hess.cc

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/*

Copyright (C) 1994-2018 John W. Eaton

This file is part of Octave.

Octave is free software: you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

Octave is distributed in the hope that it will be useful, but
WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<https://www.gnu.org/licenses/>.

*/

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include "Array.h"
#include "CMatrix.h"
#include "dMatrix.h"
#include "fCMatrix.h"
#include "fMatrix.h"
#include "hess.h"
#include "lo-error.h"
#include "lo-lapack-proto.h"

namespace octave
{
  namespace math
  {
    template <>
    octave_idx_type
    hess<Matrix>::init (const Matrix& a)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        (*current_liboctave_error_handler) ("hess: requires square matrix");

      char job = 'N';
      char side = 'R';

      F77_INT n = a_nc;
      F77_INT lwork = 32 * n;
      F77_INT info;
      F77_INT ilo;
      F77_INT ihi;

      hess_mat = a;
      double *h = hess_mat.fortran_vec ();

      Array<double> scale (dim_vector (n, 1));
      double *pscale = scale.fortran_vec ();

      F77_XFCN (dgebal, DGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 n, h, n, ilo, ihi, pscale, info
                                 F77_CHAR_ARG_LEN (1)));

      Array<double> tau (dim_vector (n-1, 1));
      double *ptau = tau.fortran_vec ();

      Array<double> work (dim_vector (lwork, 1));
      double *pwork = work.fortran_vec ();

      F77_XFCN (dgehrd, DGEHRD, (n, ilo, ihi, h, n, ptau, pwork,
                                 lwork, info));

      unitary_hess_mat = hess_mat;
      double *z = unitary_hess_mat.fortran_vec ();

      F77_XFCN (dorghr, DORGHR, (n, ilo, ihi, z, n, ptau, pwork,
                                 lwork, info));

      F77_XFCN (dgebak, DGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 F77_CONST_CHAR_ARG2 (&side, 1),
                                 n, ilo, ihi, pscale, n, z,
                                 n, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      // If someone thinks of a more graceful way of doing
      // this (or faster for that matter :-)), please let
      // me know!

      if (n > 2)
        for (F77_INT j = 0; j < a_nc; j++)
          for (F77_INT i = j+2; i < a_nr; i++)
            hess_mat.elem (i, j) = 0;

      return info;
    }

    template <>
    octave_idx_type
    hess<FloatMatrix>::init (const FloatMatrix& a)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        (*current_liboctave_error_handler) ("hess: requires square matrix");

      char job = 'N';
      char side = 'R';

      F77_INT n = a_nc;
      F77_INT lwork = 32 * n;
      F77_INT info;
      F77_INT ilo;
      F77_INT ihi;

      hess_mat = a;
      float *h = hess_mat.fortran_vec ();

      Array<float> scale (dim_vector (n, 1));
      float *pscale = scale.fortran_vec ();

      F77_XFCN (sgebal, SGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 n, h, n, ilo, ihi, pscale, info
                                 F77_CHAR_ARG_LEN (1)));

      Array<float> tau (dim_vector (n-1, 1));
      float *ptau = tau.fortran_vec ();

      Array<float> work (dim_vector (lwork, 1));
      float *pwork = work.fortran_vec ();

      F77_XFCN (sgehrd, SGEHRD, (n, ilo, ihi, h, n, ptau, pwork,
                                 lwork, info));

      unitary_hess_mat = hess_mat;
      float *z = unitary_hess_mat.fortran_vec ();

      F77_XFCN (sorghr, SORGHR, (n, ilo, ihi, z, n, ptau, pwork,
                                 lwork, info));

      F77_XFCN (sgebak, SGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 F77_CONST_CHAR_ARG2 (&side, 1),
                                 n, ilo, ihi, pscale, n, z,
                                 n, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      // If someone thinks of a more graceful way of doing
      // this (or faster for that matter :-)), please let
      // me know!

      if (n > 2)
        for (F77_INT j = 0; j < a_nc; j++)
          for (F77_INT i = j+2; i < a_nr; i++)
            hess_mat.elem (i, j) = 0;

      return info;
    }

    template <>
    octave_idx_type
    hess<ComplexMatrix>::init (const ComplexMatrix& a)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        (*current_liboctave_error_handler) ("hess: requires square matrix");

      char job = 'N';
      char side = 'R';

