public static int zgbfa(ref Complex[] abd, int lda, int n, int ml, int mu, ref int[] ipvt) //****************************************************************************80 // // Purpose: // // ZGBFA factors a complex band matrix by elimination. // // Discussion: // // ZGBFA is usually called by ZGBCO, but it can be called // directly with a saving in time if RCOND is not needed. // // Band storage: // // If A is a band matrix, the following program segment // will set up the input. // // ml = (band width below the diagonal) // mu = (band width above the diagonal) // m = ml + mu + 1 // do j = 1, n // i1 = max ( 1, j - mu ) // i2 = min ( n, j + ml ) // do i = i1, i2 // k = i - j + m // abd(k,j) = a(i,j) // end do // end do // // This uses rows ML+1 through 2*ML+MU+1 of ABD. // In addition, the first ML rows in ABD are used for // elements generated during the triangularization. // The total number of rows needed in ABD is 2*ML+MU+1. // The ML+MU by ML+MU upper left triangle and the // ML by ML lower right triangle are not referenced. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, new Complex ABD[LDA*N], on input, contains the matrix in // band storage. The columns of the matrix are stored in the columns // of ABD and the diagonals of the matrix are stored in rows ML+1 // through 2*ML+MU+1 of ABD. On output, an upper triangular matrix // in band storage and the multipliers which were used to obtain it. // The factorization can be written A = L*U where L is a product of // permutation and unit lower triangular matrices and U is upper triangular. // // Input, int LDA, the leading dimension of ABD. // LDA must be at least 2*ML+MU+1. // // Input, int N, the order of the matrix. // // Input, int ML, the number of diagonals below the main diagonal. // 0 <= ML < N. // // Input, int MU, the number of diagonals above the main diagonal. // 0 <= MU < N. More efficient if ML <= MU. // // Output, int IPVT[N], the pivot indices. // // Output, int ZGBFA. // 0, normal value. // K, if U(K,K) == 0.0. This is not an error condition for this // subroutine, but it does indicate that ZGBSL will divide by zero if // called. Use RCOND in ZGBCO for a reliable indication of singularity. // { int i; int jz; int k; int m = ml + mu + 1; int info = 0; // // Zero initial fill-in columns. // int j0 = mu + 2; int j1 = Math.Min(n, m) - 1; for (jz = j0; jz <= j1; jz++) { int i0 = m + 1 - jz; for (i = i0; i <= ml; i++) { abd[i - 1 + (jz - 1) * lda] = new Complex(0.0, 0.0); } } jz = j1; int ju = 0; // // Gaussian elimination with partial pivoting. // for (k = 1; k <= n - 1; k++) { // // Zero next fill-in column // jz += 1; if (jz <= n) { for (i = 1; i <= ml; i++) { abd[i - 1 + (jz - 1) * lda] = new Complex(0.0, 0.0); } } // // Find L = pivot index. // int lm = Math.Min(ml, n - k); int l = BLAS1Z.izamax(lm + 1, abd, 1, index: +m - 1 + (k - 1) * lda) + m - 1; ipvt[k - 1] = l + k - m; // // Zero pivot implies this column already triangularized. // if (typeMethods.zabs1(abd[l - 1 + (k - 1) * lda]) == 0.0) { info = k; continue; } // // Interchange if necessary. // Complex t; if (l != m) { t = abd[l - 1 + (k - 1) * lda]; abd[l - 1 + (k - 1) * lda] = abd[m - 1 + (k - 1) * lda]; abd[m - 1 + (k - 1) * lda] = t; } // // Compute multipliers. // t = -new Complex(1.0, 0.0) / abd[m - 1 + (k - 1) * lda]; BLAS1Z.zscal(lm, t, ref abd, 1, index: +m + (k - 1) * lda); // // Row elimination with column indexing. // ju = Math.Min(Math.Max(ju, mu + ipvt[k - 1]), n); int mm = m; int j; for (j = k + 1; j <= ju; j++) { l -= 1; mm -= 1; t = abd[l - 1 + (j - 1) * lda]; if (l != mm) { abd[l - 1 + (j - 1) * lda] = abd[mm - 1 + (j - 1) * lda]; abd[mm - 1 + (j - 1) * lda] = t; } BLAS1Z.zaxpy(lm, t, abd, 1, ref abd, 1, xIndex: +m + (k - 1) * lda, yIndex: +mm + (j - 1) * lda); } } ipvt[n - 1] = n; if (typeMethods.zabs1(abd[m - 1 + (n - 1) * lda]) == 0.0) { info = n; } return(info); }
public static void zhpdi(ref Complex[] ap, int n, int[] ipvt, ref double[] det, ref int[] inert, int job) //****************************************************************************80 // // Purpose: // // ZHPDI: determinant, inertia and inverse of a complex hermitian matrix. // // Discussion: // // The routine uses the factors from ZHPFA. // // The matrix is stored in packed form. // // A division by zero will occur if the inverse is requested and ZHPCO has // set RCOND == 0.0 or ZHPFA has set INFO != 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex AP[N*(N+1)/2]; on input, the factored matrix // from ZHPFA. If the inverse was requested, then on output, AP contains // the upper triangle of the inverse of the original matrix, stored in packed // form. The columns of the upper triangle are stored sequentially in a // one-dimensional array. // // Input, int N, the order of the matrix. // // Input, int IPVT[N], the pivot vector from ZHPFA. // // Output, double DET[2], if requested, the determinant of the original // matrix. Determinant = DET(1) * 10.0**DET(2) with // 1.0 <= abs ( DET(1) ) < 10.0 or DET(1) = 0.0. // // Output, int INERT[3], if requested, the inertia of the original matrix. // INERT(1) = number of positive eigenvalues. // INERT(2) = number of negative eigenvalues. // INERT(3) = number of zero eigenvalues. // // Input, int JOB, has the decimal expansion ABC where: // if C != 0, the inverse is computed, // if B != 0, the determinant is computed, // if A != 0, the inertia is computed. // For example, JOB = 111 gives all three. // { double d; int ik; int ikp1; int k; int kk; int kkp1; double t; bool noinv = job % 10 == 0; bool nodet = job % 100 / 10 == 0; bool noert = job % 1000 / 100 == 0; if (!nodet || !noert) { switch (noert) { case false: inert[0] = 0; inert[1] = 0; inert[2] = 0; break; } switch (nodet) { case false: det[0] = 1.0; det[1] = 0.0; break; } t = 0.0; ik = 0; for (k = 1; k <= n; k++) { kk = ik + k; d = ap[kk - 1].Real; switch (ipvt[k - 1]) { // // Check if 1 by 1 // // // 2 by 2 block // Use DET (D S; S C) = ( D / T * C - T ) * T, T = abs ( S ) // to avoid underflow/overflow troubles. // Take two passes through scaling. Use T for flag. // case <= 0 when t == 0.0: ikp1 = ik + k; kkp1 = ikp1 + k; t = Complex.Abs(ap[kkp1 - 1]); d = d / t * ap[kkp1].Real - t; break; case <= 0: d = t; t = 0.0; break; } switch (noert) { case false: switch (d) { case > 0.0: inert[0] += 1; break; case < 0.0: inert[1] += 1; break; case 0.0: inert[2] += 1; break; } break; } switch (nodet) { case false: { det[0] *= d; if (det[0] != 0.0) { while (Math.Abs(det[0]) < 1.0) { det[0] *= 10.0; det[1] -= 1.0; } while (10.0 <= Math.Abs(det[0])) { det[0] /= 10.0; det[1] += 1.0; } } break; } } ik += k; } } switch (noinv) { // // Compute inverse(A). // case false: { Complex[] work = new Complex [n]; k = 1; ik = 0; while (k <= n) { int km1 = k - 1; kk = ik + k; ikp1 = ik + k; kkp1 = ikp1 + k; int kstep; int jk; int j; int ij; switch (ipvt[k - 1]) { // // 1 by 1 // case >= 0: { ap[kk - 1] = new Complex(1.0 / ap[kk - 1].Real, 0.0); switch (km1) { case >= 1: { for (j = 1; j <= km1; j++) { work[j - 1] = ap[ik + j - 1]; } ij = 0; for (j = 1; j <= km1; j++) { jk = ik + j; ap[jk - 1] = BLAS1Z.zdotc(j, ap, 1, work, 1, xIndex: +ij); BLAS1Z.zaxpy(j - 1, work[j - 1], ap, 1, ref ap, 1, xIndex: +ij, yIndex: +ik); ij += j; } ap[kk - 1] += new Complex (BLAS1Z.zdotc(km1, work, 1, ap, 1, yIndex: +ik).Real, 0.0); break; } } kstep = 1; break; } // default: { t = Complex.Abs(ap[kkp1 - 1]); double ak = ap[kk - 1].Real / t; double akp1 = ap[kkp1].Real / t; Complex akkp1 = ap[kkp1 - 1] / t; d = t * (ak * akp1 - 1.0); ap[kk - 1] = new Complex(akp1 / d, 0.0); ap[kkp1] = new Complex(ak / d, 0.0); ap[kkp1 - 1] = -akkp1 / d; switch (km1) { case >= 1: { for (j = 1; j <= km1; j++) { work[j - 1] = ap[ikp1 + j - 1]; } ij = 0; for (j = 1; j <= km1; j++) { int jkp1 = ikp1 + j; ap[jkp1 - 1] = BLAS1Z.zdotc(j, ap, 1, work, 1, xIndex: +ij); BLAS1Z.zaxpy(j - 1, work[j - 1], ap, 1, ref ap, 1, xIndex: +ij, yIndex: +ikp1); ij += j; } ap[kkp1] += new Complex (BLAS1Z.zdotc(km1, work, 1, ap, 1, xIndex: +ikp1).Real, 0.0); ap[kkp1 - 1] += BLAS1Z.zdotc(km1, ap, 1, ap, 1, xIndex: +ik, yIndex: +ikp1); for (j = 1; j <= km1; j++) { work[j - 1] = ap[ik + j - 1]; } ij = 0; for (j = 1; j <= km1; j++) { jk = ik + j; ap[jk - 1] = BLAS1Z.zdotc(j, ap, 1, work, 1, xIndex: +ij); BLAS1Z.zaxpy(j - 1, work[j - 1], ap, 1, ref ap, 1, xIndex: +ij, yIndex: +ik); ij += j; } ap[kk - 1] += new Complex (BLAS1Z.zdotc(km1, work, 1, ap, 1, yIndex: +ik).Real, 0.0); break; } } kstep = 2; break; } } // // Swap // int ks = Math.Abs(ipvt[k - 1]); if (ks != k) { int iks = ks * (ks - 1) / 2; BLAS1Z.zswap(ks, ref ap, 1, ref ap, 1, xIndex: +iks, yIndex: +ik); int ksj = ik + ks; Complex t2; int jb; for (jb = ks; jb <= k; jb++) { j = k + ks - jb; jk = ik + j; t2 = Complex.Conjugate(ap[jk - 1]); ap[jk - 1] = Complex.Conjugate(ap[ksj - 1]); ap[ksj - 1] = t2; ksj -= j - 1; } if (kstep != 1) { int kskp1 = ikp1 + ks; t2 = ap[kskp1 - 1]; ap[kskp1 - 1] = ap[kkp1 - 1]; ap[kkp1 - 1] = t2; } } ik += k; ik = kstep switch { 2 => ik + k + 1, _ => ik }; k += kstep; } break; } } } }
public static int zspfa(ref Complex[] ap, int n, ref int[] ipvt) //****************************************************************************80 // // Purpose: // // ZSPFA factors a complex symmetric matrix stored in packed form. // // Discussion: // // The factorization is done by elimination with symmetric pivoting. // // To solve A*X = B, follow ZSPFA by ZSPSL. // // To compute inverse(A)*C, follow ZSPFA by ZSPSL. // // To compute determinant(A), follow ZSPFA by ZSPDI. // // To compute inverse(A), follow ZSPFA by ZSPDI. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex AP[N*(N+1)/2]; On input, the packed form of a // symmetric matrix A. The columns of the upper triangle are stored // sequentially in a one-dimensional array. On output, a block diagonal // matrix and the multipliers which were used to obtain it stored in // packed form. The factorization can be written A = U*D*U' where U // is a product of permutation and unit upper triangular matrices, // U' is the transpose of U, and D is block diagonal with 1 by 1 and // 2 by 2 blocks. // // Input, int N, the order of the matrix. // // Output, int IPVT[N], the pivot indices. // // Output, int ZSPFA. // 0, normal value. // K, if the K-th pivot block is singular. This is not an error condition // for this subroutine, but it does indicate that ZSPSL or ZSPDI may // divide by zero if called. // { int im = 0; // // Initialize. // // ALPHA is used in choosing pivot block size. // double alpha = (1.0 + Math.Sqrt(17.0)) / 8.0; int info = 0; // // Main loop on K, which goes from N to 1. // int k = n; int ik = n * (n - 1) / 2; for (;;) { // // Leave the loop if K = 0 or K = 1. // if (k == 0) { break; } if (k == 1) { ipvt[0] = 1; if (typeMethods.zabs1(ap[0]) == 0.0) { info = 1; } break; } // // This section of code determines the kind of // elimination to be performed. When it is completed, // KSTEP will be set to the size of the pivot block, and // SWAP will be set to .true. if an interchange is // required. // int km1 = k - 1; int kk = ik + k; double absakk = typeMethods.zabs1(ap[kk - 1]); // // Determine the largest off-diagonal element in column K. // int imax = BLAS1Z.izamax(k - 1, ap, 1, index: +ik); int imk = ik + imax; double colmax = typeMethods.zabs1(ap[imk - 1]); int kstep; bool swap; int j; int imj; if (alpha * colmax <= absakk) { kstep = 1; swap = false; } // // Determine the largest off-diagonal element in row IMAX. // else { double rowmax = 0.0; im = imax * (imax - 1) / 2; imj = im + 2 * imax; for (j = imax + 1; j <= k; j++) { rowmax = Math.Max(rowmax, typeMethods.zabs1(ap[imj - 1])); imj += j; } if (imax != 1) { int jmax = BLAS1Z.izamax(imax - 1, ap, 1, index: +im); int jmim = jmax + im; rowmax = Math.Max(rowmax, typeMethods.zabs1(ap[jmim - 1])); } int imim = imax + im; if (alpha * rowmax <= typeMethods.zabs1(ap[imim - 1])) { kstep = 1; swap = true; } else if (alpha * colmax * (colmax / rowmax) <= absakk) { kstep = 1; swap = false; } else { kstep = 2; swap = imax != km1; } } switch (Math.Max(absakk, colmax)) { // // Column K is zero. Set INFO and iterate the loop. // case 0.0: { ipvt[k - 1] = k; info = k; ik -= k - 1; switch (kstep) { case 2: ik -= k - 2; break; } k -= kstep; continue; } } Complex mulk; Complex t; int jk; int jj; int ij; if (kstep != 2) { switch (swap) { // // 1 x 1 pivot block. // case true: { BLAS1Z.zswap(imax, ref ap, 1, ref ap, 1, xIndex: +im, yIndex: +ik); imj = ik + imax; for (jj = imax; jj <= k; jj++) { j = k + imax - jj; jk = ik + j; t = ap[jk - 1]; ap[jk - 1] = ap[imj - 1]; ap[imj - 1] = t; imj -= j - 1; } break; } } // // Perform the elimination. // ij = ik - (k - 1); for (jj = 1; jj <= km1; jj++) { j = k - jj; jk = ik + j; mulk = -ap[jk - 1] / ap[kk - 1]; t = mulk; BLAS1Z.zaxpy(j, t, ap, 1, ref ap, 1, xIndex: +ik, yIndex: +ij); ap[jk - 1] = mulk; ij -= j - 1; } ipvt[k - 1] = swap switch { // // Set the pivot array. // true => imax, _ => k }; } // // 2 x 2 pivot block. // else { int km1k = ik + k - 1; int ikm1 = ik - (k - 1); int jkm1; switch (swap) { case true: { BLAS1Z.zswap(imax, ref ap, 1, ref ap, 1, xIndex: +im, yIndex: +ikm1); imj = ikm1 + imax; for (jj = imax; jj <= km1; jj++) { j = km1 + imax - jj; jkm1 = ikm1 + j; t = ap[jkm1 - 1]; ap[jkm1 - 1] = ap[imj - 1]; ap[imj - 1] = t; imj -= j - 1; } t = ap[km1k - 1]; ap[km1k - 1] = ap[imk - 1]; ap[imk - 1] = t; break; } } // // Perform the elimination. // int km2 = k - 2; if (km2 != 0) { Complex ak = ap[kk - 1] / ap[km1k - 1]; int km1km1 = ikm1 + k - 1; Complex akm1 = ap[km1km1 - 1] / ap[km1k - 1]; Complex denom = new Complex(1.0, 0.0) - ak * akm1; ij = ik - (k - 1) - (k - 2); for (jj = 1; jj <= km2; jj++) { j = km1 - jj; jk = ik + j; Complex bk = ap[jk - 1] / ap[km1k - 1]; jkm1 = ikm1 + j; Complex bkm1 = ap[jkm1 - 1] / ap[km1k - 1]; mulk = (akm1 * bk - bkm1) / denom; Complex mulkm1 = (ak * bkm1 - bk) / denom; t = mulk; BLAS1Z.zaxpy(j, t, ap, 1, ref ap, 1, xIndex: +ik, yIndex: +ij); t = mulkm1; BLAS1Z.zaxpy(j, t, ap, 1, ref ap, 1, xIndex: +ikm1, yIndex: +ij); ap[jk - 1] = mulk; ap[jkm1 - 1] = mulkm1; ij -= j - 1; } } ipvt[k - 1] = swap switch { // // Set the pivot array. // true => - imax, _ => 1 - k }; ipvt[k - 2] = ipvt[k - 1]; } ik -= k - 1; switch (kstep) { case 2: ik -= k - 2; break; } k -= kstep; } return(info); } }
