| 175 |
|
* @param w output eigenvalues |
| 176 |
|
* @param v output eigenvectors |
| 177 |
|
*/ |
| 178 |
< |
void jacobi(const SquareMatrix<Real, Dim>& a, |
| 179 |
< |
Vector<Real, Dim>& w, |
| 178 |
> |
bool jacobi(const SquareMatrix<Real, Dim>& a, Vector<Real, Dim>& w, |
| 179 |
|
SquareMatrix<Real, Dim>& v); |
| 180 |
|
};//end SquareMatrix |
| 181 |
|
|
| 183 |
|
#define ROT(a,i,j,k,l) g=a(i, j);h=a(k, l);a(i, j)=g-s*(h+g*tau);a(k, l)=h+s*(g-h*tau) |
| 184 |
|
#define MAX_ROTATIONS 60 |
| 185 |
|
|
| 186 |
< |
template<Real, int Dim> |
| 187 |
< |
void SquareMatrix<Real, int Dim>::jacobi(SquareMatrix<Real, Dim>& a, |
| 188 |
< |
Vector<Real, Dim>& w, |
| 190 |
< |
SquareMatrix<Real, Dim>& v) { |
| 186 |
> |
template<typename Real, int Dim> |
| 187 |
> |
bool SquareMatrix<Real, Dim>::jacobi(const SquareMatrix<Real, Dim>& a, Vector<Real, Dim>& w, |
| 188 |
> |
SquareMatrix<Real, Dim>& v) { |
| 189 |
|
const int N = Dim; |
| 190 |
|
int i, j, k, iq, ip; |
| 191 |
|
double tresh, theta, tau, t, sm, s, h, g, c; |
| 193 |
|
Vector<Real, Dim> b, z; |
| 194 |
|
|
| 195 |
|
// initialize |
| 196 |
< |
for (ip=0; ip<N; ip++) |
| 197 |
< |
{ |
| 198 |
< |
for (iq=0; iq<N; iq++) v(ip, iq) = 0.0; |
| 199 |
< |
v(ip, ip) = 1.0; |
| 196 |
> |
for (ip=0; ip<N; ip++) { |
| 197 |
> |
for (iq=0; iq<N; iq++) |
| 198 |
> |
v(ip, iq) = 0.0; |
| 199 |
> |
v(ip, ip) = 1.0; |
| 200 |
|
} |
| 201 |
< |
for (ip=0; ip<N; ip++) |
| 202 |
< |
{ |
| 203 |
< |
b(ip) = w(ip) = a(ip, ip); |
| 204 |
< |
z(ip) = 0.0; |
| 201 |
> |
|
| 202 |
> |
for (ip=0; ip<N; ip++) { |
| 203 |
> |
b(ip) = w(ip) = a(ip, ip); |
| 204 |
> |
z(ip) = 0.0; |
| 205 |
|
} |
| 206 |
|
|
| 207 |
|
// begin rotation sequence |
| 208 |
< |
for (i=0; i<MAX_ROTATIONS; i++) |
| 209 |
< |
{ |
| 210 |
< |
sm = 0.0; |
| 211 |
< |
for (ip=0; ip<2; ip++) |
| 212 |
< |
{ |
| 213 |
< |
for (iq=ip+1; iq<N; iq++) sm += fabs(a(ip, iq)); |
| 214 |
< |
} |
| 215 |
< |
if (sm == 0.0) break; |
| 208 |
> |
for (i=0; i<MAX_ROTATIONS; i++) { |
| 209 |
> |
sm = 0.0; |
| 210 |
> |
for (ip=0; ip<2; ip++) { |
| 211 |
> |
for (iq=ip+1; iq<N; iq++) |
| 212 |
> |
sm += fabs(a(ip, iq)); |
| 213 |
> |
} |
| 214 |
> |
|
| 215 |
> |
if (sm == 0.0) |
| 216 |
> |
break; |
| 217 |
|
|
| 218 |
< |
if (i < 4) tresh = 0.2*sm/(9); |
| 219 |
< |
else tresh = 0.0; |
| 218 |
> |
if (i < 4) |
| 219 |
> |
tresh = 0.2*sm/(9); |
| 220 |
> |
else |
| 221 |
> |
tresh = 0.0; |
| 222 |
|
|
| 223 |
< |
for (ip=0; ip<2; ip++) |
| 224 |
< |
