Пример #1
0
    /**
     * C++ version of gsl_blas_zher2().
     * @param Uplo Upper or lower triangular
     * @param alpha A constant
     * @param X A vector
     * @param Y A vector
     * @param A A matrix
     * @return Error code on failure
     */
    int zher2( CBLAS_UPLO_t Uplo, complex const alpha, vector_complex const& X,
	       vector_complex const& Y, matrix_complex& A ){
      return gsl_blas_zher2( Uplo, alpha.get(), X.get(), Y.get(), A.get() ); }
Пример #2
0
int 
gsl_linalg_hermtd_decomp (gsl_matrix_complex * A, gsl_vector_complex * tau)  
{
  if (A->size1 != A->size2)
    {
      GSL_ERROR ("hermitian tridiagonal decomposition requires square matrix",
                 GSL_ENOTSQR);
    }
  else if (tau->size + 1 != A->size1)
    {
      GSL_ERROR ("size of tau must be (matrix size - 1)", GSL_EBADLEN);
    }
  else
    {
      const size_t N = A->size1;
      size_t i;
  
      const gsl_complex zero = gsl_complex_rect (0.0, 0.0);
      const gsl_complex one = gsl_complex_rect (1.0, 0.0);
      const gsl_complex neg_one = gsl_complex_rect (-1.0, 0.0);

      for (i = 0 ; i < N - 1; i++)
        {
          gsl_vector_complex_view c = gsl_matrix_complex_column (A, i);
          gsl_vector_complex_view v = gsl_vector_complex_subvector (&c.vector, i + 1, N - (i + 1));
          gsl_complex tau_i = gsl_linalg_complex_householder_transform (&v.vector);
          
          /* Apply the transformation H^T A H to the remaining columns */

          if ((i + 1) < (N - 1) 
              && !(GSL_REAL(tau_i) == 0.0 && GSL_IMAG(tau_i) == 0.0)) 
            {
              gsl_matrix_complex_view m = 
                gsl_matrix_complex_submatrix (A, i + 1, i + 1, 
                                              N - (i+1), N - (i+1));
              gsl_complex ei = gsl_vector_complex_get(&v.vector, 0);
              gsl_vector_complex_view x = gsl_vector_complex_subvector (tau, i, N-(i+1));
              gsl_vector_complex_set (&v.vector, 0, one);
              
              /* x = tau * A * v */
              gsl_blas_zhemv (CblasLower, tau_i, &m.matrix, &v.vector, zero, &x.vector);

              /* w = x - (1/2) tau * (x' * v) * v  */
              {
                gsl_complex xv, txv, alpha;
                gsl_blas_zdotc(&x.vector, &v.vector, &xv);
                txv = gsl_complex_mul(tau_i, xv);
                alpha = gsl_complex_mul_real(txv, -0.5);
                gsl_blas_zaxpy(alpha, &v.vector, &x.vector);
              }
              
              /* apply the transformation A = A - v w' - w v' */
              gsl_blas_zher2(CblasLower, neg_one, &v.vector, &x.vector, &m.matrix);

              gsl_vector_complex_set (&v.vector, 0, ei);
            }
          
          gsl_vector_complex_set (tau, i, tau_i);
        }
      
      return GSL_SUCCESS;
    }
}