// 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" // Dlaln2 solves a linear equation or a system of 2 linear equations of the form // (ca A - w D) X = scale B, if trans == false, // (ca A^T - w D) X = scale B, if trans == true, // where A is a na×na real matrix, ca is a real scalar, D is a na×na diagonal // real matrix, w is a scalar, real if nw == 1, complex if nw == 2, and X and B // are na×1 matrices, real if w is real, complex if w is complex. // // If w is complex, X and B are represented as na×2 matrices, the first column // of each being the real part and the second being the imaginary part. // // na and nw must be 1 or 2, otherwise Dlaln2 will panic. // // d1 and d2 are the diagonal elements of D. d2 is not used if na == 1. // // wr and wi represent the real and imaginary part, respectively, of the scalar // w. wi is not used if nw == 1. // // smin is the desired lower bound on the singular values of A. This should be // a safe distance away from underflow or overflow, say, between // (underflow/machine precision) and (overflow*machine precision). // // If both singular values of (ca A - w D) are less than smin, smin*identity // will be used instead of (ca A - w D). If only one singular value is less than // smin, one element of (ca A - w D) will be perturbed enough to make the // smallest singular value roughly smin. If both singular values are at least // smin, (ca A - w D) will not be perturbed. In any case, the perturbation will // be at most some small multiple of max(smin, ulp*norm(ca A - w D)). The // singular values are computed by infinity-norm approximations, and thus will // only be correct to a factor of 2 or so. // // All input quantities are assumed to be smaller than overflow by a reasonable // factor. // // scale is a scaling factor less than or equal to 1 which is chosen so that X // can be computed without overflow. X is further scaled if necessary to assure // that norm(ca A - w D)*norm(X) is less than overflow. // // xnorm contains the infinity-norm of X when X is regarded as a na×nw real // matrix. // // ok will be false if (ca A - w D) had to be perturbed to make its smallest // singular value greater than smin, otherwise ok will be true. // // Dlaln2 is an internal routine. It is exported for testing purposes. func (impl Implementation) Dlaln2(trans bool, na, nw int, smin, ca float64, a []float64, lda int, d1, d2 float64, b []float64, ldb int, wr, wi float64, x []float64, ldx int) (scale, xnorm float64, ok bool) { // TODO(vladimir-ch): Consider splitting this function into two, one // handling the real case (nw == 1) and the other handling the complex // case (nw == 2). Given that Go has complex types, their signatures // would be simpler and more natural, and the implementation not as // convoluted. if na != 1 && na != 2 { panic("lapack: invalid value of na") } if nw != 1 && nw != 2 { panic("lapack: invalid value of nw") } checkMatrix(na, na, a, lda) checkMatrix(na, nw, b, ldb) checkMatrix(na, nw, x, ldx) smlnum := 2 * dlamchS bignum := 1 / smlnum smini := math.Max(smin, smlnum) ok = true scale = 1 if na == 1 { // 1×1 (i.e., scalar) system C X = B. if nw == 1 { // Real 1×1 system. // C = ca A - w D. csr := ca*a[0] - wr*d1 cnorm := math.Abs(csr) // If |C| < smini, use C = smini. if cnorm < smini { csr = smini cnorm = smini ok = false } // Check scaling for X = B / C. bnorm := math.Abs(b[0]) if cnorm < 1 && bnorm > math.Max(1, bignum*cnorm) { scale = 1 / bnorm } // Compute X. x[0] = b[0] * scale / csr xnorm = math.Abs(x[0]) return scale, xnorm, ok } // Complex 1×1 system (w is complex). // C = ca A - w D. csr := ca*a[0] - wr*d1 csi := -wi * d1 cnorm := math.Abs(csr) + math.Abs(csi) // If |C| < smini, use C = smini. if cnorm < smini { csr = smini csi = 0 cnorm = smini ok = false } // Check scaling for X = B / C. bnorm := math.Abs(b[0]) + math.Abs(b[1]) if cnorm < 1 && bnorm > math.Max(1, bignum*cnorm) { scale = 1 / bnorm } // Compute X. cx := complex(scale*b[0], scale*b[1]) / complex(csr, csi) x[0], x[1] = real(cx), imag(cx) xnorm = math.Abs(x[0]) + math.Abs(x[1]) return scale, xnorm, ok } // 2×2 system. // Compute the real part of // C = ca A - w D // or // C = ca A^T - w D. crv := [4]float64{ ca*a[0] - wr*d1, ca * a[1], ca * a[lda], ca*a[lda+1] - wr*d2, } if trans { crv[1] = ca * a[lda] crv[2] = ca * a[1] } pivot := [4][4]int{ {0, 1, 2, 3}, {1, 0, 3, 2}, {2, 3, 0, 1}, {3, 2, 1, 0}, } if nw == 1 { // Real 2×2 system (w is real). // Find the largest element in C. var cmax float64 var icmax int for j, v := range crv { v = math.Abs(v) if v > cmax { cmax = v icmax = j } } // If norm(C) < smini, use smini*identity. if cmax < smini { bnorm := math.Max(math.Abs(b[0]), math.Abs(b[ldb])) if smini < 1 && bnorm > math.Max(1, bignum*smini) { scale = 1 / bnorm } temp := scale / smini x[0] = temp * b[0] x[ldx] = temp * b[ldb] xnorm = temp * bnorm ok = false return scale, xnorm, ok } // Gaussian elimination with complete pivoting. // Form upper triangular matrix // [ur11 ur12] // [ 0 ur22] ur11 := crv[icmax] ur12 := crv[pivot[icmax][1]] cr21 := crv[pivot[icmax][2]] cr22 := crv[pivot[icmax][3]] ur11r := 1 / ur11 lr21 := ur11r * cr21 ur22 := cr22 - ur12*lr21 // If smaller pivot < smini, use smini. if math.Abs(ur22) < smini { ur22 = smini ok = false } var br1, br2 float64 if icmax > 1 { // If the pivot lies in the second row, swap the rows. br1 = b[ldb] br2 = b[0] } else { br1 = b[0] br2 = b[ldb] } br2 -= lr21 * br1 // Apply the Gaussian elimination step to the right-hand side. bbnd := math.Max(math.Abs(ur22*ur11r*br1), math.Abs(br2)) if bbnd > 1 && math.Abs(ur22) < 1 && bbnd >= bignum*math.Abs(ur22) { scale = 1 / bbnd } // Solve the linear system ur*xr=br. xr2 := br2 * scale / ur22 xr1 := scale*br1*ur11r - ur11r*ur12*xr2 if icmax&0x1 != 0 { // If the pivot lies in the second column, swap the components of the solution. x[0] = xr2 x[ldx] = xr1 } else { x[0] = xr1 x[ldx] = xr2 } xnorm = math.Max(math.Abs(xr1), math.Abs(xr2)) // Further scaling if norm(A)*norm(X) > overflow. if xnorm > 1 && cmax > 1 && xnorm > bignum/cmax { temp := cmax / bignum x[0] *= temp x[ldx] *= temp xnorm *= temp scale *= temp } return scale, xnorm, ok } // Complex 2×2 system (w is complex). // Find the largest element in C. civ := [4]float64{ -wi * d1, 0, 0, -wi * d2, } var cmax float64 var icmax int for j, v := range crv { v := math.Abs(v) if v+math.Abs(civ[j]) > cmax { cmax = v + math.Abs(civ[j]) icmax = j } } // If norm(C) < smini, use smini*identity. if cmax < smini { br1 := math.Abs(b[0]) + math.Abs(b[1]) br2 := math.Abs(b[ldb]) + math.Abs(b[ldb+1]) bnorm := math.Max(br1, br2) if smini < 1 && bnorm > 1 && bnorm > bignum*smini { scale = 1 / bnorm } temp := scale / smini x[0] = temp * b[0] x[1] = temp * b[1] x[ldb] = temp * b[ldb] x[ldb+1] = temp * b[ldb+1] xnorm = temp * bnorm ok = false return scale, xnorm, ok } // Gaussian elimination with complete pivoting. ur11 := crv[icmax] ui11 := civ[icmax] ur12 := crv[pivot[icmax][1]] ui12 := civ[pivot[icmax][1]] cr21 := crv[pivot[icmax][2]] ci21 := civ[pivot[icmax][2]] cr22 := crv[pivot[icmax][3]] ci22 := civ[pivot[icmax][3]] var ( ur11r, ui11r float64 lr21, li21 float64 ur12s, ui12s float64 ur22, ui22 float64 ) if icmax == 0 || icmax == 3 { // Off-diagonals of pivoted C are real. if math.Abs(ur11) > math.Abs(ui11) { temp := ui11 / ur11 ur11r = 1 / (ur11 * (1 + temp*temp)) ui11r = -temp * ur11r } else { temp := ur11 / ui11 ui11r = -1 / (ui11 * (1 + temp*temp)) ur11r = -temp * ui11r } lr21 = cr21 * ur11r li21 = cr21 * ui11r ur12s = ur12 * ur11r ui12s = ur12 * ui11r ur22 = cr22 - ur12*lr21 ui22 = ci22 - ur12*li21 } else { // Diagonals of pivoted C are real. ur11r = 1 / ur11 // ui11r is already 0. lr21 = cr21 * ur11r li21 = ci21 * ur11r ur12s = ur12 * ur11r ui12s = ui12 * ur11r ur22 = cr22 - ur12*lr21 + ui12*li21 ui22 = -ur12*li21 - ui12*lr21 } u22abs := math.Abs(ur22) + math.Abs(ui22) // If smaller pivot < smini, use smini. if u22abs < smini { ur22 = smini ui22 = 0 ok = false } var br1, bi1 float64 var br2, bi2 float64 if icmax > 1 { // If the pivot lies in the second row, swap the rows. br1 = b[ldb] bi1 = b[ldb+1] br2 = b[0] bi2 = b[1] } else { br1 = b[0] bi1 = b[1] br2 = b[ldb] bi2 = b[ldb+1] } br2 += -lr21*br1 + li21*bi1 bi2 += -li21*br1 - lr21*bi1 bbnd1 := u22abs * (math.Abs(ur11r) + math.Abs(ui11r)) * (math.Abs(br1) + math.Abs(bi1)) bbnd2 := math.Abs(br2) + math.Abs(bi2) bbnd := math.Max(bbnd1, bbnd2) if bbnd > 1 && u22abs < 1 && bbnd >= bignum*u22abs { scale = 1 / bbnd br1 *= scale bi1 *= scale br2 *= scale bi2 *= scale } cx2 := complex(br2, bi2) / complex(ur22, ui22) xr2, xi2 := real(cx2), imag(cx2) xr1 := ur11r*br1 - ui11r*bi1 - ur12s*xr2 + ui12s*xi2 xi1 := ui11r*br1 + ur11r*bi1 - ui12s*xr2 - ur12s*xi2 if icmax&0x1 != 0 { // If the pivot lies in the second column, swap the components of the solution. x[0] = xr2 x[1] = xi2 x[ldx] = xr1 x[ldx+1] = xi1 } else { x[0] = xr1 x[1] = xi1 x[ldx] = xr2 x[ldx+1] = xi2 } xnorm = math.Max(math.Abs(xr1)+math.Abs(xi1), math.Abs(xr2)+math.Abs(xi2)) // Further scaling if norm(A)*norm(X) > overflow. if xnorm > 1 && cmax > 1 && xnorm > bignum/cmax { temp := cmax / bignum x[0] *= temp x[1] *= temp x[ldx] *= temp x[ldx+1] *= temp xnorm *= temp scale *= temp } return scale, xnorm, ok }