public static void zpodi(ref Complex[] a, int lda, int n, ref double[] det, int job) //****************************************************************************80 // // Purpose: // // ZPODI: determinant, inverse of a complex hermitian positive definite matrix. // // Discussion: // // The matrix is assumed to have been factored by ZPOCO, ZPOFA or ZQRDC. // // A division by zero will occur if the input factor contains // a zero on the diagonal and the inverse is requested. // It will not occur if the subroutines are called correctly // and if ZPOCO or ZPOFA has set INFO == 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex A[LDA*N]; on input, the output A from ZPOCO or // ZPOFA, or the output X from ZQRDC. On output, if ZPOCO or ZPOFA was // used to factor A, then ZPODI produces the upper half of inverse(A). // If ZQRDC was used to decompose X, then ZPODI produces the upper half // of inverse(hermitian(X)*X) where hermitian(X) is the conjugate transpose. // Elements of A below the diagonal are unchanged. // If the units digit of JOB is zero, A is unchanged. // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Output, double DET[2], if requested, the determinant of A or of // hermitian(X)*X. Determinant = DET(1) * 10.0**DET(2) with // 1.0 <= abs ( DET(1) ) < 10.0 or DET(1) = 0.0. // // Input, int JOB. // 11, both determinant and inverse. // 01, inverse only. // 10, determinant only. // { // // Compute determinant // if (job / 10 != 0) { det[0] = 1.0; det[1] = 0.0; int i; for (i = 0; i < n; i++) { det[0] = det[0] * a[i + i * lda].Real * a[i + i * lda].Real; if (det[0] == 0.0) { break; } while (det[0] < 1.0) { det[0] *= 10.0; det[1] -= 1.0; } while (10.0 <= det[0]) { det[0] /= 10.0; det[1] += 1.0; } } } // // Compute inverse(R). // if (job % 10 == 0) { return; } int j; int k; Complex t; for (k = 1; k <= n; k++) { a[k - 1 + (k - 1) * lda] = new Complex(1.0, 0.0) / a[k - 1 + (k - 1) * lda]; t = -a[k - 1 + (k - 1) * lda]; BLAS1Z.zscal(k - 1, t, ref a, 1, index: +0 + (k - 1) * lda); for (j = k + 1; j <= n; j++) { t = a[k - 1 + (j - 1) * lda]; a[k - 1 + (j - 1) * lda] = new Complex(0.0, 0.0); BLAS1Z.zaxpy(k, t, a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (j - 1) * lda); } } // // Form inverse(R) * hermitian(inverse(R)). // for (j = 1; j <= n; j++) { for (k = 1; k <= j - 1; k++) { t = Complex.Conjugate(a[k - 1 + (j - 1) * lda]); BLAS1Z.zaxpy(k, t, a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + (k - 1) * lda); } t = Complex.Conjugate(a[j - 1 + (j - 1) * lda]); BLAS1Z.zscal(j, t, ref a, 1, index: +0 + (j - 1) * lda); } }
public static double zgeco(ref Complex[] a, int lda, int n, ref int[] ipvt) //****************************************************************************80 // // Purpose: // // ZGECO factors a complex matrix and estimates its condition. // // Discussion: // // If RCOND is not needed, ZGEFA is slightly faster. // // To solve A*X = B, follow ZGECO by ZGESL. // // To compute inverse(A)*C, follow ZGECO by ZGESL. // // To compute determinant(A), follow ZGECO by ZGEDI. // // To compute inverse(A), follow ZGECO by ZGEDI. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex A[LDA*N], on input, the matrix to be // factored. On output, an upper triangular matrix and the multipliers // used to obtain it. The factorization can be written A = L*U where // L is a product of permutation and unit lower triangular matrices // and U is upper triangular. // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Output, int IPVT[N], the pivot indices. // // Output, double SGECO, an estimate of the reciprocal condition of A. // For the system A*X = B, relative perturbations in A and B of size // EPSILON may cause relative perturbations in X of size (EPSILON/RCOND). // If RCOND is so small that the logical expression // 1.0 + RCOND == 1.0 // is true, then A may be singular to working precision. In particular, // RCOND is zero if exact singularity is detected or the estimate // underflows. // // Local Parameters: // // Workspace, Complex Z[N], a work vector whose contents are usually // unimportant. If A is close to a singular matrix, then Z is // an approximate null vector in the sense that // norm ( A * Z ) = RCOND * norm ( A ) * norm ( Z ). // { int i; int j; int k; int l; double rcond; double s; Complex t; Complex[] z = new Complex [n]; // // Compute the 1-norm of A. // double anorm = 0.0; for (j = 0; j < n; j++) { anorm = Math.Max(anorm, BLAS1Z.dzasum(n, a, 1, index: +0 + j * lda)); } // // Factor. // ZGEFA.zgefa(ref a, lda, n, ref ipvt); // // RCOND = 1/(norm(A)*(estimate of norm(inverse(A)))). // // Estimate = norm(Z)/norm(Y) where A*Z = Y and hermitian(A)*Y = E. // // Hermitian(A) is the Complex.Conjugateugate transpose of A. // // The components of E are chosen to cause maximum local // growth in the elements of W where hermitian(U)*W = E. // // The vectors are frequently rescaled to avoid overflow. // // Solve hermitian(U)*W = E. // Complex ek = new(1.0, 0.0); for (i = 0; i < n; i++) { z[i] = new Complex(0.0, 0.0); } for (k = 1; k <= n; k++) { if (typeMethods.zabs1(z[k - 1]) != 0.0) { ek = typeMethods.zsign1(ek, -z[k - 1]); } if (typeMethods.zabs1(a[k - 1 + (k - 1) * lda]) < typeMethods.zabs1(ek - z[k - 1])) { s = typeMethods.zabs1(a[k - 1 + (k - 1) * lda]) / typeMethods.zabs1(ek - z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ek = new Complex(s, 0.0) * ek; } Complex wk = ek - z[k - 1]; Complex wkm = -ek - z[k - 1]; s = typeMethods.zabs1(wk); double sm = typeMethods.zabs1(wkm); if (typeMethods.zabs1(a[k - 1 + (k - 1) * lda]) != 0.0) { wk /= Complex.Conjugate(a[k - 1 + (k - 1) * lda]); wkm /= Complex.Conjugate(a[k - 1 + (k - 1) * lda]); } else { wk = new Complex(1.0, 0.0); wkm = new Complex(1.0, 0.0); } for (j = k + 1; j <= n; j++) { sm += typeMethods.zabs1(z[j - 1] + wkm * Complex.Conjugate(a[k - 1 + (j - 1) * lda])); z[j - 1] += wk * Complex.Conjugate(a[k - 1 + (j - 1) * lda]); s += typeMethods.zabs1(z[j - 1]); } if (s < sm) { t = wkm - wk; wk = wkm; for (j = k + 1; j <= n; j++) { z[j - 1] += t * Complex.Conjugate(a[k - 1 + (j - 1) * lda]); } } z[k - 1] = wk; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); // // Solve hermitian(L) * Y = W. // for (k = n; 1 <= k; k--) { if (k < n) { z[k - 1] += BLAS1Z.zdotc(n - k, a, 1, z, 1, xIndex: +k + (k - 1) * lda, yIndex: +k); } if (1.0 < typeMethods.zabs1(z[k - 1])) { s = 1.0 / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); } l = ipvt[k - 1]; t = z[l - 1]; z[l - 1] = z[k - 1]; z[k - 1] = t; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); double ynorm = 1.0; // // Solve L * V = Y. // for (k = 1; k <= n; k++) { l = ipvt[k - 1]; t = z[l - 1]; z[l - 1] = z[k - 1]; z[k - 1] = t; if (k < n) { BLAS1Z.zaxpy(n - k, t, a, 1, ref z, 1, xIndex: +k + (k - 1) * lda, yIndex: +k); } if (!(1.0 < typeMethods.zabs1(z[k - 1]))) { continue; } s = 1.0 / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; // // Solve U * Z = V. // for (k = n; 1 <= k; k--) { if (typeMethods.zabs1(a[k - 1 + (k - 1) * lda]) < typeMethods.zabs1(z[k - 1])) { s = typeMethods.zabs1(a[k - 1 + (k - 1) * lda]) / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } if (typeMethods.zabs1(a[k - 1 + (k - 1) * lda]) != 0.0) { z[k - 1] /= a[k - 1 + (k - 1) * lda]; } else { z[k - 1] = new Complex(1.0, 0.0); } t = -z[k - 1]; BLAS1Z.zaxpy(k - 1, t, a, 1, ref z, 1, xIndex: +0 + (k - 1) * lda); } // // Make ZNORM = 1. // s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; if (anorm != 0.0) { rcond = ynorm / anorm; } else { rcond = 0.0; } return(rcond); }
public static int zchdc(ref Complex[] a, int lda, int p, ref int[] ipvt, int job) //****************************************************************************80 // // Purpose: // // ZCHDC: Cholesky decomposition of a Hermitian positive definite matrix. // // Discussion: // // A pivoting option allows the user to estimate the condition of a // Hermitian positive definite matrix or determine the rank of a // Hermitian positive semidefinite matrix. // // For Hermitian positive definite matrices, INFO = P is the normal return. // // For pivoting with Hermitian positive semidefinite matrices, INFO will // in general be less than P. However, INFO may be greater than // the rank of A, since rounding error can cause an otherwise zero // element to be positive. Indefinite systems will always cause // INFO to be less than P. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, complex <double> A[LDA*P]. On input, A contains the matrix // whose decomposition is to be computed. Only the upper half of A // need be stored. The lower part of the array A is not referenced. // On output, A contains in its upper half the Cholesky factor // of the matrix A as it has been permuted by pivoting. // // Input, int LDA, the leading dimension of A. // // Input, int P, the order of the matrix. // // Input/output, int IPVT[P]. IPVT is not referenced if JOB == 0. // On input, IPVT contains integers that control the selection of the // pivot elements, if pivoting has been requested. Each diagonal element // A(K,K) is placed in one of three classes according to the input // value of IPVT(K): // IPVT(K) > 0, X(K) is an initial element. // IPVT(K) == 0, X(K) is a free element. // IPVT(K) < 0, X(K) is a final element. // Before the decomposition is computed, initial elements are moved by // symmetric row and column interchanges to the beginning of the array A // and final elements to the end. Both initial and final elements // are frozen in place during the computation and only free elements // are moved. At the K-th stage of the reduction, if A(K,K) is occupied // by a free element, it is interchanged with the largest free element // A(L,L) with K <= L. // On output, IPVT(K) contains the index of the diagonal element // of A that was moved into the J-th position, if pivoting was requested. // // Input, int JOB, specifies whether column pivoting is to be done. // 0, no pivoting is done. // nonzero, pivoting is done. // // Output, int ZCHDC, contains the index of the last positive // diagonal element of the Cholesky factor. // { int i_temp; int j; int k; Complex temp; int pl = 1; int pu = 0; int info = p; Complex[] work = new Complex[p]; if (job != 0) { // // Pivoting has been requested. Rearrange the elements according to IPVT. // for (k = 1; k <= p; k++) { bool swapk = 0 < ipvt[k - 1]; bool negk = ipvt[k - 1] < 0; ipvt[k - 1] = negk switch { true => - k, _ => k }; switch (swapk) { case true: { if (k != pl) { BLAS1Z.zswap(pl - 1, ref a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (pl - 1) * lda); temp = a[k - 1 + (k - 1) * lda]; a[k - 1 + (k - 1) * lda] = a[pl - 1 + (pl - 1) * lda]; a[pl - 1 + (pl - 1) * lda] = temp; a[pl - 1 + (k - 1) * lda] = Complex.Conjugate(a[pl - 1 + (k - 1) * lda]); int plp1 = pl + 1; for (j = plp1; j <= p; j++) { if (j < k) { temp = Complex.Conjugate(a[pl - 1 + (j - 1) * lda]); a[pl - 1 + (j - 1) * lda] = Complex.Conjugate(a[j - 1 + (k - 1) * lda]); a[j - 1 + (k - 1) * lda] = temp; } else if (j != k) { temp = a[pl - 1 + (j - 1) * lda]; a[pl - 1 + (j - 1) * lda] = a[k - 1 + (j - 1) * lda]; a[k - 1 + (j - 1) * lda] = temp; } } ipvt[k - 1] = ipvt[pl - 1]; ipvt[pl - 1] = k; } pl += 1; break; } } } pu = p; int kb; for (kb = pl; kb <= p; kb++) { k = p - kb + pl; switch (ipvt[k - 1]) { case < 0: { ipvt[k - 1] = -ipvt[k - 1]; if (pu != k) { BLAS1Z.zswap(k - 1, ref a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (pu - 1) * lda); temp = a[k - 1 + (k - 1) * lda]; a[k - 1 + (k - 1) * lda] = a[pu - 1 + (pu - 1) * lda]; a[pu - 1 + (pu - 1) * lda] = temp; a[k - 1 + (pu - 1) * lda] = Complex.Conjugate(a[k - 1 + (pu - 1) * lda]); for (j = k + 1; j <= p; j++) { if (j < pu) { temp = Complex.Conjugate(a[k - 1 + (j - 1) * lda]); a[k - 1 + (j - 1) * lda] = Complex.Conjugate(a[j - 1 + (pu - 1) * lda]); a[j - 1 + (pu - 1) * lda] = temp; } else if (j != pu) { temp = a[k - 1 + (j - 1) * lda]; a[k - 1 + (j - 1) * lda] = a[pu - 1 + (j - 1) * lda]; a[pu - 1 + (j - 1) * lda] = temp; } } i_temp = ipvt[k - 1]; ipvt[k - 1] = ipvt[pu - 1]; ipvt[pu - 1] = i_temp; } pu -= 1; break; } } } } for (k = 1; k <= p; k++) { // // Reduction loop. // double maxdia = a[k - 1 + (k - 1) * lda].Real; int maxl = k; // // Determine the pivot element. // if (pl <= k && k < pu) { int l; for (l = k + 1; l <= pu; l++) { if (!(maxdia < a[l - 1 + (l - 1) * lda].Real)) { continue; } maxdia = a[l - 1 + (l - 1) * lda].Real; maxl = l; } } switch (maxdia) { // // Quit if the pivot element is not positive. // case <= 0.0: info = k - 1; return(info); } // // Start the pivoting and update IPVT. // if (k != maxl) { BLAS1Z.zswap(k - 1, ref a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (maxl - 1) * lda); a[maxl - 1 + (maxl - 1) * lda] = a[k - 1 + (k - 1) * lda]; a[k - 1 + (k - 1) * lda] = new Complex(maxdia, 0.0); i_temp = ipvt[maxl - 1]; ipvt[maxl - 1] = ipvt[k - 1]; ipvt[k - 1] = i_temp; a[k - 1 + (maxl - 1) * lda] = Complex.Conjugate(a[k - 1 + (maxl - 1) * lda]); } // // Reduction step. Pivoting is contained across the rows. // work[k - 1] = new Complex(Math.Sqrt(a[k - 1 + (k - 1) * lda].Real), 0.0); a[k - 1 + (k - 1) * lda] = work[k - 1]; for (j = k + 1; j <= p; j++) { if (k != maxl) { if (j < maxl) { temp = Complex.Conjugate(a[k - 1 + (j - 1) * lda]); a[k - 1 + (j - 1) * lda] = Complex.Conjugate(a[j - 1 + (maxl - 1) * lda]); a[j - 1 + (maxl - 1) * lda] = temp; } else if (j != maxl) { temp = a[k - 1 + (j - 1) * lda]; a[k - 1 + (j - 1) * lda] = a[maxl - 1 + (j - 1) * lda]; a[maxl - 1 + (j - 1) * lda] = temp; } } a[k - 1 + (j - 1) * lda] /= work[k - 1]; work[j - 1] = Complex.Conjugate(a[k - 1 + (j - 1) * lda]); temp = -a[k - 1 + (j - 1) * lda]; BLAS1Z.zaxpy(j - k, temp, work, 1, ref a, 1, xIndex: +k, yIndex: +k + (j - 1) * lda); } } return(info); } }
