lapack: imported lapack as a subtree

lapack/native/dlanst.go

@@ -0,0 +1,68 @@
+// Copyright ©2016 The gonum Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+package native
+
+import (
+	"math"
+
+	"github.com/gonum/lapack"
+)
+
+// Dlanst computes the specified norm of a symmetric tridiagonal matrix A.
+// The diagonal elements of A are stored in d and the off-diagonal elements
+// are stored in e.
+func (impl Implementation) Dlanst(norm lapack.MatrixNorm, n int, d, e []float64) float64 {
+	if len(d) < n {
+		panic(badD)
+	}
+	if len(e) < n-1 {
+		panic(badE)
+	}
+	if n <= 0 {
+		return 0
+	}
+	switch norm {
+	default:
+		panic(badNorm)
+	case lapack.MaxAbs:
+		anorm := math.Abs(d[n-1])
+		for i := 0; i < n-1; i++ {
+			sum := math.Abs(d[i])
+			if anorm < sum || math.IsNaN(sum) {
+				anorm = sum
+			}
+			sum = math.Abs(e[i])
+			if anorm < sum || math.IsNaN(sum) {
+				anorm = sum
+			}
+		}
+		return anorm
+	case lapack.MaxColumnSum, lapack.MaxRowSum:
+		if n == 1 {
+			return math.Abs(d[0])
+		}
+		anorm := math.Abs(d[0]) + math.Abs(e[0])
+		sum := math.Abs(e[n-2]) + math.Abs(d[n-1])
+		if anorm < sum || math.IsNaN(sum) {
+			anorm = sum
+		}
+		for i := 1; i < n-1; i++ {
+			sum := math.Abs(d[i]) + math.Abs(e[i]) + math.Abs(e[i-1])
+			if anorm < sum || math.IsNaN(sum) {
+				anorm = sum
+			}
+		}
+		return anorm
+	case lapack.NormFrob:
+		var scale float64
+		sum := 1.0
+		if n > 1 {
+			scale, sum = impl.Dlassq(n-1, e, 1, scale, sum)
+			sum = 2 * sum
+		}
+		scale, sum = impl.Dlassq(n, d, 1, scale, sum)
+		return scale * math.Sqrt(sum)
+	}
+}