/** * <p> * Computes the householder vector "u" for the first column of submatrix j. Note this is * a specialized householder for this problem. There is some protection against * overflow and underflow. * </p> * <p> * Q = I - γuu<sup>H</sup> * </p> * <p> * This function finds the values of 'u' and 'γ'. * </p> * * @param j Which submatrix to work off of. */ protected void householder(int j) { int startQR = j * numRows; int endQR = startQR + numRows; startQR += j; double max = QrHelperFunctions_ZDRM.findMax(QR.data, startQR, numRows - j); if (max == 0.0) { gamma = 0; error = true; } else { // computes tau and normalizes u by max gamma = QrHelperFunctions_ZDRM.computeTauGammaAndDivide(startQR, endQR, QR.data, max, tau); // divide u by u_0 double realU0 = QR.data[startQR * 2] + tau.real; double imagU0 = QR.data[startQR * 2 + 1] + tau.imaginary; QrHelperFunctions_ZDRM.divideElements(startQR + 1, endQR, QR.data, 0, realU0, imagU0); tau.real *= max; tau.imaginary *= max; QR.data[startQR * 2] = -tau.real; QR.data[startQR * 2 + 1] = -tau.imaginary; } gammas[j] = gamma; }
/** * <p> * Computes the householder vector "u" for the first column of submatrix j. Note this is * a specialized householder for this problem. There is some protection against * overfloaw and underflow. * </p> * <p> * Q = I - γuu<sup>T</sup> * </p> * <p> * This function finds the values of 'u' and 'γ'. * </p> * * @param j Which submatrix to work off of. */ protected void householder(int j) { double[] u = dataQR[j]; // find the largest value in this column // this is used to normalize the column and mitigate overflow/underflow double max = QrHelperFunctions_ZDRM.findMax(u, j, numRows - j); if (max == 0.0) { gamma = 0; error = true; } else { // computes tau and gamma, and normalizes u by max gamma = QrHelperFunctions_ZDRM.computeTauGammaAndDivide(j, numRows, u, max, tau); // divide u by u_0 // double u_0 = u[j] + tau; double real_u_0 = u[j * 2] + tau.real; double imag_u_0 = u[j * 2 + 1] + tau.imaginary; QrHelperFunctions_ZDRM.divideElements(j + 1, numRows, u, 0, real_u_0, imag_u_0); tau.real *= max; tau.imaginary *= max; u[j * 2] = -tau.real; u[j * 2 + 1] = -tau.imaginary; } gammas[j] = gamma; }
/** * <p> * Computes the householder vector "u" for the first column of submatrix j. Note this is * a specialized householder for this problem. There is some protection against * overflow and underflow. * </p> * <p> * Q = I - γuu<sup>H</sup> * </p> * <p> * This function finds the values of 'u' and 'γ'. * </p> * * @param j Which submatrix to work off of. */ protected void householder(int j) { // find the element with the largest absolute value in the column and make a copy double max = QrHelperFunctions_ZDRM.extractColumnAndMax(QR, j, numRows, j, u, 0); if (max <= 0.0) { gammas[j] = 0; error = true; } else { double gamma = QrHelperFunctions_ZDRM.computeTauGammaAndDivide(j, numRows, u, max, tau); gammas[j] = gamma; // divide u by u_0 double real_u_0 = u[j * 2] + tau.real; double imag_u_0 = u[j * 2 + 1] + tau.imaginary; QrHelperFunctions_ZDRM.divideElements(j + 1, numRows, u, 0, real_u_0, imag_u_0); // write the reflector into the lower left column of the matrix for (int i = j + 1; i < numRows; i++) { dataQR[(i * numCols + j) * 2] = u[i * 2]; dataQR[(i * numCols + j) * 2 + 1] = u[i * 2 + 1]; } u[j * 2] = 1; u[j * 2 + 1] = 0; QrHelperFunctions_ZDRM.rank1UpdateMultR(QR, u, 0, gamma, j + 1, j, numRows, v); // since the first element in the householder vector is known to be 1 // store the full upper hessenberg if (j < numCols) { dataQR[(j * numCols + j) * 2] = -tau.real * max; dataQR[(j * numCols + j) * 2 + 1] = -tau.imaginary * max; } } }