public static double zppco(ref Complex[] ap, int n, ref int info) //****************************************************************************80 // // Purpose: // // ZPPCO factors a complex <double> hermitian positive definite matrix. // // Discussion: // // The routine also estimates the condition of the matrix. // // The matrix is stored in packed form. // // If RCOND is not needed, ZPPFA is slightly faster. // // To solve A*X = B, follow ZPPCO by ZPPSL. // // To compute inverse(A)*C, follow ZPPCO by ZPPSL. // // To compute determinant(A), follow ZPPCO by ZPPDI. // // To compute inverse(A), follow ZPPCO by ZPPDI. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, complex <double> AP[N*(N+1)/2]; on input, the packed form of a // hermitian matrix. The columns of the upper triangle are stored // sequentially in a one-dimensional array. On output, an upper // triangular matrix R, stored in packed form, so that A = hermitian(R) * R. // If INFO != 0 , the factorization is not complete. // // Input, int N, the order of the matrix. // // Output, double ZPPCO, an estimate of RCOND, the reciprocal condition of // the matrix. For the system A*X = B, relative perturbations in A and B // of size EPSILON may cause relative perturbations in X of size // (EPSILON/RCOND). If RCOND is so small that the logical expression // 1.0 + RCOND == 1.0 // is true, then A may be singular to working precision. In particular, // RCOND is zero if exact singularity is detected or the estimate underflows. // // Output, int *INFO. // 0, for normal return. // K, signals an error condition. The leading minor of order K is not // positive definite. // // Local Parameters: // // Local, complex <double> Z[N], a work vector whose contents are usually // unimportant. If A is close to a singular matrix, then Z is an // approximate null vector in the sense that // norm(A*Z) = RCOND * norm(A) * norm(Z). // { int j; int k; double rcond; double s; Complex t; // // Find norm of A. // Complex[] z = new Complex [n]; int j1 = 1; for (j = 1; j <= n; j++) { z[j - 1] = new Complex(BLAS1Z.dzasum(j, ap, 1, index: +j1 - 1), 0.0); int ij = j1; j1 += j; int i; for (i = 1; i <= j - 1; i++) { z[i - 1] = new Complex(z[i - 1].Real + typeMethods.zabs1(ap[ij - 1]), 0.0); ij += 1; } } double anorm = 0.0; for (j = 0; j < n; j++) { anorm = Math.Max(anorm, z[j].Real); } // // Factor. // info = ZPPFA.zppfa(ref ap, n); if (info != 0) { rcond = 0.0; return(rcond); } // // RCOND = 1/(norm(A)*(estimate of norm(inverse(A)))). // // Estimate = norm(Z)/norm(Y) where A*Z = Y and A*Y = E. // // The components of E are chosen to cause maximum local // growth in the elements of W where hermitian(R)*W = E. // // The vectors are frequently rescaled to avoid overflow. // // Solve hermitian(R)*W = E. // Complex ek = new(1.0, 0.0); for (j = 0; j < n; j++) { z[j] = new Complex(0.0, 0.0); } int kk = 0; for (k = 1; k <= n; k++) { kk += k; if (typeMethods.zabs1(z[k - 1]) != 0.0) { ek = typeMethods.zsign1(ek, -z[k - 1]); } if (ap[kk - 1].Real < typeMethods.zabs1(ek - z[k - 1])) { s = ap[kk - 1].Real / typeMethods.zabs1(ek - z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ek = new Complex(s, 0.0) * ek; } Complex wk = ek - z[k - 1]; Complex wkm = -ek - z[k - 1]; s = typeMethods.zabs1(wk); double sm = typeMethods.zabs1(wkm); wk /= ap[kk - 1]; wkm /= ap[kk - 1]; int kj = kk + k; if (k + 1 <= n) { for (j = k + 1; j <= n; j++) { sm += typeMethods.zabs1(z[j - 1] + wkm * Complex.Conjugate(ap[kj - 1])); z[j - 1] += wk * Complex.Conjugate(ap[kj - 1]); s += typeMethods.zabs1(z[j - 1]); kj += j; } if (s < sm) { t = wkm - wk; wk = wkm; kj = kk + k; for (j = k + 1; j <= n; j++) { z[j - 1] += t * Complex.Conjugate(ap[kj - 1]); kj += j; } } } z[k - 1] = wk; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); // // Solve R * Y = W. // for (k = n; 1 <= k; k--) { if (ap[kk - 1].Real < typeMethods.zabs1(z[k - 1])) { s = ap[kk - 1].Real / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); } z[k - 1] /= ap[kk - 1]; kk -= k; t = -z[k - 1]; BLAS1Z.zaxpy(k - 1, t, ap, 1, ref z, 1, xIndex: +kk); } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); double ynorm = 1.0; // // Solve hermitian(R) * V = Y. // for (k = 1; k <= n; k++) { z[k - 1] -= BLAS1Z.zdotc(k - 1, ap, 1, z, 1, xIndex: +kk); kk += k; if (ap[kk - 1].Real < typeMethods.zabs1(z[k - 1])) { s = ap[kk - 1].Real / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } z[k - 1] /= ap[kk - 1]; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; // // Solve R * Z = V. // for (k = n; 1 <= k; k--) { if (ap[kk - 1].Real < typeMethods.zabs1(z[k - 1])) { s = ap[kk - 1].Real / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } z[k - 1] /= ap[kk - 1]; kk -= k; t = -z[k - 1]; BLAS1Z.zaxpy(k - 1, t, ap, 1, ref z, 1, xIndex: +kk); } // // Make ZNORM = 1. // s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; if (anorm != 0.0) { rcond = ynorm / anorm; } else { rcond = 0.0; } return(rcond); }
public static double zgbco(ref Complex[] abd, int lda, int n, int ml, int mu, ref int[] ipvt) //****************************************************************************80 // // Purpose: // // ZGBCO factors a complex band matrix and estimates its condition. // // Discussion: // // If RCOND is not needed, ZGBFA is slightly faster. // // To solve A*X = B, follow ZGBCO by ZGBSL. // // To compute inverse(A)*C, follow ZGBCO by ZGBSL. // // To compute determinant(A), follow ZGBCO by ZGBDI. // // Band storage: // // If A is a band matrix, the following program segment // will set up the input. // // ml = (band width below the diagonal) // mu = (band width above the diagonal) // m = ml + mu + 1 // do j = 1, n // i1 = max ( 1, j - mu ) // i2 = min ( n, j + ml ) // do i = i1, i2 // k = i - j + m // abd(k,j) = a(i,j) // } // } // // This uses rows ML+1 through 2*ML+MU+1 of ABD. // In addition, the first ML rows in ABD are used for // elements generated during the triangularization. // The total number of rows needed in ABD is 2*ML+MU+1. // The ML+MU by ML+MU upper left triangle and the // ML by ML lower right triangle are not referenced. // // Example: // // If the original matrix A is // // 11 12 13 0 0 0 // 21 22 23 24 0 0 // 0 32 33 34 35 0 // 0 0 43 44 45 46 // 0 0 0 54 55 56 // 0 0 0 0 65 66 // // Then N = 6, ML = 1, MU = 2, 5 <= LDA and ABD should contain // // * * * + + + // * * 13 24 35 46 // * 12 23 34 45 56 // 11 22 33 44 55 66 // 21 32 43 54 65 * // // * = not used, // + = used for pivoting. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex ABD[LDA*N], on input, contains the matrix in // band storage. The columns of the matrix are stored in the columns // of ABD and the diagonals of the matrix are stored in rows ML+1 // through 2*ML+MU+1 of ABD. On output, an upper triangular matrix // in band storage and the multipliers which were used to obtain it. // The factorization can be written A = L*U where L is a product of // permutation and unit lower triangular matrices and U is upper triangular. // // Input, int LDA, the leading dimension of ABD. // LDA must be at least 2*ML+MU+1. // // Input, int N, the order of the matrix. // // Input, int ML, the number of diagonals below the main diagonal. // 0 <= ML < N. // // Input, int MU, the number of diagonals above the main diagonal. // 0 <= MU < N. // More efficient if ML <= MU. // // Output, int IPVT[N], the pivot indices. // // Output, double ZGBCO, an estimate of the reciprocal condition RCOND of A. // For the system A*X = B, relative perturbations in A and B of size // epsilon may cause relative perturbations in X of size (EPSILON/RCOND). // If RCOND is so small that the logical expression // 1.0 + RCOND == 1.0 // is true, then A may be singular to working precision. In particular, // RCOND is zero if exact singularity is detected or the estimate // underflows. // // Local Parameters: // // Workspace, Complex Z[N], a work vector whose contents are usually // unimportant. If A is close to a singular matrix, then Z is an // approximate null vector in the sense that // norm ( A * Z ) = RCOND * norm ( A ) * norm ( Z ). // { int j; int k; int lm; double rcond; double s; Complex t; Complex[] z = new Complex [n]; // // Compute 1-norm of A. // double anorm = 0.0; int l = ml + 1; int is_ = l + mu; for (j = 1; j <= n; j++) { anorm = Math.Max(anorm, BLAS1Z.dzasum(l, abd, 1, index: +is_ - 1 + (j - 1) * lda)); if (ml + 1 < is_) { is_ -= 1; } if (j <= mu) { l += 1; } if (n - ml <= j) { l -= 1; } } // // Factor // ZGBFA.zgbfa(ref abd, lda, n, ml, mu, ref ipvt); // // RCOND = 1/(norm(A)*(estimate of norm(inverse(A)))). // // Estimate = norm(Z)/norm(Y) where A*Z = Y and hermitian(A)*Y = E. // // Hermitian(A) is the Complex.Conjugateugate transpose of A. // // The components of E are chosen to cause maximum local // growth in the elements of W where hermitian(U)*W = E. // // The vectors are frequently rescaled to avoid overflow. // // Solve hermitian(U) * W = E. // Complex ek = new(1.0, 0.0); for (j = 1; j <= n; j++) { z[j - 1] = new Complex(0.0, 0.0); } int m = ml + mu + 1; int ju = 0; for (k = 1; k <= n; k++) { if (typeMethods.zabs1(z[k - 1]) != 0.0) { ek = typeMethods.zsign1(ek, -z[k - 1]); } if (typeMethods.zabs1(abd[m - 1 + (k - 1) * lda]) < typeMethods.zabs1(ek - z[k - 1])) { s = typeMethods.zabs1(abd[m - 1 + (k - 1) * lda]) / typeMethods.zabs1(ek - z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ek = new Complex(s, 0.0) * ek; } Complex wk = ek - z[k - 1]; Complex wkm = -ek - z[k - 1]; s = typeMethods.zabs1(wk); double sm = typeMethods.zabs1(wkm); if (typeMethods.zabs1(abd[m - 1 + (k - 1) * lda]) != 0.0) { wk /= Complex.Conjugate(abd[m - 1 + (k - 1) * lda]); wkm /= Complex.Conjugate(abd[m - 1 + (k - 1) * lda]); } else { wk = new Complex(1.0, 0.0); wkm = new Complex(1.0, 0.0); } ju = Math.Min(Math.Max(ju, mu + ipvt[k - 1]), n); int mm = m; if (k + 1 <= ju) { for (j = k + 1; j <= ju; j++) { mm -= 1; sm += typeMethods.zabs1(z[j - 1] + wkm * Complex.Conjugate(abd[mm - 1 + (j - 1) * lda])); z[j - 1] += wk * Complex.Conjugate(abd[mm - 1 + (j - 1) * lda]); s += typeMethods.zabs1(z[j - 1]); } if (s < sm) { t = wkm - wk; wk = wkm; mm = m; for (j = k + 1; j <= ju; j++) { mm -= 1; z[j - 1] += t * Complex.Conjugate(abd[mm - 1 + (j - 1) * lda]); } } } z[k - 1] = wk; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); // // Solve hermitian(L) * Y = W. // for (k = n; 1 <= k; k--) { lm = Math.Min(ml, n - k); if (k < n) { z[k - 1] += BLAS1Z.zdotc(lm, abd, 1, z, 1, xIndex: +m + (k - 1) * lda, yIndex: +k); } if (1.0 < typeMethods.zabs1(z[k - 1])) { s = 1.0 / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); } l = ipvt[k - 1]; t = z[l - 1]; z[l - 1] = z[k - 1]; z[k - 1] = t; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); double ynorm = 1.0; // // Solve L * V = Y. // for (k = 1; k <= n; k++) { l = ipvt[k - 1]; t = z[l - 1]; z[l - 1] = z[k - 1]; z[k - 1] = t; lm = Math.Min(ml, n - k); if (k < n) { BLAS1Z.zaxpy(lm, t, abd, 1, ref z, 1, xIndex: +m + (k - 1) * lda, yIndex: +k); } if (!(1.0 < typeMethods.zabs1(z[k - 1]))) { continue; } s = 1.0 / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; // // Solve U * Z = W. // for (k = n; 1 <= k; k--) { if (typeMethods.zabs1(abd[m - 1 + (k - 1) * lda]) < typeMethods.zabs1(z[k - 1])) { s = typeMethods.zabs1(abd[m - 1 + (k - 1) * lda]) / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } if (typeMethods.zabs1(abd[m - 1 + (k - 1) * lda]) != 0.0) { z[k - 1] /= abd[m - 1 + (k - 1) * lda]; } else { z[k - 1] = new Complex(1.0, 0.0); } lm = Math.Min(k, m) - 1; int la = m - lm; int lz = k - lm; t = -z[k - 1]; BLAS1Z.zaxpy(lm, t, abd, 1, ref z, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lz - 1); } // // Make ZNORM = 1. // s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; if (anorm != 0.0) { rcond = ynorm / anorm; } else { rcond = 0.0; } return(rcond); }