      F77_INT n = a_nc;
      F77_INT lwork = 32 * n;
      F77_INT info;
      F77_INT ilo;
      F77_INT ihi;

      hess_mat = a;
      Complex *h = hess_mat.fortran_vec ();

      Array<double> scale (dim_vector (n, 1));
      double *pscale = scale.fortran_vec ();

      F77_XFCN (zgebal, ZGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 n, F77_DBLE_CMPLX_ARG (h), n, ilo, ihi, pscale, info
                                 F77_CHAR_ARG_LEN (1)));

      Array<Complex> tau (dim_vector (n-1, 1));
      Complex *ptau = tau.fortran_vec ();

      Array<Complex> work (dim_vector (lwork, 1));
      Complex *pwork = work.fortran_vec ();

      F77_XFCN (zgehrd, ZGEHRD, (n, ilo, ihi, F77_DBLE_CMPLX_ARG (h), n,
                                 F77_DBLE_CMPLX_ARG (ptau), F77_DBLE_CMPLX_ARG (pwork), lwork, info));

      unitary_hess_mat = hess_mat;
      Complex *z = unitary_hess_mat.fortran_vec ();

      F77_XFCN (zunghr, ZUNGHR, (n, ilo, ihi, F77_DBLE_CMPLX_ARG (z), n,
                                 F77_DBLE_CMPLX_ARG (ptau), F77_DBLE_CMPLX_ARG (pwork),
                                 lwork, info));

      F77_XFCN (zgebak, ZGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 F77_CONST_CHAR_ARG2 (&side, 1),
                                 n, ilo, ihi, pscale, n, F77_DBLE_CMPLX_ARG (z), n, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      // If someone thinks of a more graceful way of
      // doing this (or faster for that matter :-)),
      // please let me know!

      if (n > 2)
        for (F77_INT j = 0; j < a_nc; j++)
          for (F77_INT i = j+2; i < a_nr; i++)
            hess_mat.elem (i, j) = 0;

      return info;
    }

    template <>
    octave_idx_type
    hess<FloatComplexMatrix>::init (const FloatComplexMatrix& a)
    {
      F77_INT a_nr = to_f77_int (a.rows ());
      F77_INT a_nc = to_f77_int (a.cols ());

      if (a_nr != a_nc)
        {
          (*current_liboctave_error_handler) ("hess: requires square matrix");
          return -1;
        }

      char job = 'N';
      char side = 'R';

      F77_INT n = a_nc;
      F77_INT lwork = 32 * n;
      F77_INT info;
      F77_INT ilo;
      F77_INT ihi;

      hess_mat = a;
      FloatComplex *h = hess_mat.fortran_vec ();

      Array<float> scale (dim_vector (n, 1));
      float *pscale = scale.fortran_vec ();

      F77_XFCN (cgebal, CGEBAL, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 n, F77_CMPLX_ARG (h), n, ilo, ihi, pscale, info
                                 F77_CHAR_ARG_LEN (1)));

      Array<FloatComplex> tau (dim_vector (n-1, 1));
      FloatComplex *ptau = tau.fortran_vec ();

      Array<FloatComplex> work (dim_vector (lwork, 1));
      FloatComplex *pwork = work.fortran_vec ();

      F77_XFCN (cgehrd, CGEHRD, (n, ilo, ihi, F77_CMPLX_ARG (h), n,
                                 F77_CMPLX_ARG (ptau), F77_CMPLX_ARG (pwork), lwork, info));

      unitary_hess_mat = hess_mat;
      FloatComplex *z = unitary_hess_mat.fortran_vec ();

      F77_XFCN (cunghr, CUNGHR, (n, ilo, ihi, F77_CMPLX_ARG (z), n,
                                 F77_CMPLX_ARG (ptau), F77_CMPLX_ARG (pwork),
                                 lwork, info));

      F77_XFCN (cgebak, CGEBAK, (F77_CONST_CHAR_ARG2 (&job, 1),
                                 F77_CONST_CHAR_ARG2 (&side, 1),
                                 n, ilo, ihi, pscale, n, F77_CMPLX_ARG (z), n, info
                                 F77_CHAR_ARG_LEN (1)
                                 F77_CHAR_ARG_LEN (1)));

      // If someone thinks of a more graceful way of
      // doing this (or faster for that matter :-)),
      // please let me know!

      if (n > 2)
        for (F77_INT j = 0; j < a_nc; j++)
          for (F77_INT i = j+2; i < a_nr; i++)
            hess_mat.elem (i, j) = 0;

      return info;
    }
  }
}