{ |
| 225 |
< |
for (iq=ip+1; iq<N; iq++) |
| 226 |
< |
{ |
| 227 |
< |
g = 100.0*fabs(a(ip, iq)); |
| 228 |
< |
if (i > 4 && (fabs(w(ip))+g) == fabs(w(ip)) |
| 229 |
< |
&& (fabs(w(iq))+g) == fabs(w(iq))) |
| 230 |
< |
{ |
| 231 |
< |
a(ip, iq) = 0.0; |
| 232 |
< |
} |
| 233 |
< |
else if (fabs(a(ip, iq)) > tresh) |
| 234 |
< |
{ |
| 235 |
< |
h = w(iq) - w(ip); |
| 235 |
< |
if ( (fabs(h)+g) == fabs(h)) t = (a(ip, iq)) / h; |
| 236 |
< |
else |
| 237 |
< |
{ |
| 238 |
< |
theta = 0.5*h / (a(ip, iq)); |
| 239 |
< |
t = 1.0 / (fabs(theta)+sqrt(1.0+theta*theta)); |
| 240 |
< |
if (theta < 0.0) t = -t; |
| 241 |
< |
} |
| 242 |
< |
c = 1.0 / sqrt(1+t*t); |
| 243 |
< |
s = t*c; |
| 244 |
< |
tau = s/(1.0+c); |
| 245 |
< |
h = t*a(ip, iq); |
| 246 |
< |
z(ip) -= h; |
| 247 |
< |
z(iq) += h; |
| 248 |
< |
w(ip) -= h; |
| 249 |
< |
w(iq) += h; |
| 250 |
< |
a(ip, iq)=0.0; |
| 251 |
< |
for (j=0;j<ip-1;j++) |
| 252 |
< |
{ |
| 253 |
< |
ROT(a,j,ip,j,iq); |
| 254 |
< |
} |
| 255 |
< |
for (j=ip+1;j<iq-1;j++) |
| 256 |
< |
{ |
| 257 |
< |
ROT(a,ip,j,j,iq); |
| 258 |
< |
} |
| 259 |
< |
for (j=iq+1; j<N; j++) |
| 260 |
< |
{ |
| 261 |
< |
ROT(a,ip,j,iq,j); |
| 262 |
< |
} |
| 263 |
< |
for (j=0; j<N; j++) |
| 264 |
< |
{ |
| 265 |
< |
ROT(v,j,ip,j,iq); |
| 266 |
< |
} |
| 267 |
< |
} |
| 268 |
< |
} |
| 269 |
< |
} |
| 223 |
> |
for (ip=0; ip<2; ip++) { |
| 224 |
> |
for (iq=ip+1; iq<N; iq++) { |
| 225 |
> |
g = 100.0*fabs(a(ip, iq)); |
| 226 |
> |
if (i > 4 && (fabs(w(ip))+g) == fabs(w(ip)) |
| 227 |
> |
&& (fabs(w(iq))+g) == fabs(w(iq))) { |
| 228 |
> |
a(ip, iq) = 0.0; |
| 229 |
> |
} else if (fabs(a(ip, iq)) > tresh) { |
| 230 |
> |
h = w(iq) - w(ip); |
| 231 |
> |
if ( (fabs(h)+g) == fabs(h)) { |
| 232 |
> |
t = (a(ip, iq)) / h; |
| 233 |
> |
} else { |
| 234 |
> |
theta = 0.5*h / (a(ip, iq)); |
| 235 |
> |
t = 1.0 / (fabs(theta)+sqrt(1.0+theta*theta)); |
| 236 |
|
|
| 237 |
< |
for (ip=0; ip<N; ip++) |
| 238 |
< |
{ |
| 239 |
< |
b(ip) += z(ip); |
| 274 |
< |
w(ip) = b(ip); |
| 275 |
< |
z(ip) = 0.0; |
| 276 |
< |
} |
| 277 |
< |
} |
| 237 |
> |
if (theta < 0.0) |
| 238 |
> |
t = -t; |
| 239 |
> |
} |
| 240 |
|
|
| 241 |
+ |
c = 1.0 / sqrt(1+t*t); |
| 242 |
+ |
s = t*c; |
| 243 |
+ |
tau = s/(1.0+c); |
| 244 |
+ |
h = t*a(ip, iq); |
| 245 |
+ |
z(ip) -= h; |
| 246 |
+ |
z(iq) += h; |
| 247 |
+ |
w(ip) -= h; |
| 248 |
+ |
w(iq) += h; |
| 249 |
+ |
a(ip, iq)=0.0; |
| 250 |
+ |
|
| 251 |
+ |
for (j=0;j<ip-1;j++) |
| 252 |
+ |
ROT(a,j,ip,j,iq); |