public static int zhifa(ref Complex[] a, int lda, int n, ref int[] ipvt) //****************************************************************************80 // // Purpose: // // ZHIFA factors a complex hermitian matrix. // // Discussion: // // ZHIFA performs the factoring by elimination with symmetric pivoting. // // To solve A*X = B, follow ZHIFA by ZHISL. // // To compute inverse(A)*C, follow ZHIFA by ZHISL. // // To compute determinant(A), follow ZHIFA by ZHIDI. // // To compute inertia(A), follow ZHIFA by ZHIDI. // // To compute inverse(A), follow ZHIFA by ZHIDI. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, complex <double> A[LDA*N]; on input, the hermitian matrix to be // factored. On output, a block diagonal matrix and the multipliers which // were used to obtain it. The factorization can be written // A = U*D*hermitian(U) where U is a product of permutation and unit upper // triangular matrices, hermitian(U) is the Complex.Conjugateugate transpose of U, and // D is block diagonal with 1 by 1 and 2 by 2 blocks. Only the diagonal // and upper triangle are used. // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Output, int IPVT[N], the pivot indices. // // Output, int ZHIFA. // 0, normal value. // K, if the K-th pivot block is singular. This is not an error condition // for this subroutine, but it does indicate that ZHISL or ZHIDI may // divide by zero if called. // { // // Initialize. // // ALPHA is used in choosing pivot block size. // double alpha = (1.0 + Math.Sqrt(17.0)) / 8.0; int info = 0; // // Main loop on K, which goes from N to 1. // int k = n; for (;;) { // // Leave the loop if K = 0 or K = 1. // if (k == 0) { break; } if (k == 1) { ipvt[0] = 1; if (typeMethods.zabs1(a[0 + 0 * lda]) == 0.0) { info = 1; } break; } // // This section of code determines the kind of // elimination to be performed. When it is completed, // KSTEP will be set to the size of the pivot block, and // SWAP will be set to .true. if an interchange is // required. // int km1 = k - 1; double absakk = typeMethods.zabs1(a[k - 1 + (k - 1) * lda]); // // Determine the largest off-diagonal element in column K. // int imax = BLAS1Z.izamax(k - 1, a, 1, index: +0 + (k - 1) * lda); double colmax = typeMethods.zabs1(a[imax - 1 + (k - 1) * lda]); int j; int kstep; bool swap; if (alpha * colmax <= absakk) { kstep = 1; swap = false; } else { // // Determine the largest off-diagonal element in row IMAX. // double rowmax = 0.0; for (j = imax + 1; j <= k; j++) { rowmax = Math.Max(rowmax, typeMethods.zabs1(a[imax - 1 + (j - 1) * lda])); } if (imax != 1) { int jmax = BLAS1Z.izamax(imax - 1, a, 1, index: +0 + (imax - 1) * lda); rowmax = Math.Max(rowmax, typeMethods.zabs1(a[jmax - 1 + (imax - 1) * lda])); } if (alpha * rowmax <= typeMethods.zabs1(a[imax - 1 + (imax - 1) * lda])) { kstep = 1; swap = true; } else if (alpha * colmax * (colmax / rowmax) <= absakk) { kstep = 1; swap = false; } else { kstep = 2; swap = imax != km1; } } switch (Math.Max(absakk, colmax)) { // // Column K is zero. Set INFO and iterate the loop. // case 0.0: ipvt[k - 1] = k; info = k; k -= kstep; continue; } int jj; Complex mulk; Complex t; if (kstep != 2) { switch (swap) { // // 1 x 1 pivot block. // case true: { BLAS1Z.zswap(imax, ref a, 1, ref a, 1, xIndex: +0 + (imax - 1) * lda, yIndex: +0 + (k - 1) * lda); for (jj = imax; jj <= k; jj++) { j = k + imax - jj; t = Complex.Conjugate(a[j - 1 + (k - 1) * lda]); a[j - 1 + (k - 1) * lda] = Complex.Conjugate(a[imax - 1 + (j - 1) * lda]); a[imax - 1 + (j - 1) * lda] = t; } break; } } // // Perform the elimination. // for (jj = 1; jj <= km1; jj++) { j = k - jj; mulk = -a[j - 1 + (k - 1) * lda] / a[k - 1 + (k - 1) * lda]; t = Complex.Conjugate(mulk); BLAS1Z.zaxpy(j, t, a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (j - 1) * lda); a[j - 1 + (j - 1) * lda] = new Complex(a[j - 1 + (j - 1) * lda].Real, 0.0); a[j - 1 + (k - 1) * lda] = mulk; } ipvt[k - 1] = swap switch { true => imax, // // Set the pivot array. // _ => k }; } else { switch (swap) { // // 2 x 2 pivot block. // case true: { BLAS1Z.zswap(imax, ref a, 1, ref a, 1, xIndex: +0 + (imax - 1) * lda, yIndex: +0 + (k - 2) * lda); for (jj = imax; jj <= km1; jj++) { j = km1 + imax - jj; t = Complex.Conjugate(a[j - 1 + (k - 2) * lda]); a[j - 1 + (k - 2) * lda] = Complex.Conjugate(a[imax - 1 + (j - 1) * lda]); a[imax - 1 + (j - 1) * lda] = t; } t = a[k - 2 + (k - 1) * lda]; a[k - 2 + (k - 1) * lda] = a[imax - 1 + (k - 1) * lda]; a[imax - 1 + (k - 1) * lda] = t; break; } } switch (k - 2) { // // Perform the elimination. // case > 0: { Complex ak = a[k - 1 + (k - 1) * lda] / a[k - 2 + (k - 1) * lda]; Complex akm1 = a[k - 2 + (k - 2) * lda] / Complex.Conjugate(a[k - 2 + (k - 1) * lda]); Complex denom = new Complex(1.0, 0.0) - ak * akm1; for (jj = 1; jj <= k - 2; jj++) { j = km1 - jj; Complex bk = a[j - 1 + (k - 1) * lda] / a[k - 2 + (k - 1) * lda]; Complex bkm1 = a[j - 1 + (k - 2) * lda] / Complex.Conjugate(a[k - 2 + (k - 1) * lda]); mulk = (akm1 * bk - bkm1) / denom; Complex mulkm1 = (ak * bkm1 - bk) / denom; t = Complex.Conjugate(mulk); BLAS1Z.zaxpy(j, t, a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (j - 1) * lda); t = Complex.Conjugate(mulkm1); BLAS1Z.zaxpy(j, t, a, 1, ref a, 1, xIndex: +0 + (k - 2) * lda, yIndex: +0 + (j - 1) * lda); a[j - 1 + (k - 1) * lda] = mulk; a[j - 1 + (k - 2) * lda] = mulkm1; a[j - 1 + (j - 1) * lda] = new Complex(a[j - 1 + (j - 1) * lda].Real, 0.0); } break; } } ipvt[k - 1] = swap switch { // // Set the pivot array. // true => - imax, _ => 1 - k }; ipvt[k - 2] = ipvt[k - 1]; } k -= kstep; } return(info); } }
public static void zgedi(ref Complex[] a, int lda, int n, int[] ipvt, ref Complex[] det, int job) //****************************************************************************80 // // Purpose: // // ZGEDI computes the determinant and inverse of a matrix. // // Discussion: // // The matrix must have been factored by ZGECO or ZGEFA. // // A division by zero will occur if the input factor contains // a zero on the diagonal and the inverse is requested. // It will not occur if the subroutines are called correctly // and if ZGECO has set 0.0 < RCOND or ZGEFA has set // INFO == 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex A[LDA*N]; on input, the factor information // from ZGECO or ZGEFA. On output, the inverse matrix, if it // was requested, // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Input, int IPVT[N], the pivot vector from ZGECO or ZGEFA. // // Output, Complex DET[2], the determinant of the original matrix, // if requested. Otherwise not referenced. // Determinant = DET(1) * 10.0**DET(2) with // 1.0 <= typeMethods.zabs1 ( DET(1) ) < 10.0 or DET(1) == 0.0. // Also, DET(2) is strictly real. // // Input, int JOB. // 11, both determinant and inverse. // 01, inverse only. // 10, determinant only. // { int i; // // Compute the determinant. // if (job / 10 != 0) { det[0] = new Complex(1.0, 0.0); det[1] = new Complex(0.0, 0.0); for (i = 1; i <= n; i++) { if (ipvt[i - 1] != i) { det[0] = -det[0]; } det[0] = a[i - 1 + (i - 1) * lda] * det[0]; if (typeMethods.zabs1(det[0]) == 0.0) { break; } while (typeMethods.zabs1(det[0]) < 1.0) { det[0] *= new Complex(10.0, 0.0); det[1] -= new Complex(1.0, 0.0); } while (10.0 <= typeMethods.zabs1(det[0])) { det[0] /= new Complex(10.0, 0.0); det[1] += new Complex(1.0, 0.0); } } } // // Compute inverse(U). // if (job % 10 == 0) { return; } Complex[] work = new Complex[n]; int j; Complex t; int k; for (k = 1; k <= n; k++) { a[k - 1 + (k - 1) * lda] = new Complex(1.0, 0.0) / a[k - 1 + (k - 1) * lda]; t = -a[k - 1 + (k - 1) * lda]; BLAS1Z.zscal(k - 1, t, ref a, 1, index: +0 + (k - 1) * lda); for (j = k + 1; j <= n; j++) { t = a[k - 1 + (j - 1) * lda]; a[k - 1 + (j - 1) * lda] = new Complex(0.0, 0.0); BLAS1Z.zaxpy(k, t, a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (j - 1) * lda); } } // // Form inverse(U) * inverse(L). // for (k = n - 1; 1 <= k; k--) { for (i = k + 1; i <= n; i++) { work[i - 1] = a[i - 1 + (k - 1) * lda]; a[i - 1 + (k - 1) * lda] = new Complex(0.0, 0.0); } for (j = k + 1; j <= n; j++) { t = work[j - 1]; BLAS1Z.zaxpy(n, t, a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + (k - 1) * lda); } int l = ipvt[k - 1]; if (l != k) { BLAS1Z.zswap(n, ref a, 1, ref a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + (l - 1) * lda); } } }
public static double ztrco(Complex[] t, int ldt, int n, int job) //****************************************************************************80 // // Purpose: // // ZTRCO estimates the condition of a complex triangular matrix. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex T[LDT*N], the triangular matrix. The zero // elements of the matrix are not referenced, and the corresponding // elements of the array can be used to store other information. // // Input, int LDT, the leading dimension of T. // // Input, int N, the order of the matrix. // // Input, int JOB, indicates if matrix is upper or lower triangular. // 0, lower triangular. // nonzero, upper triangular. // // Output, double ZTRCO, an estimate of RCOND, the reciprocal condition of T. // For the system T*X = B, relative perturbations in T and B of size // EPSILON may cause relative perturbations in X of size (EPSILON/RCOND). // If RCOND is so small that the logical expression // 1.0 + RCOND == 1.0 // is true, then T may be singular to working precision. In particular, // RCOND is zero if exact singularity is detected or the estimate // underflows. // // Local Parameters: // // Workspace, Complex Z[N], a work vector whose contents are usually // unimportant. If T is close to a singular matrix, then Z is // an approximate null vector in the sense that // norm(A*Z) = RCOND * norm(A) * norm(Z). // { int i; int i1; int j; int k; int kk; double rcond; double s; Complex w; bool lower = job == 0; // // Compute 1-norm of T // double tnorm = 0.0; for (j = 1; j <= n; j++) { int l; switch (lower) { case true: l = n + 1 - j; i1 = j; break; default: l = j; i1 = 1; break; } tnorm = Math.Max(tnorm, BLAS1Z.dzasum(l, t, 1, index: +i1 - 1 + (j - 1) * ldt)); } // // RCOND = 1/(norm(T)*(estimate of norm(inverse(T)))). // // Estimate = norm(Z)/norm(Y) where T*Z = Y and hermitian(T)*Y = E. // // Hermitian(T) is the Complex.Conjugateugate transpose of T. // // The components of E are chosen to cause maximum local // growth in the elements of Y. // // The vectors are frequently rescaled to avoid overflow. // // Solve hermitian(T)*Y = E. // Complex ek = new(1.0, 0.0); Complex[] z = new Complex[n]; for (i = 0; i < n; i++) { z[i] = new Complex(0.0, 0.0); } for (kk = 1; kk <= n; kk++) { k = lower switch { true => n + 1 - kk, _ => kk }; if (typeMethods.zabs1(z[k - 1]) != 0.0) { ek = typeMethods.zsign1(ek, -z[k - 1]); } if (typeMethods.zabs1(t[k - 1 + (k - 1) * ldt]) < typeMethods.zabs1(ek - z[k - 1])) { s = typeMethods.zabs1(t[k - 1 + (k - 1) * ldt]) / typeMethods.zabs1(ek - z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ek = new Complex(s, 0.0) * ek; } Complex wk = ek - z[k - 1]; Complex wkm = -ek - z[k - 1]; s = typeMethods.zabs1(wk); double sm = typeMethods.zabs1(wkm); if (typeMethods.zabs1(t[k - 1 + (k - 1) * ldt]) != 0.0) { wk /= Complex.Conjugate(t[k - 1 + (k - 1) * ldt]); wkm /= Complex.Conjugate(t[k - 1 + (k - 1) * ldt]); } else { wk = new Complex(1.0, 0.0); wkm = new Complex(1.0, 0.0); } if (kk != n) { int j2; int j1; switch (lower) { case true: j1 = 1; j2 = k - 1; break; default: j1 = k + 1; j2 = n; break; } for (j = j1; j <= j2; j++) { sm += typeMethods.zabs1(z[j - 1] + wkm * Complex.Conjugate(t[k - 1 + (j - 1) * ldt])); z[j - 1] += wk * Complex.Conjugate(t[k - 1 + (j - 1) * ldt]); s += typeMethods.zabs1(z[j - 1]); } if (s < sm) { w = wkm - wk; wk = wkm; for (j = j1; j <= j2; j++) { z[j - 1] += w * Complex.Conjugate(t[k - 1 + (j - 1) * ldt]); } } } z[k - 1] = wk; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); double ynorm = 1.0; // // Solve T*Z = Y. // for (kk = 1; kk <= n; kk++) { k = lower switch { true => kk, _ => n + 1 - kk }; if (typeMethods.zabs1(t[k - 1 + (k - 1) * ldt]) < typeMethods.zabs1(z[k - 1])) { s = typeMethods.zabs1(t[k - 1 + (k - 1) * ldt]) / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } if (typeMethods.zabs1(t[k - 1 + (k - 1) * ldt]) != 0.0) { z[k - 1] /= t[k - 1 + (k - 1) * ldt]; } else { z[k - 1] = new Complex(1.0, 0.0); } i1 = lower switch { true => k + 1, _ => 1 }; if (kk >= n) { continue; } w = -z[k - 1]; BLAS1Z.zaxpy(n - kk, w, t, 1, ref z, 1, xIndex: +i1 - 1 + (k - 1) * ldt, yIndex: +i1 - 1); } // // Make ZNORM = 1. // s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; if (tnorm != 0.0) { rcond = ynorm / tnorm; } else { rcond = 0.0; } return(rcond); } }
