void
create_random_complex_posdef_matrix(gsl_matrix_complex *m, gsl_rng *r,
gsl_vector_complex *work)
{
const size_t N = m->size1;
size_t i, j;
double x, y;
gsl_complex z;
gsl_complex tau;
GSL_SET_IMAG(&z, 0.0);
/* make a positive diagonal matrix */
gsl_matrix_complex_set_zero(m);
for (i = 0; i < N; ++i)
{
x = gsl_rng_uniform(r);
GSL_SET_REAL(&z, x);
gsl_matrix_complex_set(m, i, i, z);
}
/* now generate random householder reflections and form P D P^H */
for (i = 0; i < N; ++i)
{
/* form complex vector */
for (j = 0; j < N; ++j)
{
x = 2.0 * gsl_rng_uniform(r) - 1.0;
y = 2.0 * gsl_rng_uniform(r) - 1.0;
GSL_SET_COMPLEX(&z, x, y);
gsl_vector_complex_set(work, j, z);
}
tau = gsl_linalg_complex_householder_transform(work);
gsl_linalg_complex_householder_hm(tau, work, m);
gsl_linalg_complex_householder_mh(gsl_complex_conjugate(tau), work, m);
}
} /* create_random_complex_posdef_matrix() */
/**
* C++ version of gsl_linalg_complex_householder_mh().
* @param tau A scalar
* @param v A vector
* @param A A matrix
* @return Error code on failure
*/
inline int complex_householder_mh( complex& tau, vector_complex const& v, matrix_complex& A ){
return gsl_linalg_complex_householder_mh( tau.get(), v.get(), A.get() ); }