| 253 |
+ |
|
| 254 |
+ |
for (j=ip+1;j<iq-1;j++) |
| 255 |
+ |
ROT(a,ip,j,j,iq); |
| 256 |
+ |
|
| 257 |
+ |
for (j=iq+1; j<N; j++) |
| 258 |
+ |
ROT(a,ip,j,iq,j); |
| 259 |
+ |
for (j=0; j<N; j++) |
| 260 |
+ |
ROT(v,j,ip,j,iq); |
| 261 |
+ |
} |
| 262 |
+ |
} |
| 263 |
+ |
}//for (ip=0; ip<2; ip++) |
| 264 |
+ |
|
| 265 |
+ |
for (ip=0; ip<N; ip++) { |
| 266 |
+ |
b(ip) += z(ip); |
| 267 |
+ |
w(ip) = b(ip); |
| 268 |
+ |
z(ip) = 0.0; |
| 269 |
+ |
} |
| 270 |
+ |
|
| 271 |
+ |
} // end for (i=0; i<MAX_ROTATIONS; i++) |
| 272 |
+ |
|
| 273 |
|
if ( i >= MAX_ROTATIONS ) |
| 274 |
< |
return false; |
| 274 |
> |
return false; |
| 275 |
|
|
| 276 |
|
// sort eigenfunctions |
| 277 |
< |
for (j=0; j<N; j++) |
| 278 |
< |
{ |
| 279 |
< |
k = j; |
| 280 |
< |
tmp = w(k); |
| 281 |
< |
for (i=j; i<N; i++) |
| 282 |
< |
{ |
| 283 |
< |
if (w(i) >= tmp) |
| 284 |
< |
{ |
| 285 |
< |
k = i; |
| 286 |
< |
tmp = w(k); |
| 287 |
< |
} |
| 288 |
< |
} |
| 289 |
< |
if (k != j) |
| 290 |
< |
{ |
| 291 |
< |
w(k) = w(j); |
| 292 |
< |
w(j) = tmp; |
| 293 |
< |
for (i=0; i<N; i++) |
| 294 |
< |
{ |
| 295 |
< |
tmp = v(i, j); |
| 302 |
< |
v(i, j) = v(i, k); |
| 303 |
< |
v(i, k) = tmp; |
| 304 |
< |
} |
| 305 |
< |
} |
| 277 |
> |
for (j=0; j<N; j++) { |
| 278 |
> |
k = j; |
| 279 |
> |
tmp = w(k); |
| 280 |
> |
for (i=j; i<N; i++) { |
| 281 |
> |
if (w(i) >= tmp) { |
| 282 |
> |
k = i; |
| 283 |
> |
tmp = w(k); |
| 284 |
> |
} |
| 285 |
> |
} |
| 286 |
> |
|
| 287 |
> |
if (k != j) { |
| 288 |
> |
w(k) = w(j); |
| 289 |
> |
w(j) = tmp; |
| 290 |
> |
for (i=0; i<N; i++) { |
| 291 |
> |
tmp = v(i, j); |
| 292 |
> |
v(i, j) = v(i, k); |
| 293 |
> |
v(i, k) = tmp; |
| 294 |
> |
} |
| 295 |
> |
} |
| 296 |
|
} |
| 297 |
|
|
| 298 |
|
// insure eigenvector consistency (i.e., Jacobi can compute |
| 301 |
|
// hyperstreamline/other stuff. We will select the most |
| 302 |
|
// positive eigenvector. |
| 303 |
|
int numPos; |
| 304 |
< |
for (j=0; j<N; j++) |
| 305 |
< |
{ |
| 306 |
< |
for (numPos=0, i=0; i<N; i++) if ( v(i, j) >= 0.0 ) numPos++; |
| 317 |
< |
if ( numPos < 2 ) for(i=0; i<N; i++) v(i, j) *= -1.0; |
| 304 |
> |
for (j=0; j<N; j++) { |
| 305 |
> |
for (numPos=0, i=0; i<N; i++) if ( v(i, j) >= 0.0 ) numPos++; |
| 306 |
> |
if ( numPos < 2 ) for(i=0; i<N; i++) v(i, j) *= -1.0; |
| 307 |
|
} |
| 308 |
|
|
| 309 |
|
return true; |
| 314 |
|
|
| 315 |
|
} |
| 316 |
|
|
| 328 |
– |
|
| 329 |
– |
} |
| 317 |
|
#endif //MATH_SQUAREMATRIX_HPP |