public static int ztrdi(ref Complex[] t, int ldt, int n, ref Complex[] det, int job) //****************************************************************************80 // // Purpose: // // ZTRDI computes the determinant and inverse of a complex triangular matrix. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex T[LDT*N], the triangular matrix. The zero // elements of the matrix are not referenced, and the corresponding // elements of the array can be used to store other information. // On output, if an inverse was requested, then T has been overwritten // by its inverse. // // Input, int LDT, the leading dimension of T. // // Input, int N, the order of the matrix. // // Input, int JOB. // 010, no determinant, inverse, matrix is lower triangular. // 011, no determinant, inverse, matrix is upper triangular. // 100, determinant, no inverse. // 110, determinant, inverse, matrix is lower triangular. // 111, determinant, inverse, matrix is upper triangular. // // Output, Complex DET[2], the determinant of the original matrix, // if requested. Otherwise not referenced. // Determinant = DET(1) * 10.0**DET(2) with 1.0 <= typeMethods.zabs1 ( DET(1) ) < 10.0 // or DET(1) == 0.0. Also, DET(2) is strictly real. // // Output, int ZTRDI. // 0, an inverse was requested and the matrix is nonsingular. // K, an inverse was requested, but the K-th diagonal element // of T is zero. // { int info = 0; if (job / 100 != 0) { det[0] = new Complex(1.0, 0.0); det[1] = new Complex(0.0, 0.0); int i; for (i = 0; i < n; i++) { det[0] *= t[i + i * ldt]; if (typeMethods.zabs1(det[0]) == 0.0) { break; } while (typeMethods.zabs1(det[0]) < 1.0) { det[0] *= new Complex(10.0, 0.0); det[1] -= new Complex(1.0, 0.0); } while (10.0 <= typeMethods.zabs1(det[0])) { det[0] /= new Complex(10.0, 0.0); det[1] += new Complex(1.0, 0.0); } } } // // Compute inverse of upper triangular matrix. // if (job / 10 % 10 == 0) { return(info); } Complex temp; int j; int k; if (job % 10 != 0) { info = 0; for (k = 0; k < n; k++) { if (typeMethods.zabs1(t[k + k * ldt]) == 0.0) { info = k + 1; break; } t[k + k * ldt] = new Complex(1.0, 0.0) / t[k + k * ldt]; temp = -t[k + k * ldt]; BLAS1Z.zscal(k, temp, ref t, 1, index: +0 + k * ldt); for (j = k + 1; j < n; j++) { temp = t[k + j * ldt]; t[k + j * ldt] = new Complex(0.0, 0.0); BLAS1Z.zaxpy(k + 1, temp, t, 1, ref t, 1, xIndex: +0 + k * ldt, yIndex: +0 + j * ldt); } } } // // Compute inverse of lower triangular matrix. // else { info = 0; for (k = n - 1; 0 <= k; k--) { if (typeMethods.zabs1(t[k + k * ldt]) == 0.0) { info = k + 1; break; } t[k + k * ldt] = new Complex(1.0, 0.0) / t[k + k * ldt]; if (k != n - 1) { temp = -t[k + k * ldt]; BLAS1Z.zscal(n - k - 1, temp, ref t, 1, index: +k + 1 + k * ldt); } for (j = 0; j < k; j++) { temp = t[k + j * ldt]; t[k + j * ldt] = new Complex(0.0, 0.0); BLAS1Z.zaxpy(n - k, temp, t, 1, ref t, 1, xIndex: +k + k * ldt, yIndex: +k + j * ldt); } } } return(info); }
public static int ztrsl(Complex[] t, int ldt, int n, ref Complex[] b, int job) //****************************************************************************80 // // Purpose: // // ZTRSL solves triangular systems T*X=B or Hermitian(T)*X=B. // // Discussion: // // Hermitian ( T ) denotes the Complex.Conjugateugate transpose of the matrix T. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex T[LDT*N], the matrix of the system. The zero // elements of the matrix are not referenced, and the corresponding // elements of the array can be used to store other information. // // Input, int LDT, the leading dimension of T. // // Input, int N, the order of the matrix. // // Input/output, Complex B[N]. On input, the right hand side. // On output, the solution. // // Input, int JOB, specifies what kind of system is to be solved. // 00, solve T*X=B, T lower triangular, // 01, solve T*X=B, T upper triangular, // 10, solve hermitian(T)*X=B, T lower triangular, // 11, solve hermitian(T)*X=B, T upper triangular. // // Output, int ZTRSL. // 0, the system is nonsingular. // K, the index of the first zero diagonal element of T. // { int i; int info; int j; int jj; Complex temp; // // Check for zero diagonal elements. // for (i = 0; i < n; i++) { if (typeMethods.zabs1(t[i + i * ldt]) != 0.0) { continue; } info = i + 1; return(info); } info = 0; // // Determine the task and go to it. // int kase = 1; if (job % 10 != 0) { kase = 2; } if (job % 100 / 10 != 0) { kase += 2; } switch (kase) { // // Solve T * X = B for T lower triangular. // case 1: { b[0] /= t[0 + 0 * ldt]; for (j = 2; j <= n; j++) { temp = -b[j - 2]; BLAS1Z.zaxpy(n - j + 1, temp, t, 1, ref b, 1, xIndex: +j - 1 + (j - 2) * ldt, yIndex: +j - 1); b[j - 1] /= t[j - 1 + (j - 1) * ldt]; } break; } // // Solve T * X = B for T upper triangular. // case 2: { b[n - 1] /= t[n - 1 + (n - 1) * ldt]; for (jj = 2; jj <= n; jj++) { j = n - jj + 1; temp = -b[j]; BLAS1Z.zaxpy(j, temp, t, 1, ref b, 1, xIndex: +0 + j * ldt); b[j - 1] /= t[j - 1 + (j - 1) * ldt]; } break; } // // Solve hermitian(T) * X = B for T lower triangular. // case 3: { b[n - 1] /= Complex.Conjugate(t[n - 1 + (n - 1) * ldt]); for (jj = 2; jj <= n; jj++) { j = n - jj + 1; b[j - 1] -= BLAS1Z.zdotc(jj - 1, t, 1, b, 1, xIndex: +j + (j - 1) * ldt, yIndex: +j); b[j - 1] /= Complex.Conjugate(t[j - 1 + (j - 1) * ldt]); } break; } // // Solve hermitian(T) * X = B for T upper triangular. // case 4: { b[0] /= Complex.Conjugate(t[0 + 0 * ldt]); for (j = 2; j <= n; j++) { b[j - 1] -= BLAS1Z.zdotc(j - 1, t, 1, b, 1, xIndex: +0 + (j - 1) * ldt); b[j - 1] /= Complex.Conjugate(t[j - 1 + (j - 1) * ldt]); } break; } } return(info); }
public static void zppsl(Complex[] ap, int n, ref Complex[] b) //****************************************************************************80 // // Purpose: // // ZPPSL solves a complex hermitian positive definite linear system. // // Discussion: // // The matrix is assumed to have been factored by ZPPCO or ZPPFA. // // A division by zero will occur if the input factor contains // a zero on the diagonal. Technically this indicates // singularity but it is usually caused by improper subroutine // arguments. It will not occur if the subroutines are called // correctly and INFO == 0. // // To compute inverse(A) * C where C is a matrix with P columns: // // call zppco(ap,n,rcond,z,info) // // if (rcond is too small .or. info /= 0) then // error // end if // // do j = 1, p // call zppsl(ap,n,c(1,j)) // end do // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex AP[N*(N+1)/2], the output from ZPPCO or ZPPFA. // // Input, int N, the order of the matrix. // // Input/output, Complex B[N]. On input, the right hand side. // On output, the solution. // { int k; Complex t; int kk = 0; for (k = 1; k <= n; k++) { t = BLAS1Z.zdotc(k - 1, ap, 1, b, 1, xIndex: +kk); kk += k; b[k - 1] = (b[k - 1] - t) / ap[kk - 1]; } for (k = n; 1 <= k; k--) { b[k - 1] /= ap[kk - 1]; kk -= k; t = -b[k - 1]; BLAS1Z.zaxpy(k - 1, t, ap, 1, ref b, 1, xIndex: +kk); } }
public static void zpbsl(Complex[] abd, int lda, int n, int m, ref Complex[] b) //****************************************************************************80 // // Purpose: // // ZPBSL solves a complex hermitian positive definite band system. // // Discussion: // // The system matrix must have been factored by ZPBCO or ZPBFA. // // A division by zero will occur if the input factor contains // a zero on the diagonal. Technically this indicates // singularity but it is usually caused by improper subroutine // arguments. It will not occur if the subroutines are called // correctly and INFO == 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex ABD[LDA*N], the output from ZPBCO or ZPBFA. // // Input, int LDA, the leading dimension of ABD. // // Input, int N, the order of the matrix. // // Input, int M, the number of diagonals above the main diagonal. // // Input/output, Complex B[N]. On input, the right hand side. // On output, the solution. // { int k; int la; int lb; int lm; Complex t; // // Solve hermitian(R) * Y = B. // for (k = 1; k <= n; k++) { lm = Math.Min(k - 1, m); la = m + 1 - lm; lb = k - lm; t = BLAS1Z.zdotc(lm, abd, 1, b, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lb - 1); b[k - 1] = (b[k - 1] - t) / abd[m + (k - 1) * lda]; } // // Solve R * X = Y. // for (k = n; 1 <= k; k--) { lm = Math.Min(k - 1, m); la = m + 1 - lm; lb = k - lm; b[k - 1] /= abd[m + (k - 1) * lda]; t = -b[k - 1]; BLAS1Z.zaxpy(lm, t, abd, 1, ref b, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lb - 1); } }
public static int zgefa(ref Complex[] a, int lda, int n, ref int[] ipvt) //****************************************************************************80 // // Purpose: // // ZGEFA factors a complex matrix by Gaussian elimination. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex A[LDA*N]; on input, the matrix to be factored. // On output, an upper triangular matrix and the multipliers which were // used to obtain it. The factorization can be written A = L*U where // L is a product of permutation and unit lower triangular matrices and // U is upper triangular. // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Output, int IPVT[N], the pivot indices. // // Output, int ZGEFA, // 0, normal value. // K, if U(K,K) == 0.0. This is not an error condition for this // subroutine, but it does indicate that ZGESL or ZGEDI will divide by zero // if called. Use RCOND in ZGECO for a reliable indication of singularity. // { int k; // // Gaussian elimination with partial pivoting. // int info = 0; for (k = 1; k <= n - 1; k++) { // // Find L = pivot index. // int l = BLAS1Z.izamax(n - k + 1, a, 1, index: +(k - 1) + (k - 1) * lda) + k - 1; ipvt[k - 1] = l; // // Zero pivot implies this column already triangularized. // if (typeMethods.zabs1(a[l - 1 + (k - 1) * lda]) == 0.0) { info = k; continue; } // // Interchange if necessary. // Complex t; if (l != k) { t = a[l - 1 + (k - 1) * lda]; a[l - 1 + (k - 1) * lda] = a[k - 1 + (k - 1) * lda]; a[k - 1 + (k - 1) * lda] = t; } // // Compute multipliers // t = -new Complex(1.0, 0.0) / a[k - 1 + (k - 1) * lda]; BLAS1Z.zscal(n - k, t, ref a, 1, index: +k + (k - 1) * lda); // // Row elimination with column indexing // int j; for (j = k + 1; j <= n; j++) { t = a[l - 1 + (j - 1) * lda]; if (l != k) { a[l - 1 + (j - 1) * lda] = a[k - 1 + (j - 1) * lda]; a[k - 1 + (j - 1) * lda] = t; } BLAS1Z.zaxpy(n - k, t, a, 1, ref a, 1, xIndex: +k + (k - 1) * lda, yIndex: +k + (j - 1) * lda); } } ipvt[n - 1] = n; if (typeMethods.zabs1(a[n - 1 + (n - 1) * lda]) == 0.0) { info = n; } return(info); }
public static double zpbco(ref Complex[] abd, int lda, int n, int m, ref int info) //****************************************************************************80 // // Purpose: // // ZPBCO factors a Complex hermitian positive definite band matrix. // // Discussion: // // The routine also estimates the condition number of the matrix. // // If RCOND is not needed, ZPBFA is slightly faster. // // To solve A*X = B, follow ZPBCO by ZPBSL. // // To compute inverse(A)*C, follow ZPBCO by ZPBSL. // // To compute determinant(A), follow ZPBCO by ZPBDI. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex ABD[LDA*N]; on input, the matrix to be factored. // The columns of the upper triangle are stored in the columns of ABD, // and the diagonals of the upper triangle are stored in the rows of ABD. // On output, an upper triangular matrix R, stored in band form, so that // A = hermitian(R) * R. If INFO != 0, the factorization is not complete. // // Input, int LDA, the leading dimension of ABD. // LDA must be at least M+1. // // Input, int N, the order of the matrix. // // Input, int M, the number of diagonals above the main diagonal. // 0 <= M < N. // // Output, double ZPBCO, an estimate of RCOND, the reciprocal condition of // the matrix. For the system A*X = B, relative perturbations in A and B // of size EPSILON may cause relative perturbations in X of size // (EPSILON/RCOND). If RCOND is so small that the logical expression // 1.0 + RCOND == 1.0 // is true, then A may be singular to working precision. In particular, // RCOND is zero if exact singularity is detected or the estimate underflows. // // Output, int *INFO. // 0, for normal return. // K, signals an error condition. The leading minor of order K is not // positive definite. // // Local Parameter: // // Workspace, Complex Z[N], a work vector whose contents are usually // unimportant. If A is singular to working precision, then Z is // an approximate null vector in the sense that // norm ( A * Z ) = RCOND * norm ( A ) * norm ( Z ). // If INFO != 0, Z is unchanged. // { int i; int j; int k; int la; int lb; int lm; double rcond; double s; Complex t; // // Find the norm of A. // Complex[] z = new Complex [n]; for (j = 1; j <= n; j++) { int l = Math.Min(j, m + 1); int mu = Math.Max(m + 2 - j, 1); z[j - 1] = new Complex(BLAS1Z.dzasum(l, abd, 1, index: +mu - 1 + (j - 1) * lda), 0.0); k = j - l; for (i = mu; i <= m; i++) { k += 1; z[k - 1] = new Complex(z[k - 1].Real + typeMethods.zabs1(abd[i - 1 + (j - 1) * lda]), 0.0); } } double anorm = 0.0; for (j = 0; j < n; j++) { anorm = Math.Max(anorm, z[j].Real); } // // Factor. // info = ZPBFA.zpbfa(ref abd, lda, n, m); if (info != 0) { rcond = 0.0; return(rcond); } // // RCOND = 1/(norm(A)*(estimate of norm(inverse(A)))). // // Estimate = norm(Z)/norm(Y) where A*Z = Y and A*Y = E. // // The components of E are chosen to cause maximum local // growth in the elements of W where hermitian(R)*W = E. // // The vectors are frequently rescaled to avoid overflow. // // Solve hermitian(R)*W = E. // Complex ek = new(1.0, 0.0); for (i = 0; i < n; i++) { z[i] = new Complex(0.0, 0.0); } for (k = 1; k <= n; k++) { if (typeMethods.zabs1(z[k - 1]) != 0.0) { ek = typeMethods.zsign1(ek, -z[k - 1]); } if (abd[m + (k - 1) * lda].Real < typeMethods.zabs1(ek - z[k - 1])) { s = abd[m + (k - 1) * lda].Real / typeMethods.zabs1(ek - z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ek = new Complex(s, 0.0) * ek; } Complex wk = ek - z[k - 1]; Complex wkm = -ek - z[k - 1]; s = typeMethods.zabs1(wk); double sm = typeMethods.zabs1(wkm); wk /= abd[m + (k - 1) * lda]; wkm /= abd[m + (k - 1) * lda]; int j2 = Math.Min(k + m, n); i = m + 1; if (k + 1 <= j2) { for (j = k + 1; j <= j2; j++) { i -= 1; sm += typeMethods.zabs1(z[j - 1] + wkm * Complex.Conjugate(abd[i - 1 + (j - 1) * lda])); z[j - 1] += wk * Complex.Conjugate(abd[i - 1 + (j - 1) * lda]); s += typeMethods.zabs1(z[j - 1]); } if (s < sm) { t = wkm - wk; wk = wkm; i = m + 1; for (j = k + 1; j <= j2; j++) { i -= 1; z[j - 1] += t * Complex.Conjugate(abd[i - 1 + (j - 1) * lda]); } } } z[k - 1] = wk; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); // // Solve R * Y = W. // for (k = n; 1 <= k; k--) { if (abd[m + (k - 1) * lda].Real < typeMethods.zabs1(z[k - 1])) { s = abd[m + (k - 1) * lda].Real / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); } z[k - 1] /= abd[m + (k - 1) * lda]; lm = Math.Min(k - 1, m); la = m + 1 - lm; lb = k - lm; t = -z[k - 1]; BLAS1Z.zaxpy(lm, t, abd, 1, ref z, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lb - 1); } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); double ynorm = 1.0; // // Solve hermitian(R)*V = Y. // for (k = 1; k <= n; k++) { lm = Math.Min(k - 1, m); la = m + 1 - lm; lb = k - lm; z[k - 1] -= BLAS1Z.zdotc(lm, abd, 1, z, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lb - 1); if (abd[m + (k - 1) * lda].Real < typeMethods.zabs1(z[k - 1])) { s = abd[m + (k - 1) * lda].Real / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } z[k - 1] /= abd[m + (k - 1) * lda]; } s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; // // Solve R * Z = W. // for (k = n; 1 <= k; k--) { if (abd[m + (k - 1) * lda].Real < typeMethods.zabs1(z[k - 1])) { s = abd[m + (k - 1) * lda].Real / typeMethods.zabs1(z[k - 1]); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; } z[k - 1] /= abd[m + (k - 1) * lda]; lm = Math.Min(k - 1, m); la = m + 1 - lm; lb = k - lm; t = -z[k - 1]; BLAS1Z.zaxpy(lm, t, abd, 1, ref z, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lb - 1); } // // Make ZNORM = 1. // s = 1.0 / BLAS1Z.dzasum(n, z, 1); BLAS1Z.zdscal(n, s, ref z, 1); ynorm = s * ynorm; if (anorm != 0.0) { rcond = ynorm / anorm; } else { rcond = 0.0; } return(rcond); }
