eigenvectors.
*/
{
int i, j;
if (rgtmp == NULL){ /* was OK in former versions */
//FATAL("cmaes_t:Eigen(): input parameter double *rgtmp must be non-NULL", 0,0,0);
fprintf(stderr,"cmaes_t:Eigen(): input parameter double *rgtmp must be non-NULL");
exit(1);
}
/* copy C to Q */
if (C != Q) {
for (i=0; i < N; ++i)
for (j = 0; j <= i; ++j)
Q[i][j] = Q[j][i] = C[i][j];
}
#if 0
Householder( N, Q, diag, rgtmp);
QLalgo( N, diag, Q, 30*N, rgtmp+1);
#else
Householder2( N, Q, diag, rgtmp);
QLalgo2( N, diag, rgtmp, Q);
#endif
}