/** * Class matRoutines contains several matrix routines that * Eric translated from the EISPACK collection (Fortran). * * @author Eric Ward * @version August 31, 2006 */ public class matRoutines { private double[] ort, d, e; private double f, g, h, scale; private double exshift,p,q,r,s,z,t,w,x,y; private int i, j, m, k, l, n, nn, iter, low, high; private double ra,sa,vr,vi, norm; private double eps = Math.pow(2.0,-52.0); private double[][] eigVec; private double cdivr, cdivi, cr, cd; /** * Constructor for objects of class matRoutines * * @param n, the dimensions of the matrix */ public matRoutines(int n) { // initialise instance variables ort = new double[n]; e = new double[n]; d = new double[n]; } /** * This is the only public method, calls orthes and hqr2 routines. * * @param LESLIE, the leslie matrix to find the eigenvectors of * @param dim, the dimensions of the matrix * @param E, the eigenvector matrix that is destroyed on input and on output * contains the eigenvectors. */ public void getEigenvectors(double[][] LESLIE, int dim, double[][] E) { eigVec = new double[dim][dim]; orthes(dim, LESLIE, eigVec); hqr2 (dim, LESLIE, eigVec); // destroy information in E, and overwrite it with eigenvectors for(i = 0; i < dim; i++) { for(j = 0; j < dim; j++) { E[i][j] = eigVec[i][j]; } } } /** * Converts matrix to Hessenberg form. * * @param n, the dimensions of the matrix * @param H, the matrix to be transformed * @param V, the rotated matrix * @return void */ private void orthes (int n, double[][] H, double[][] V) { // This is derived from the Algol procedures orthes and ortran, // by Martin and Wilkinson, Handbook for Auto. Comp., // Vol.ii-Linear Algebra, and the corresponding // Fortran subroutines in EISPACK. low = 0; high = n-1; for (m = low+1; m <= high-1; m++) { // Scale column. scale = 0.0; for (i = m; i <= high; i++) { scale = scale + Math.abs(H[i][m-1]); } if (scale != 0.0) { // Compute Householder transformation. h = 0.0; for (i = high; i >= m; i--) { ort[i] = H[i][m-1]/scale; h += ort[i] * ort[i]; } g = Math.sqrt(h); if (ort[m] > 0) { g = -g; } h = h - ort[m] * g; ort[m] = ort[m] - g; // Apply Householder similarity transformation // H = (I-u*u'/h)*H*(I-u*u')/h) for (j = m; j < n; j++) { f = 0.0; for (i = high; i >= m; i--) { f += ort[i]*H[i][j]; } f = f/h; for (i = m; i <= high; i++) { H[i][j] -= f*ort[i]; } } for (i = 0; i <= high; i++) { f = 0.0; for (j = high; j >= m; j--) { f += ort[j]*H[i][j]; } f = f/h; for (j = m; j <= high; j++) { H[i][j] -= f*ort[j]; } } ort[m] = scale*ort[m]; H[m][m-1] = scale*g; } } // Accumulate transformations (Algol's ortran). for (i = 0; i < n; i++) { for (j = 0; j < n; j++) { V[i][j] = (i == j ? 1.0 : 0.0); } } for (m = high-1; m >= low+1; m--) { if (H[m][m-1] != 0.0) { for (i = m+1; i <= high; i++) { ort[i] = H[i][m-1]; } for (j = m; j <= high; j++) { g = 0.0; for (i = m; i <= high; i++) { g += ort[i] * V[i][j]; } // Double division avoids possible underflow g = (g / ort[m]) / H[m][m-1]; for (i = m; i <= high; i++) { V[i][j] += g * ort[i]; } } } } } /** * CDIV is used to carry out complex division using real arithmetic. * The computation C=X/Y is done. This routine is not included in the * SCILIB version of EISPACK. * * @param xr, the real part of X (input) * @param xi, the imaginary part of X (input) * @param yr, the real part of Y (input) * @param yi, the imaginary part of Y (input) * @return void */ private void cdiv(double xr, double xi, double yr, double yi) { if (Math.abs(yr) > Math.abs(yi)) { cr = yi/yr; cd = yr + cr*yi; cdivr = (xr + cr*xi)/cd; cdivi = (xi - cr*xr)/cd; } else { cr = yr/yi; cd = yi + cr*yr; cdivr = (cr*xr + xi)/cd; cdivi = (cr*xi - xr)/cd; } } /** * Converts matrix to Hessenberg form. * * @param dim, the dimensions of the matrix * @param H, Input/output, on input contains the upper Hessenberg matrix. * On output, H has been destroyed. * @param V, the eigenvectors that are output * @return void */ private void hqr2 (int dim, double[][] H, double[][] V) { // This is derived from the Algol procedure hqr2, // by Martin and Wilkinson, Handbook for Auto. Comp., // Vol.ii-Linear Algebra, and the corresponding // Fortran subroutine in EISPACK. nn = dim; n = nn-1; low = 0; high = nn-1; exshift=0; p = 0; q = 0; r = 0; s = 0; z = 0; // Store roots isolated by balanc and compute matrix norm norm = 0.0; for (i = 0; i < nn; i++) { if (i < low | i > high) { d[i] = H[i][i]; e[i] = 0.0; } for (j = Math.max(i-1,0); j < nn; j++) { norm = norm + Math.abs(H[i][j]); } } // Outer loop over eigenvalue index iter = 0; while (n >= low) { // Look for single small sub-diagonal element l = n; while (l > low) { s = Math.abs(H[l-1][l-1]) + Math.abs(H[l][l]); if (s == 0.0) { s = norm; } if (Math.abs(H[l][l-1]) < eps * s) { break; } l--; } // Check for convergence // One root found if (l == n) { H[n][n] = H[n][n] + exshift; d[n] = H[n][n]; e[n] = 0.0; n--; iter = 0; // Two roots found } else if (l == n-1) { w = H[n][n-1] * H[n-1][n]; p = (H[n-1][n-1] - H[n][n]) / 2.0; q = p * p + w; z = Math.sqrt(Math.abs(q)); H[n][n] = H[n][n] + exshift; H[n-1][n-1] = H[n-1][n-1] + exshift; x = H[n][n]; // Real pair if (q >= 0) { if (p >= 0) { z = p + z; } else { z = p - z; } d[n-1] = x + z; d[n] = d[n-1]; if (z != 0.0) { d[n] = x - w / z; } e[n-1] = 0.0; e[n] = 0.0; x = H[n][n-1]; s = Math.abs(x) + Math.abs(z); p = x / s; q = z / s; r = Math.sqrt(p * p+q * q); p = p / r; q = q / r; // Row modification for (j = n-1; j < nn; j++) { z = H[n-1][j]; H[n-1][j] = q * z + p * H[n][j]; H[n][j] = q * H[n][j] - p * z; } // Column modification for (i = 0; i <= n; i++) { z = H[i][n-1]; H[i][n-1] = q * z + p * H[i][n]; H[i][n] = q * H[i][n] - p * z; } // Accumulate transformations for (i = low; i <= high; i++) { z = V[i][n-1]; V[i][n-1] = q * z + p * V[i][n]; V[i][n] = q * V[i][n] - p * z; } // Complex pair } else { d[n-1] = x + p; d[n] = x + p; e[n-1] = z; e[n] = -z; } n = n - 2; iter = 0; // No convergence yet } else { // Form shift x = H[n][n]; y = 0.0; w = 0.0; if (l < n) { y = H[n-1][n-1]; w = H[n][n-1] * H[n-1][n]; } // Wilkinson's original ad hoc shift if (iter == 10) { exshift += x; for (i = low; i <= n; i++) { H[i][i] -= x; } s = Math.abs(H[n][n-1]) + Math.abs(H[n-1][n-2]); x = y = 0.75 * s; w = -0.4375 * s * s; } // MATLAB's new ad hoc shift if (iter == 30) { s = (y - x) / 2.0; s = s * s + w; if (s > 0) { s = Math.sqrt(s); if (y < x) { s = -s; } s = x - w / ((y - x) / 2.0 + s); for (i = low; i <= n; i++) { H[i][i] -= s; } exshift += s; x = y = w = 0.964; } } iter = iter + 1; // (Could check iteration count here.) // Look for two consecutive small sub-diagonal elements m = n-2; while (m >= l) { z = H[m][m]; r = x - z; s = y - z; p = (r * s - w) / H[m+1][m] + H[m][m+1]; q = H[m+1][m+1] - z - r - s; r = H[m+2][m+1]; s = Math.abs(p) + Math.abs(q) + Math.abs(r); p = p / s; q = q / s; r = r / s; if (m == l) { break; } if (Math.abs(H[m][m-1]) * (Math.abs(q) + Math.abs(r)) < eps * (Math.abs(p) * (Math.abs(H[m-1][m-1]) + Math.abs(z) + Math.abs(H[m+1][m+1])))) { break; } m--; } for (i = m+2; i <= n; i++) { H[i][i-2] = 0.0; if (i > m+2) { H[i][i-3] = 0.0; } } // Double QR step involving rows l:n and columns m:n for (k = m; k <= n-1; k++) { boolean notlast = (k != n-1); if (k != m) { p = H[k][k-1]; q = H[k+1][k-1]; r = (notlast ? H[k+2][k-1] : 0.0); x = Math.abs(p) + Math.abs(q) + Math.abs(r); if (x != 0.0) { p = p / x; q = q / x; r = r / x; } } if (x == 0.0) { break; } s = Math.sqrt(p * p + q * q + r * r); if (p < 0) { s = -s; } if (s != 0) { if (k != m) { H[k][k-1] = -s * x; } else if (l != m) { H[k][k-1] = -H[k][k-1]; } p = p + s; x = p / s; y = q / s; z = r / s; q = q / p; r = r / p; // Row modification for (j = k; j < nn; j++) { p = H[k][j] + q * H[k+1][j]; if (notlast) { p = p + r * H[k+2][j]; H[k+2][j] = H[k+2][j] - p * z; } H[k][j] = H[k][j] - p * x; H[k+1][j] = H[k+1][j] - p * y; } // Column modification for (i = 0; i <= Math.min(n,k+3); i++) { p = x * H[i][k] + y * H[i][k+1]; if (notlast) { p = p + z * H[i][k+2]; H[i][k+2] = H[i][k+2] - p * r; } H[i][k] = H[i][k] - p; H[i][k+1] = H[i][k+1] - p * q; } // Accumulate transformations for (i = low; i <= high; i++) { p = x * V[i][k] + y * V[i][k+1]; if (notlast) { p = p + z * V[i][k+2]; V[i][k+2] = V[i][k+2] - p * r; } V[i][k] = V[i][k] - p; V[i][k+1] = V[i][k+1] - p * q; } } // (s != 0) } // k loop } // check convergence } // while (n >= low) // Backsubstitute to find vectors of upper triangular form if (norm == 0.0) { return; } for (n = nn-1; n >= 0; n--) { p = d[n]; q = e[n]; // Real vector if (q == 0) { l = n; H[n][n] = 1.0; for (i = n-1; i >= 0; i--) { w = H[i][i] - p; r = 0.0; for (j = l; j <= n; j++) { r = r + H[i][j] * H[j][n]; } if (e[i] < 0.0) { z = w; s = r; } else { l = i; if (e[i] == 0.0) { if (w != 0.0) { H[i][n] = -r / w; } else { H[i][n] = -r / (eps * norm); } // Solve real equations } else { x = H[i][i+1]; y = H[i+1][i]; q = (d[i] - p) * (d[i] - p) + e[i] * e[i]; t = (x * s - z * r) / q; H[i][n] = t; if (Math.abs(x) > Math.abs(z)) { H[i+1][n] = (-r - w * t) / x; } else { H[i+1][n] = (-s - y * t) / z; } } // Overflow control t = Math.abs(H[i][n]); if ((eps * t) * t > 1) { for (j = i; j <= n; j++) { H[j][n] = H[j][n] / t; } } } } // Complex vector } else if (q < 0) { l = n-1; // Last vector component imaginary so matrix is triangular if (Math.abs(H[n][n-1]) > Math.abs(H[n-1][n])) { H[n-1][n-1] = q / H[n][n-1]; H[n-1][n] = -(H[n][n] - p) / H[n][n-1]; } else { cdiv(0.0,-H[n-1][n],H[n-1][n-1]-p,q); H[n-1][n-1] = cdivr; H[n-1][n] = cdivi; } H[n][n-1] = 0.0; H[n][n] = 1.0; for (i = n-2; i >= 0; i--) { ra = 0.0; sa = 0.0; for (j = l; j <= n; j++) { ra = ra + H[i][j] * H[j][n-1]; sa = sa + H[i][j] * H[j][n]; } w = H[i][i] - p; if (e[i] < 0.0) { z = w; r = ra; s = sa; } else { l = i; if (e[i] == 0) { cdiv(-ra,-sa,w,q); H[i][n-1] = cdivr; H[i][n] = cdivi; } else { // Solve complex equations x = H[i][i+1]; y = H[i+1][i]; vr = (d[i] - p) * (d[i] - p) + e[i] * e[i] - q * q; vi = (d[i] - p) * 2.0 * q; if (vr == 0.0 & vi == 0.0) { vr = eps * norm * (Math.abs(w) + Math.abs(q) + Math.abs(x) + Math.abs(y) + Math.abs(z)); } cdiv(x*r-z*ra+q*sa,x*s-z*sa-q*ra,vr,vi); H[i][n-1] = cdivr; H[i][n] = cdivi; if (Math.abs(x) > (Math.abs(z) + Math.abs(q))) { H[i+1][n-1] = (-ra - w * H[i][n-1] + q * H[i][n]) / x; H[i+1][n] = (-sa - w * H[i][n] - q * H[i][n-1]) / x; } else { cdiv(-r-y*H[i][n-1],-s-y*H[i][n],z,q); H[i+1][n-1] = cdivr; H[i+1][n] = cdivi; } } // Overflow control t = Math.max(Math.abs(H[i][n-1]),Math.abs(H[i][n])); if ((eps * t) * t > 1) { for (j = i; j <= n; j++) { H[j][n-1] = H[j][n-1] / t; H[j][n] = H[j][n] / t; } } } } } } // Vectors of isolated roots for (i = 0; i < nn; i++) { if (i < low | i > high) { for (j = i; j < nn; j++) { V[i][j] = H[i][j]; } } } // Back transformation to get eigenvectors of original matrix for (j = nn-1; j >= low; j--) { for (i = low; i <= high; i++) { z = 0.0; for (k = low; k <= Math.min(j,high); k++) { z = z + V[i][k] * H[k][j]; } V[i][j] = z; } } } }