public static int zqrsl(Complex[] x, int ldx, int n, int k, Complex[] qraux, Complex[] y, ref Complex[] qy, ref Complex[] qty, ref Complex[] b, ref Complex[] rsd, ref Complex[] xb, int job) //****************************************************************************80 // // Purpose: // // ZQRSL solves, transforms or projects systems factored by ZQRDC. // // Discussion: // // The routine applies the output of ZQRDC to compute coordinate // transformations, projections, and least squares solutions. // // For K <= min ( N, P ), let XK be the matrix // // XK = ( X(IPVT(1)), X(IPVT(2)), ... ,X(IPVT(k)) ) // // formed from columnns IPVT(1), ... ,IPVT(K) of the original // N by P matrix X that was input to ZQRDC (if no pivoting was // done, XK consists of the first K columns of X in their // original order). ZQRDC produces a factored unitary matrix Q // and an upper triangular matrix R such that // // XK = Q * ( R ) // ( 0 ) // // This information is contained in coded form in the arrays // X and QRAUX. // // The parameters QY, QTY, B, RSD, and XB are not referenced // if their computation is not requested and in this case // can be replaced by dummy variables in the calling program. // // To save storage, the user may in some cases use the same // array for different parameters in the calling sequence. A // frequently occuring example is when one wishes to compute // any of B, RSD, or XB and does not need Y or QTY. In this // case one may identify Y, QTY, and one of B, RSD, or XB, while // providing separate arrays for anything else that is to be // computed. Thus the calling sequence // // zqrsl ( x, ldx, n, k, qraux, y, dum, y, b, y, dum, 110, info ) // // will result in the computation of B and RSD, with RSD // overwriting Y. More generally, each item in the following // list contains groups of permissible identifications for // a single callinng sequence. // // 1. ( Y, QTY, B ) ( RSD ) ( XB ) ( QY ) // 2. ( Y, QTY, RSD ) ( B ) ( XB ) ( QY ) // 3. ( Y, QTY, XB ) ( B ) ( RSD ) ( QY ) // 4. ( Y, QY ) ( QTY, B ) ( RSD ) ( XB ) // 5. ( Y, QY ) ( QTY, RSD ) ( B ) ( XB ) // 6. ( Y, QY ) ( QTY, XB ) ( B ) ( RSD ) // // In any group the value returned in the array allocated to // the group corresponds to the last member of the group. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex X[LDX*P], the output of ZQRDC. // // Input, int LDX, the leading dimension of X. // // Input, int N, the number of rows of the matrix XK, which // must have the same value as N in ZQRDC. // // Input, int K, the number of columns of the matrix XK. K must not // be greater than min ( N, P), where P is the same as in the calling // sequence to ZQRDC. // // Input, Complex QRAUX[P], the auxiliary output from ZQRDC. // // Input, Complex Y[N], a vector that is to be manipulated by ZQRSL. // // Output, Complex QY[N], contains Q*Y, if it has been requested. // // Output, Complex QTY[N], contains hermitian(Q)*Y, if it has // been requested. Here hermitian(Q) is the conjugate transpose // of the matrix Q. // // Output, Complex B[K], the solution of the least squares problem // minimize norm2 ( Y - XK * B ), // if it has been requested. If pivoting was requested in ZQRDC, // the J-th component of B will be associated with column IPVT(J) // of the original matrix X that was input into ZQRDC. // // Output, Complex RSD[N], the least squares residual Y - XK*B, // if it has been requested. RSD is also the orthogonal projection // of Y onto the orthogonal complement of the column space of XK. // // Output, Complex XB[N], the least squares approximation XK*N, // if its computation has been requested. XB is also the orthogonal // projection of Y onto the column space of X. // // Input, int JOB, specifies what is to be computed. JOB has // the decimal expansion ABCDE, meaning: // if A != 0, compute QY. // if B, D, D, or E != 0, compute QTY. // if C != 0, compute B. // if D != 0, compute RSD. // if E != 0, compute XB. // A request to compute B, RSD, or XB automatically triggers the // computation of QTY, for which an array must be provided in the // calling sequence. // // Output, int ZQRSL, the value of INFO, which is zero unless // the computation of B has been requested and R is exactly singular. // In this case, INFO is the index of the first zero diagonal element // of R and B is left unaltered. // { int i; int j; int jj; Complex t; Complex temp; int info = 0; // // Determine what is to be computed. // bool cqy = job / 10000 != 0; bool cqty = job % 10000 != 0; bool cb = job % 1000 / 100 != 0; bool cr = job % 100 / 10 != 0; bool cxb = job % 10 != 0; int ju = Math.Min(k, n - 1); switch (ju) { // // Special action when N=1. // case 0: { qy[0] = cqy switch { true => y[0], _ => qy[0] }; qty[0] = cqty switch { true => y[0], _ => qty[0] }; xb[0] = cxb switch { true => y[0], _ => xb[0] }; switch (cb) { case true when typeMethods.zabs1(x[0 + 0 * ldx]) == 0.0: info = 1; break; case true: b[0] = y[0] / x[0 + 0 * ldx]; break; } rsd[0] = cr switch { true => new Complex(0.0, 0.0), _ => rsd[0] }; return(info); } } switch (cqy) { // // Set up to compute QY or QTY. // case true: { for (i = 0; i < n; i++) { qy[i] = y[i]; } break; } } switch (cqty) { case true: { for (i = 0; i < n; i++) { qty[i] = y[i]; } break; } } switch (cqy) { // // Compute QY. // case true: { for (jj = 1; jj <= ju; jj++) { j = ju - jj + 1; if (typeMethods.zabs1(qraux[j - 1]) == 0.0) { continue; } temp = x[j - 1 + (j - 1) * ldx]; x[j - 1 + (j - 1) * ldx] = qraux[j - 1]; t = -BLAS1Z.zdotc(n - j + 1, x, 1, qy, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1) / x[j - 1 + (j - 1) * ldx]; BLAS1Z.zaxpy(n - j + 1, t, x, 1, ref qy, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1); x[j - 1 + (j - 1) * ldx] = temp; } break; } } switch (cqty) { // // Compute hermitian ( A ) * Y. // case true: { for (j = 1; j <= ju; j++) { if (typeMethods.zabs1(qraux[j - 1]) == 0.0) { continue; } temp = x[j - 1 + (j - 1) * ldx]; x[j - 1 + (j - 1) * ldx] = qraux[j - 1]; t = -BLAS1Z.zdotc(n - j + 1, x, 1, qty, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1) / x[j - 1 + (j - 1) * ldx]; BLAS1Z.zaxpy(n - j + 1, t, x, 1, ref qty, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1); x[j - 1 + (j - 1) * ldx] = temp; } break; } } switch (cb) { // // Set up to compute B, RSD, or XB. // case true: { for (i = 0; i < k; i++) { b[i] = qty[i]; } break; } } switch (cxb) { case true: { for (i = 0; i < k; i++) { xb[i] = qty[i]; } break; } } switch (cr) { case true when k < n: { for (i = k; i < n; i++) { rsd[i] = qty[i]; } break; } } switch (cxb) { case true: { for (i = k; i < n; i++) { xb[i] = new Complex(0.0, 0.0); } break; } } switch (cr) { case true: { for (i = 0; i < k; i++) { rsd[i] = new Complex(0.0, 0.0); } break; } } switch (cb) { // // Compute B. // case true: { for (jj = 1; jj <= k; jj++) { j = k - jj + 1; if (typeMethods.zabs1(x[j - 1 + (j - 1) * ldx]) == 0.0) { info = j; break; } b[j - 1] /= x[j - 1 + (j - 1) * ldx]; if (j == 1) { continue; } t = -b[j - 1]; BLAS1Z.zaxpy(j - 1, t, x, 1, ref b, 1, xIndex: +0 + (j - 1) * ldx); } break; } } if (!cr && !cxb) { return(info); } // // Compute RSD or XB as required. // for (jj = 1; jj <= ju; jj++) { j = ju - jj + 1; if (typeMethods.zabs1(qraux[j - 1]) == 0.0) { continue; } temp = x[j - 1 + (j - 1) * ldx]; x[j - 1 + (j - 1) * ldx] = qraux[j - 1]; switch (cr) { case true: t = -BLAS1Z.zdotc(n - j + 1, x, 1, rsd, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1) / x[j - 1 + (j - 1) * ldx]; BLAS1Z.zaxpy(n - j + 1, t, x, 1, ref rsd, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1); break; } switch (cxb) { case true: t = -BLAS1Z.zdotc(n - j + 1, x, 1, xb, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1) / x[j - 1 + (j - 1) * ldx]; BLAS1Z.zaxpy(n - j + 1, t, x, 1, ref xb, 1, xIndex: +j - 1 + (j - 1) * ldx, yIndex: +j - 1); break; } x[j - 1 + (j - 1) * ldx] = temp; } return(info); } }
public static void zsisl(Complex[] a, int lda, int n, int[] ipvt, ref Complex[] b) //****************************************************************************80 // // Purpose: // // ZSISL solves a complex symmetric system that was factored by ZSIFA. // // Discussion: // // A division by zero may occur if ZSICO has set RCOND == 0.0 // or ZSIFA has set INFO != 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex A[LDA*N], the output from ZSICO or ZSIFA. // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Input, int IPVT[N], the pivot vector from ZSICO or ZSIFA. // // Input/output, Complex B[N]. On input, the right hand side. // On output, the solution. // { int kp; Complex t; // // Loop backward applying the transformations and D inverse to B. // int k = n; while (0 < k) { switch (ipvt[k - 1]) { // // 1 x 1 pivot block. // case >= 0: { if (k != 1) { kp = ipvt[k - 1]; if (kp != k) { t = b[k - 1]; b[k - 1] = b[kp - 1]; b[kp - 1] = t; } BLAS1Z.zaxpy(k - 1, b[k - 1], a, 1, ref b, 1, xIndex: +0 + (k - 1) * lda); } b[k - 1] /= a[k - 1 + (k - 1) * lda]; k -= 1; break; } // default: { if (k != 2) { kp = Math.Abs(ipvt[k - 1]); if (kp != k - 1) { t = b[k - 2]; b[k - 2] = b[kp - 1]; b[kp - 1] = t; } BLAS1Z.zaxpy(k - 2, b[k - 1], a, 1, ref b, 1, xIndex: +0 + (k - 1) * lda); BLAS1Z.zaxpy(k - 2, b[k - 2], a, 1, ref b, 1, xIndex: +0 + (k - 2) * lda); } Complex ak = a[k - 1 + (k - 1) * lda] / a[k - 2 + (k - 1) * lda]; Complex akm1 = a[k - 2 + (k - 2) * lda] / a[k - 2 + (k - 1) * lda]; Complex bk = b[k - 1] / a[k - 2 + (k - 1) * lda]; Complex bkm1 = b[k - 2] / a[k - 2 + (k - 1) * lda]; Complex denom = ak * akm1 - new Complex(1.0, 0.0); b[k - 1] = (akm1 * bk - bkm1) / denom; b[k - 2] = (ak * bkm1 - bk) / denom; k -= 2; break; } } } // // Loop forward applying the transformations. // k = 1; while (k <= n) { switch (ipvt[k - 1]) { case >= 0: { // // 1 x 1 pivot block. // if (k != 1) { b[k - 1] += BLAS1Z.zdotu(k - 1, a, 1, b, 1, xIndex: +0 + (k - 1) * lda); kp = ipvt[k - 1]; if (kp != k) { t = b[k - 1]; b[k - 1] = b[kp - 1]; b[kp - 1] = t; } } k += 1; break; } // default: { if (k != 1) { b[k - 1] += BLAS1Z.zdotu(k - 1, a, 1, b, 1, xIndex: +0 + (k - 1) * lda); b[k] += BLAS1Z.zdotu(k - 1, a, 1, b, 1, xIndex: +0 + k * lda); kp = Math.Abs(ipvt[k - 1]); if (kp != k) { t = b[k - 1]; b[k - 1] = b[kp - 1]; b[kp - 1] = t; } } k += 2; break; } } } }
public static void zsidi(ref Complex[] a, int lda, int n, int[] ipvt, ref Complex[] det, int job) //****************************************************************************80 // // Purpose: // // ZSIDI computes the determinant and inverse of a matrix factored by ZSIFA. // // Discussion: // // It is assumed the complex symmetric matrix has already been factored // by ZSIFA. // // A division by zero may occur if the inverse is requested // and ZSICO set RCOND == 0.0 or ZSIFA set INFO nonzero. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex A[LDA*N]; on input, the output from ZSIFA. // If the inverse was requested, then on output, A contains the upper triangle // of the inverse of the original matrix. The strict lower triangle // is never referenced. // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Input, int IPVT[N], the pivot vector from ZSIFA. // // Output, Complex DET[2], if requested, the determinant of the matrix. // Determinant = DET(1) * 10.0**DET(2) with 1.0 <= abs ( DET(1) ) < 10.0 // or DET(1) = 0.0. Also, DET(2) is strictly real. // // Input, int JOB, has the decimal expansion AB where // if B != 0, the inverse is computed, // if A != 0, the determinant is computed, // For example, JOB = 11 gives both. // { Complex d; int k; Complex t; bool noinv = job % 10 == 0; bool nodet = job % 100 / 10 == 0; switch (nodet) { case false: { det[0] = new Complex(1.0, 0.0); det[1] = new Complex(0.0, 0.0); t = new Complex(0.0, 0.0); for (k = 1; k <= n; k++) { d = a[k - 1 + (k - 1) * lda]; switch (ipvt[k - 1]) { // // 2 by 2 block. // Use det ( D T ) = ( D / T * C - T ) * T // ( T C ) // to avoid underflow/overflow troubles. // Take two passes through scaling. Use T for flag. // case <= 0 when typeMethods.zabs1(t) == 0.0: t = a[k - 1 + k * lda]; d = d / t * a[k + k * lda] - t; break; case <= 0: d = t; t = new Complex(0.0, 0.0); break; } det[0] *= d; if (typeMethods.zabs1(det[0]) == 0.0) { continue; } while (typeMethods.zabs1(det[0]) < 1.0) { det[0] *= new Complex(10.0, 0.0); det[1] -= new Complex(1.0, 0.0); } while (10.0 <= typeMethods.zabs1(det[0])) { det[0] /= new Complex(10.0, 0.0); det[1] += new Complex(1.0, 0.0); } } break; } } switch (noinv) { // // Compute inverse ( A ). // case false: { Complex[] work = new Complex [n]; k = 1; while (k <= n) { int km1 = k - 1; int kstep; int j; int i; switch (ipvt[k - 1]) { // // 1 by 1 // case >= 0: { a[k - 1 + (k - 1) * lda] = new Complex(1.0, 0.0) / a[k - 1 + (k - 1) * lda]; switch (km1) { case >= 1: { for (i = 1; i <= km1; i++) { work[i - 1] = a[i - 1 + (k - 1) * lda]; } for (j = 1; j <= km1; j++) { a[j - 1 + (k - 1) * lda] = BLAS1Z.zdotu(j, a, 1, work, 1, xIndex: +0 + (j - 1) * lda); BLAS1Z.zaxpy(j - 1, work[j - 1], a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + (k - 1) * lda); } a[k - 1 + (k - 1) * lda] += BLAS1Z.zdotu(km1, work, 1, a, 1, yIndex: +0 + (k - 1) * lda); break; } } kstep = 1; break; } // default: { t = a[k - 1 + k * lda]; Complex ak = a[k - 1 + (k - 1) * lda] / t; Complex akp1 = a[k + k * lda] / t; Complex akkp1 = a[k - 1 + k * lda] / t; d = t * (ak * akp1 - new Complex(1.0, 0.0)); a[k - 1 + (k - 1) * lda] = akp1 / d; a[k + k * lda] = ak / d; a[k - 1 + k * lda] = -akkp1 / d; switch (km1) { case >= 1: { for (i = 1; i <= km1; i++) { work[i - 1] = a[i - 1 + k * lda]; } for (j = 1; j <= km1; j++) { a[j - 1 + k * lda] = BLAS1Z.zdotu(j, a, 1, work, 1, xIndex: +0 + (j - 1) * lda); BLAS1Z.zaxpy(j - 1, work[j - 1], a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + k * lda); } a[k + k * lda] += BLAS1Z.zdotu(km1, work, 1, a, 1, yIndex: +0 + k * lda); a[k - 1 + k * lda] += BLAS1Z.zdotu(km1, a, 1, a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + k * lda); for (i = 1; i <= km1; i++) { work[i - 1] = a[i - 1 + (k - 1) * lda]; } for (j = 1; j <= km1; j++) { a[j - 1 + (k - 1) * lda] = BLAS1Z.zdotu(j, a, 1, work, 1, xIndex: +0 + (j - 1) * lda); BLAS1Z.zaxpy(j - 1, work[j - 1], a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + (k - 1) * lda); } a[k - 1 + (k - 1) * lda] += BLAS1Z.zdotu(km1, work, 1, a, 1, yIndex: +0 + (k - 1) * lda); break; } } kstep = 2; break; } } // // Swap. // int ks = Math.Abs(ipvt[k - 1]); if (ks != k) { BLAS1Z.zswap(ks, ref a, 1, ref a, 1, xIndex: +0 + (ks - 1) * lda, yIndex: +0 + (k - 1) * lda); int jb; for (jb = ks; jb <= k; jb++) { j = k + ks - jb; t = a[j - 1 + (k - 1) * lda]; a[j - 1 + (k - 1) * lda] = a[ks - 1 + (j - 1) * lda]; a[ks - 1 + (j - 1) * lda] = t; } if (kstep != 1) { t = a[ks - 1 + k * lda]; a[ks - 1 + k * lda] = a[k - 1 + k * lda]; a[k - 1 + k * lda] = t; } } k += kstep; } break; } } }
public static void zppdi(ref Complex[] ap, int n, ref double[] det, int job) //****************************************************************************80 // // Purpose: // // ZPPDI: determinant, inverse of a complex hermitian positive definite matrix. // // Discussion: // // The matrix is assumed to have been factored by ZPPCO or ZPPFA. // // A division by zero will occur if the input factor contains // a zero on the diagonal and the inverse is requested. // It will not occur if the subroutines are called correctly // and if ZPOCO or ZPOFA has set INFO == 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, complex <double> A[(N*(N+1))/2]; on input, the output from ZPPCO // or ZPPFA. On output, the upper triangular half of the inverse. // The strict lower triangle is unaltered. // // Input, int N, the order of the matrix. // // Output, double DET[2], the determinant of original matrix if requested. // Otherwise not referenced. Determinant = DET(1) * 10.0**DET(2) // with 1.0 <= DET(1) < 10.0 or DET(1) == 0.0. // // Input, int JOB. // 11, both determinant and inverse. // 01, inverse only. // 10, determinant only. // { // // Compute determinant. // if (job / 10 != 0) { det[0] = 1.0; det[1] = 0.0; int ii = 0; int i; for (i = 1; i <= n; i++) { ii += i; det[0] = det[0] * ap[ii - 1].Real * ap[ii - 1].Real; if (det[0] == 0.0) { break; } while (det[0] < 1.0) { det[0] *= 10.0; det[1] -= 1.0; } while (10.0 <= det[0]) { det[0] /= 10.0; det[1] += 1.0; } } } // // Compute inverse ( R ). // if (job % 10 == 0) { return; } int kk = 0; int k1; int kj; int k; Complex t; int j; int j1; for (k = 1; k <= n; k++) { k1 = kk + 1; kk += k; ap[kk - 1] = new Complex(1.0, 0.0) / ap[kk - 1]; t = -ap[kk - 1]; BLAS1Z.zscal(k - 1, t, ref ap, 1, index: +k1 - 1); int kp1 = k + 1; j1 = kk + 1; kj = kk + k; for (j = kp1; j <= n; j++) { t = ap[kj - 1]; ap[kj - 1] = new Complex(0.0, 0.0); BLAS1Z.zaxpy(k, t, ap, 1, ref ap, 1, xIndex: +k1 - 1, yIndex: +j1 - 1); j1 += j; kj += j; } } // // Form inverse ( R ) * hermitian ( inverse ( R ) ). // int jj = 0; for (j = 1; j <= n; j++) { j1 = jj + 1; jj += j; k1 = 1; kj = j1; for (k = 1; k <= j - 1; k++) { t = Complex.Conjugate(ap[kj - 1]); BLAS1Z.zaxpy(k, t, ap, 1, ref ap, 1, xIndex: +j1 - 1, yIndex: k1 - 1); k1 += k; kj += 1; } t = Complex.Conjugate(ap[jj - 1]); BLAS1Z.zscal(j, t, ref ap, 1, index: +j1 - 1); } }
public static void zhidi(ref Complex[] a, int lda, int n, int[] ipvt, ref double[] det, ref int[] inert, int job) //****************************************************************************80 // // Purpose: // // ZHIDI computes the determinant and inverse of a matrix factored by ZHIFA. // // Discussion: // // ZHIDI computes the determinant, inertia (number of positive, zero, // and negative eigenvalues) and inverse of a complex hermitian matrix // using the factors from ZHIFA. // // A division by zero may occur if the inverse is requested // and ZHICO has set RCOND == 0.0 or ZHIFA has set INFO /= 0. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex A[LDA*N]; on input, the factored matrix // from ZHIFA. On output, if the inverse was requested, A contains // the inverse matrix. The strict lower triangle of A is never // referenced. // // Input, int LDA, the leading dimension of A. // // Input, int N, the order of the matrix. // // Input, int IPVT[N], the pivot vector from ZHIFA. // // Output, double DET[2], the determinant of the original matrix. // Determinant = det[0] * 10.0**det[1] with 1.0 <= Math.Abs ( det[0] ) < 10.0 // or det[0] = 0.0. // // Output, int INERT[3], the inertia of the original matrix. // INERT(1) = number of positive eigenvalues. // INERT(2) = number of negative eigenvalues. // INERT(3) = number of zero eigenvalues. // // Input, int JOB, has the decimal expansion ABC where: // if C /= 0, the inverse is computed, // if B /= 0, the determinant is computed, // if A /= 0, the inertia is computed. // For example, JOB = 111 gives all three. // { double d; int i; int k; double t; bool noinv = job % 10 == 0; bool nodet = job % 100 / 10 == 0; bool noert = job % 1000 / 100 == 0; if (!nodet || !noert) { switch (noert) { case false: { for (i = 0; i < 3; i++) { inert[i] = 0; } break; } } switch (nodet) { case false: det[0] = 1.0; det[1] = 0.0; break; } t = 0.0; for (k = 0; k < n; k++) { d = a[k + k * lda].Real; switch (ipvt[k]) { // // Check if 1 by 1. // // // 2 by 2 block // Use DET = ( D / T * C - T ) * T, T = Math.Abs ( S ) // to avoid underflow/overflow troubles. // Take two passes through scaling. Use T for flag. // case <= 0 when t == 0.0: t = Complex.Abs(a[k + (k + 1) * lda]); d = d / t * a[k + 1 + (k + 1) * lda].Real - t; break; case <= 0: d = t; t = 0.0; break; } switch (noert) { case false: switch (d) { case > 0.0: inert[0] += 1; break; case < 0.0: inert[1] += 1; break; case 0.0: inert[2] += 1; break; } break; } switch (nodet) { case false: { det[0] *= d; if (det[0] != 0.0) { while (Math.Abs(det[0]) < 1.0) { det[0] *= 10.0; det[1] -= 1.0; } while (10.0 <= Math.Abs(det[0])) { det[0] /= 10.0; det[1] += 1.0; } } break; } } } } switch (noinv) { // // Compute inverse(A). // case false: { Complex[] work = new Complex [n]; k = 1; while (k <= n) { int km1 = k - 1; int kstep; int j; switch (ipvt[k - 1]) { case >= 0: { // // 1 by 1 // a[k - 1 + (k - 1) * lda] = new Complex(1.0 / a[k - 1 + (k - 1) * lda].Real, 0.0); switch (km1) { case >= 1: { for (i = 1; i <= km1; i++) { work[i - 1] = a[i - 1 + (k - 1) * lda]; } for (j = 1; j <= km1; j++) { a[j - 1 + (k - 1) * lda] = BLAS1Z.zdotc(j, a, 1, work, 1, xIndex: +0 + (j - 1) * lda); BLAS1Z.zaxpy(j - 1, work[j - 1], a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + (k - 1) * lda); } a[k - 1 + (k - 1) * lda] += new Complex( BLAS1Z.zdotc(km1, work, 1, a, 1, yIndex: +0 + (k - 1) * lda).Real, 0.0); break; } } kstep = 1; break; } default: { // // 2 by 2 // t = Complex.Abs(a[k - 1 + k * lda]); double ak = a[k - 1 + (k - 1) * lda].Real / t; double akp1 = a[k + k * lda].Real / t; Complex akkp1 = a[k - 1 + k * lda] / t; d = t * (ak * akp1 - 1.0); a[k - 1 + (k - 1) * lda] = new Complex(akp1 / d, 0.0); a[k + k * lda] = new Complex(ak / d, 0.0); a[k - 1 + k * lda] = -akkp1 / d; switch (km1) { case >= 1: { for (i = 1; i <= km1; i++) { work[i - 1] = a[i - 1 + k * lda]; } for (j = 1; j <= km1; j++) { a[j - 1 + k * lda] = BLAS1Z.zdotc(j, a, 1, work, 1, xIndex: +0 + (j - 1) * lda); BLAS1Z.zaxpy(j - 1, work[j - 1], a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + k * lda); } a[k + k * lda] += new Complex( BLAS1Z.zdotc(km1, work, 1, a, 1, yIndex: +0 + k * lda).Real, 0.0); a[k - 1 + k * lda] += BLAS1Z.zdotc(km1, a, 1, a, 1, xIndex: +0 + (k - 1) * lda, yIndex: +0 + k * lda); for (i = 1; i <= km1; i++) { work[i - 1] = a[i - 1 + (k - 1) * lda]; } for (j = 1; j <= km1; j++) { a[j - 1 + (k - 1) * lda] = BLAS1Z.zdotc(j, a, 1, work, 1, xIndex: +0 + (j - 1) * lda); BLAS1Z.zaxpy(j - 1, work[j - 1], a, 1, ref a, 1, xIndex: +0 + (j - 1) * lda, yIndex: +0 + (k - 1) * lda); } a[k - 1 + (k - 1) * lda] += new Complex( BLAS1Z.zdotc(km1, work, 1, a, 1, yIndex: +0 + (k - 1) * lda).Real, 0.0); break; } } kstep = 2; break; } } // // Swap // int ks = Math.Abs(ipvt[k - 1]); if (ks != k) { BLAS1Z.zswap(ks, ref a, 1, ref a, 1, xIndex: +0 + (ks - 1) * lda, yIndex: +0 + (k - 1) * lda); Complex t2; for (j = k; ks <= j; j--) { t2 = Complex.Conjugate(a[j - 1 + (k - 1) * lda]); a[j - 1 + (k - 1) * lda] = Complex.Conjugate(a[ks - 1 + (j - 1) * lda]); a[ks - 1 + (j - 1) * lda] = t2; } if (kstep != 1) { t2 = a[ks - 1 + k * lda]; a[ks - 1 + k * lda] = a[k - 1 + k * lda]; a[k - 1 + k * lda] = t2; } } k += kstep; } break; } } }
public static void zgbsl(Complex[] abd, int lda, int n, int ml, int mu, int[] ipvt, ref Complex[] b, int job) //****************************************************************************80 // // Purpose: // // ZGBSL solves a complex band system factored by ZGBCO or ZGBFA. // // Discussion: // // ZGBSL can solve A * X = B or hermitan ( A ) * X = B. // // A division by zero will occur if the input factor contains a // zero on the diagonal. Technically this indicates singularity // but it is often caused by improper arguments or improper // setting of LDA. It will not occur if the subroutines are // called correctly and if ZGBCO has set 0.0 < RCOND // or ZGBFA has set INFO = 0. // // To compute inverse ( A ) * C where C is a matrix with P columns: // // call zgbco(abd,lda,n,ml,mu,ipvt,rcond,z) // // if ( rcond is not too small ) then // do j = 1, p // call zgbsl(abd,lda,n,ml,mu,ipvt,c(1,j),0) // end do // end if // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex ABD[LDA*N], the output from ZGBCO or ZGBFA. // // Input, int LDA, the leading dimension of ABD. // // Input, int N, the order of the matrix. // // Input, int ML, the number of diagonals below the main diagonal. // // Input, int MU, the number of diagonals above the main diagonal. // // Input, int IPVT[N], the pivot vector from ZGBCO or ZGBFA. // // Input/output, Complex B[N]. On input, the right hand side. // On output, the solution. // // Input, int JOB. // 0, to solve A*x = b, // nonzero, to solve hermitian(A)*x = b, where hermitian(A) is the // conjugate transpose. // { int k; int l; int la; int lb; int lm; Complex t; int m = mu + ml + 1; switch (job) { // // JOB = 0, solve A * X = B. // case 0: { // // First solve L * Y = B. // if (ml != 0) { for (k = 1; k <= n - 1; k++) { lm = Math.Min(ml, n - k); l = ipvt[k - 1]; t = b[l - 1]; if (l != k) { b[l - 1] = b[k - 1]; b[k - 1] = t; } BLAS1Z.zaxpy(lm, t, abd, 1, ref b, 1, xIndex: +m + (k - 1) * lda, yIndex: +k); } } // // Now solve U * X = Y. // for (k = n; 1 <= k; k--) { b[k - 1] /= abd[m - 1 + (k - 1) * lda]; lm = Math.Min(k, m) - 1; la = m - lm; lb = k - lm; t = -b[k - 1]; BLAS1Z.zaxpy(lm, t, abd, 1, ref b, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lb - 1); } break; } // default: { // // First solve hermitian ( U ) * Y = B. // for (k = 1; k <= n; k++) { lm = Math.Min(k, m) - 1; la = m - lm; lb = k - lm; t = BLAS1Z.zdotc(lm, abd, 1, b, 1, xIndex: +la - 1 + (k - 1) * lda, yIndex: +lb - 1); b[k - 1] = (b[k - 1] - t) / Complex.Conjugate(abd[m - 1 + (k - 1) * lda]); } // // Now solve hermitian ( L ) * X = Y. // if (ml != 0) { for (k = n - 1; 1 <= k; k--) { lm = Math.Min(ml, n - k); b[k - 1] += BLAS1Z.zdotc(lm, abd, 1, b, 1, xIndex: +m + (k - 1) * lda, yIndex: +k); l = ipvt[k - 1]; if (l == k) { continue; } t = b[l - 1]; b[l - 1] = b[k - 1]; b[k - 1] = t; } } break; } } }
public static void zqrdc(ref Complex[] x, int ldx, int n, int p, ref Complex[] qraux, ref int[] ipvt, int job) //****************************************************************************80 // // Purpose: // // ZQRDC computes the QR factorization of an N by P complex <double> matrix. // // Discussion: // // ZQRDC uses Householder transformations to compute the QR factorization // of an N by P matrix X. Column pivoting based on the 2-norms of the // reduced columns may be performed at the user's option. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, complex <double> X[LDX*P]; on input, the matrix whose decomposition // is to be computed. On output, the upper triangle contains the upper // triangular matrix R of the QR factorization. Below its diagonal, X // contains information from which the unitary part of the decomposition // can be recovered. If pivoting has been requested, the decomposition is // not that of the original matrix X, but that of X with its columns // permuted as described by IPVT. // // Input, int LDX, the leading dimension of X. N <= LDX. // // Input, int N, the number of rows of the matrix. // // Input, int P, the number of columns in the matrix X. // // Output, complex <double> QRAUX[P], further information required to recover // the unitary part of the decomposition. // // Input/output, int IPVT[P]; on input, ints that control the // selection of the pivot columns. The K-th column X(K) of X is placed // in one of three classes according to the value of IPVT(K): // IPVT(K) > 0, then X(K) is an initial column. // IPVT(K) == 0, then X(K) is a free column. // IPVT(K) < 0, then X(K) is a final column. // Before the decomposition is computed, initial columns are moved to the // beginning of the array X and final columns to the end. Both initial // and final columns are frozen in place during the computation and only // free columns are moved. At the K-th stage of the reduction, if X(K) // is occupied by a free column it is interchanged with the free column // of largest reduced norm. // On output, IPVT(K) contains the index of the column of the // original matrix that has been interchanged into // the K-th column, if pivoting was requested. // IPVT is not referenced if JOB == 0. // // Input, int JOB, initiates column pivoting. // 0, no pivoting is done. // nonzero, pivoting is done. // { int itemp; int j; int l; int pl = 1; int pu = 0; Complex[] work = new Complex [p]; if (job != 0) { // // Pivoting has been requested. Rearrange the columns according to IPVT. // for (j = 1; j <= p; j++) { bool swapj = 0 < ipvt[j - 1]; bool negj = ipvt[j - 1] < 0; ipvt[j - 1] = negj switch { true => - j, _ => j }; switch (swapj) { case true: { if (j != pl) { BLAS1Z.zswap(n, ref x, 1, ref x, 1, xIndex: +0 + (pl - 1) * ldx, yIndex: +0 + (j - 1) * ldx); } ipvt[j - 1] = ipvt[pl - 1]; ipvt[pl - 1] = j; pl += 1; break; } } } pu = p; int jj; for (jj = 1; jj <= p; jj++) { j = p - jj + 1; switch (ipvt[j - 1]) { case < 0: { ipvt[j - 1] = -ipvt[j - 1]; if (j != pu) { BLAS1Z.zswap(n, ref x, 1, ref x, 1, xIndex: +0 + (pu - 1) * ldx, yIndex: +0 + (j - 1) * ldx); itemp = ipvt[pu - 1]; ipvt[pu - 1] = ipvt[j - 1]; ipvt[j - 1] = itemp; } pu -= 1; break; } } } } // // Compute the norms of the free columns. // for (j = pl; j <= pu; j++) { qraux[j - 1] = new Complex(BLAS1Z.dznrm2(n, x, 1, index: +0 + (j - 1) * ldx), 0.0); work[j - 1] = qraux[j - 1]; } // // Perform the Householder reduction of X. // int lup = Math.Min(n, p); for (l = 1; l <= lup; l++) { // // Locate the column of largest norm and bring it // into the pivot position. // if (pl <= l && l < pu) { double maxnrm = 0.0; int maxj = l; for (j = l; j <= pu; j++) { if (!(maxnrm < qraux[j - 1].Real)) { continue; } maxnrm = qraux[j - 1].Real; maxj = j; } if (maxj != l) { BLAS1Z.zswap(n, ref x, 1, ref x, 1, xIndex: +0 + (l - 1) * ldx, yIndex: +0 + (maxj - 1) * ldx); qraux[maxj - 1] = qraux[l - 1]; work[maxj - 1] = work[l - 1]; itemp = ipvt[maxj - 1]; ipvt[maxj - 1] = ipvt[l - 1]; ipvt[l - 1] = itemp; } } qraux[l - 1] = new Complex(0.0, 0.0); if (l == n) { continue; } // // Compute the Householder transformation for column L. // Complex nrmxl = new(BLAS1Z.dznrm2(n - l + 1, x, 1, index: +l - 1 + (l - 1) * ldx), 0.0); if (typeMethods.zabs1(nrmxl) == 0.0) { continue; } if (typeMethods.zabs1(x[l - 1 + (l - 1) * ldx]) != 0.0) { nrmxl = typeMethods.zsign2(nrmxl, x[l - 1 + (l - 1) * ldx]); } Complex t = new Complex(1.0, 0.0) / nrmxl; BLAS1Z.zscal(n - l + 1, t, ref x, 1, index: +l - 1 + (l - 1) * ldx); x[l - 1 + (l - 1) * ldx] = new Complex(1.0, 0.0) + x[l - 1 + (l - 1) * ldx]; // // Apply the transformation to the remaining columns, // updating the norms. // for (j = l + 1; j <= p; j++) { t = -BLAS1Z.zdotc(n - l + 1, x, 1, x, 1, xIndex: +l - 1 + (l - 1) * ldx, yIndex: +l - 1 + (j - 1) * ldx) / x[l - 1 + (l - 1) * ldx]; BLAS1Z.zaxpy(n - l + 1, t, x, 1, ref x, 1, xIndex: +l - 1 + (l - 1) * ldx, yIndex: +l - 1 + (j - 1) * ldx); if (j < pl || pu < j) { continue; } if (typeMethods.zabs1(qraux[j - 1]) == 0.0) { continue; } double tt = 1.0 - Math.Pow(Complex.Abs(x[l - 1 + (j - 1) * ldx]) / qraux[j - 1].Real, 2); tt = Math.Max(tt, 0.0); t = new Complex(tt, 0.0); tt = 1.0 + 0.05 * tt * Math.Pow(qraux[j - 1].Real / work[j - 1].Real, 2); if (Math.Abs(tt - 1.0) > double.Epsilon) { qraux[j - 1] *= Complex.Sqrt(t); } else { qraux[j - 1] = new Complex(BLAS1Z.dznrm2(n - l, x, 1, index: +l + (j - 1) * ldx), 0.0); work[j - 1] = qraux[j - 1]; } } // // Save the transformation. // qraux[l - 1] = x[l - 1 + (l - 1) * ldx]; x[l - 1 + (l - 1) * ldx] = -nrmxl; } } }
public static void zspdi(ref Complex[] ap, int n, int[] ipvt, ref Complex[] det, int job) //****************************************************************************80 // // Purpose: // // ZSPDI sets the determinant and inverse of a complex symmetric packed matrix. // // Discussion: // // ZSPDI uses the factors from ZSPFA. // // The matrix is stored in packed form. // // A division by zero will occur if the inverse is requested and ZSPCO has // set RCOND to 0.0 or ZSPFA has set INFO nonzero. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input/output, Complex AP[N*(N+1)/2]; on input, the matrix factors // from ZSPFA. On output, if the inverse was requested, the upper // triangle of the inverse of the original matrix, stored in packed // form. The columns of the upper triangle are stored sequentially // in a one-dimensional array. // // Input, int N, the order of the matrix. // // Input, int IPVT[N], the pivot vector from ZSPFA. // // Output, Complex DET[2], the determinant of the original matrix. // Determinant = DET(1) * 10.0**DET(2) with 1.0 <= abs ( DET(1) ) < 10.0 // or DET(1) = 0.0. Also, DET(2) is strictly real. // // Input, int JOB, has the decimal expansion AB where // if B != 0, the inverse is computed, // if A != 0, the determinant is computed, // For example, JOB = 11 gives both. // { Complex d; int ik; int ikp1; int k; int kk; int kkp1 = 0; Complex t; bool noinv = job % 10 == 0; bool nodet = job % 100 / 10 == 0; switch (nodet) { case false: { det[0] = new Complex(1.0, 0.0); det[1] = new Complex(0.0, 0.0); t = new Complex(0.0, 0.0); ik = 0; for (k = 1; k <= n; k++) { kk = ik + k; d = ap[kk - 1]; switch (ipvt[k - 1]) { // // 2 by 2 block // Use det (D T) = ( D / T * C - T ) * T // (T C) // to avoid underflow/overflow troubles. // Take two passes through scaling. Use T for flag. // case <= 0 when typeMethods.zabs1(t) == 0.0: ikp1 = ik + k; kkp1 = ikp1 + k; t = ap[kkp1 - 1]; d = d / t * ap[kkp1] - t; break; case <= 0: d = t; t = new Complex(0.0, 0.0); break; } switch (nodet) { case false: { det[0] *= d; if (typeMethods.zabs1(det[0]) != 0.0) { while (typeMethods.zabs1(det[0]) < 1.0) { det[0] *= new Complex(10.0, 0.0); det[1] -= new Complex(1.0, 0.0); } while (10.0 <= typeMethods.zabs1(det[0])) { det[0] /= new Complex(10.0, 0.0); det[1] += new Complex(1.0, 0.0); } } break; } } ik += k; } break; } } switch (noinv) { // // Compute inverse ( A ). // case false: { Complex[] work = new Complex[n]; k = 1; ik = 0; while (k <= n) { int km1 = k - 1; kk = ik + k; ikp1 = ik + k; int j; int jk; int i; int ij; int kstep; switch (ipvt[k - 1]) { case >= 0: { // // 1 by 1 // ap[kk - 1] = new Complex(1.0, 0.0) / ap[kk - 1]; switch (km1) { case >= 1: { for (i = 1; i <= km1; i++) { work[i - 1] = ap[ik + i - 1]; } ij = 0; for (j = 1; j <= km1; j++) { jk = ik + j; ap[jk - 1] = BLAS1Z.zdotu(j, ap, 1, work, 1, xIndex: +ij); BLAS1Z.zaxpy(j - 1, work[j - 1], ap, 1, ref ap, 1, xIndex: +ij, yIndex: +ik); ij += j; } ap[kk - 1] += BLAS1Z.zdotu(km1, work, 1, ap, 1, yIndex: +ik); break; } } kstep = 1; break; } // default: { kkp1 = ikp1 + k; t = ap[kkp1 - 1]; Complex ak = ap[kk - 1] / t; Complex akp1 = ap[kkp1] / t; Complex akkp1 = ap[kkp1 - 1] / t; d = t * (ak * akp1 - new Complex(1.0, 0.0)); ap[kk - 1] = akp1 / d; ap[kkp1] = ak / d; ap[kkp1 - 1] = -akkp1 / d; switch (km1) { case >= 1: { for (i = 1; i <= km1; i++) { work[i - 1] = ap[ikp1 - 1]; } ij = 0; for (j = 1; j <= km1; j++) { int jkp1 = ikp1 + j; ap[jkp1 - 1] = BLAS1Z.zdotu(j, ap, 1, work, 1, xIndex: +ij); BLAS1Z.zaxpy(j - 1, work[j - 1], ap, 1, ref ap, 1, xIndex: +ij, yIndex: +ikp1); ij += j; } ap[kkp1] += BLAS1Z.zdotu(km1, work, 1, ap, 1, yIndex: +ikp1); ap[kkp1 - 1] += BLAS1Z.zdotu(km1, ap, 1, ap, 1, xIndex: +ik, yIndex: +ikp1); for (i = 1; i <= km1; i++) { work[i - 1] = ap[ik + i - 1]; } ij = 0; for (j = 1; j <= km1; j++) { jk = ik + j; ap[jk - 1] = BLAS1Z.zdotu(j, ap, 1, work, 1, xIndex: +ij); BLAS1Z.zaxpy(j - 1, work[j - 1], ap, 1, ref ap, 1, xIndex: +ij, yIndex: +ik); ij += j; } ap[kk - 1] += BLAS1Z.zdotu(km1, work, 1, ap, 1, yIndex: +ik); break; } } kstep = 2; break; } } // // Swap. // int ks = Math.Abs(ipvt[k - 1]); if (ks != k) { int iks = ks * (ks - 1) / 2; BLAS1Z.zswap(ks, ref ap, 1, ref ap, 1, xIndex: +iks, yIndex: +ik); int ksj = ik + ks; int jb; for (jb = ks; jb <= k; jb++) { j = k + ks - jb; jk = ik + j; t = ap[jk - 1]; ap[jk - 1] = ap[ksj - 1]; ap[ksj - 1] = t; ksj -= j - 1; } if (kstep != 1) { int kskp1 = ikp1 + ks; t = ap[kskp1 - 1]; ap[kskp1 - 1] = ap[kkp1 - 1]; ap[kkp1 - 1] = t; } } ik += k; ik = kstep switch { 2 => ik + k + 1, _ => ik }; k += kstep; } break; } } } }
public static void zhpsl(Complex[] ap, int n, int[] ipvt, ref Complex[] b) //****************************************************************************80 // // Purpose: // // ZHPSL solves a complex hermitian system factored by ZHPFA. // // Discussion: // // A division by zero may occur if ZHPCO set RCOND to 0.0 // or ZHPFA set INFO nonzero. // // To compute // // inverse ( A ) * C // // where C is a matrix with P columns // // call zhpfa(ap,n,ipvt,info) // // if ( info == 0 ) // do j = 1, p // call zhpsl(ap,n,ipvt,c(1,j)) // end do // } // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 May 2006 // // Author: // // C++ version by John Burkardt // // Reference: // // Jack Dongarra, Cleve Moler, Jim Bunch and Pete Stewart, // LINPACK User's Guide, // SIAM, (Society for Industrial and Applied Mathematics), // 3600 University City Science Center, // Philadelphia, PA, 19104-2688. // // Parameters: // // Input, Complex AP[N*(N+1)/2], the output from ZHPFA. // // Input, int N, the order of the matrix. // // Input, int IPVT[N], the pivot vector from ZHPFA. // // Input/output, Complex B[N]. On input, the right hand side. // On output, the solution. // { int kp; Complex t; // // Loop backward applying the transformations and inverse ( D ) to B. // int k = n; int ik = n * (n - 1) / 2; while (0 < k) { int kk = ik + k; switch (ipvt[k - 1]) { // // 1 x 1 pivot block. // case >= 0: { if (k != 1) { kp = ipvt[k - 1]; if (kp != k) { t = b[k - 1]; b[k - 1] = b[kp - 1]; b[kp - 1] = t; } BLAS1Z.zaxpy(k - 1, b[k - 1], ap, 1, ref b, 1, xIndex: +ik); } // // Apply D inverse. // b[k - 1] /= ap[kk - 1]; k -= 1; ik -= k; break; } default: { // // 2 x 2 pivot block. // int ikm1 = ik - (k - 1); if (k != 2) { kp = Math.Abs(ipvt[k - 1]); if (kp != k - 1) { t = b[k - 2]; b[k - 2] = b[kp - 1]; b[kp - 1] = t; } BLAS1Z.zaxpy(k - 2, b[k - 1], ap, 1, ref b, 1, xIndex: +ik); BLAS1Z.zaxpy(k - 2, b[k - 2], ap, 1, ref b, 1, xIndex: +ikm1); } // // Apply D inverse. // int km1k = ik + k - 1; kk = ik + k; Complex ak = ap[kk - 1] / Complex.Conjugate(ap[km1k - 1]); int km1km1 = ikm1 + k - 1; Complex akm1 = ap[km1km1 - 1] / ap[km1k - 1]; Complex bk = b[k - 1] / Complex.Conjugate(ap[km1k - 1]); Complex bkm1 = b[k - 2] / ap[km1k - 1]; Complex denom = ak * akm1 - new Complex(1.0, 0.0); b[k - 1] = (akm1 * bk - bkm1) / denom; b[k - 2] = (ak * bkm1 - bk) / denom; k -= 2; ik = ik - (k + 1) - k; break; } } } // // Loop forward applying the transformations. // k = 1; ik = 0; while (k <= n) { switch (ipvt[k - 1]) { // // 1 x 1 pivot block. // case >= 0: { if (k != 1) { b[k - 1] += BLAS1Z.zdotc(k - 1, ap, 1, b, 1, xIndex: +ik); kp = ipvt[k - 1]; if (kp != k) { t = b[k - 1]; b[k - 1] = b[kp - 1]; b[kp - 1] = t; } } ik += k; k += 1; break; } // default: { if (k != 1) { b[k - 1] += BLAS1Z.zdotc(k - 1, ap, 1, b, 1, xIndex: +ik); int ikp1 = ik + k; b[k] += BLAS1Z.zdotc(k - 1, ap, 1, b, 1, xIndex: +ikp1); kp = Math.Abs(ipvt[k - 1]); if (kp != k) { t = b[k - 1]; b[k - 1] = b[kp - 1]; b[kp - 1] = t; } } ik = ik + k + k + 1; k += 2; break; } } } }