// 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" "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/lapack" ) // Dtrevc3 computes some or all of the right and/or left eigenvectors of an n×n // upper quasi-triangular matrix T in Schur canonical form. Matrices of this // type are produced by the Schur factorization of a real general matrix A // A = Q T Q^T, // as computed by Dhseqr. // // The right eigenvector x of T corresponding to an // eigenvalue λ is defined by // T x = λ x, // and the left eigenvector is defined by // y^H T = λ y^H, // where y^H is the conjugate transpose of y. // // The eigenvalues are read directly from the diagonal blocks of T. // // This routine returns the matrices X and/or Y of right and left eigenvectors // of T, or the products Q*X and/or Q*Y, where Q is an input matrix. If Q is the // orthogonal factor that reduces a matrix A to Schur form T, then Q*X and Q*Y // are the matrices of right and left eigenvectors of A. // // If side == lapack.RightEV, only right eigenvectors will be computed. // If side == lapack.LeftEV, only left eigenvectors will be computed. // If side == lapack.RightLeftEV, both right and left eigenvectors will be computed. // For other values of side, Dtrevc3 will panic. // // If howmny == lapack.AllEV, all right and/or left eigenvectors will be // computed. // If howmny == lapack.AllEVMulQ, all right and/or left eigenvectors will be // computed and multiplied from left by the matrices in VR and/or VL. // If howmny == lapack.SelectedEV, right and/or left eigenvectors will be // computed as indicated by selected. // For other values of howmny, Dtrevc3 will panic. // // selected specifies which eigenvectors will be computed. It must have length n // if howmny == lapack.SelectedEV, and it is not referenced otherwise. // If w_j is a real eigenvalue, the corresponding real eigenvector will be // computed if selected[j] is true. // If w_j and w_{j+1} are the real and imaginary parts of a complex eigenvalue, // the corresponding complex eigenvector is computed if either selected[j] or // selected[j+1] is true, and on return selected[j] will be set to true and // selected[j+1] will be set to false. // // VL and VR are n×mm matrices. If howmny is lapack.AllEV or // lapack.AllEVMulQ, mm must be at least n. If howmny == // lapack.SelectedEV, mm must be large enough to store the selected // eigenvectors. Each selected real eigenvector occupies one column and each // selected complex eigenvector occupies two columns. If mm is not sufficiently // large, Dtrevc3 will panic. // // On entry, if howmny == lapack.AllEVMulQ, it is assumed that VL (if side // is lapack.LeftEV or lapack.RightLeftEV) contains an n×n matrix QL, // and that VR (if side is lapack.LeftEV or lapack.RightLeftEV) contains // an n×n matrix QR. QL and QR are typically the orthogonal matrix Q of Schur // vectors returned by Dhseqr. // // On return, if side is lapack.LeftEV or lapack.RightLeftEV, // VL will contain: // if howmny == lapack.AllEV, the matrix Y of left eigenvectors of T, // if howmny == lapack.AllEVMulQ, the matrix Q*Y, // if howmny == lapack.SelectedEV, the left eigenvectors of T specified by // selected, stored consecutively in the // columns of VL, in the same order as their // eigenvalues. // VL is not referenced if side == lapack.RightEV. // // On return, if side is lapack.RightEV or lapack.RightLeftEV, // VR will contain: // if howmny == lapack.AllEV, the matrix X of right eigenvectors of T, // if howmny == lapack.AllEVMulQ, the matrix Q*X, // if howmny == lapack.SelectedEV, the left eigenvectors of T specified by // selected, stored consecutively in the // columns of VR, in the same order as their // eigenvalues. // VR is not referenced if side == lapack.LeftEV. // // Complex eigenvectors corresponding to a complex eigenvalue are stored in VL // and VR in two consecutive columns, the first holding the real part, and the // second the imaginary part. // // Each eigenvector will be normalized so that the element of largest magnitude // has magnitude 1. Here the magnitude of a complex number (x,y) is taken to be // |x| + |y|. // // work must have length at least lwork and lwork must be at least max(1,3*n), // otherwise Dtrevc3 will panic. For optimum performance, lwork should be at // least n+2*n*nb, where nb is the optimal blocksize. // // If lwork == -1, instead of performing Dtrevc3, the function only estimates // the optimal workspace size based on n and stores it into work[0]. // // Dtrevc3 returns the number of columns in VL and/or VR actually used to store // the eigenvectors. // // Dtrevc3 is an internal routine. It is exported for testing purposes. func (impl Implementation) Dtrevc3(side lapack.EVSide, howmny lapack.HowMany, selected []bool, n int, t []float64, ldt int, vl []float64, ldvl int, vr []float64, ldvr int, mm int, work []float64, lwork int) (m int) { switch side { default: panic(badEVSide) case lapack.RightEV, lapack.LeftEV, lapack.RightLeftEV: } switch howmny { default: panic(badHowMany) case lapack.AllEV, lapack.AllEVMulQ, lapack.SelectedEV: } switch { case n < 0: panic(nLT0) case len(work) < lwork: panic(shortWork) case lwork < max(1, 3*n) && lwork != -1: panic(badWork) } if lwork != -1 { if howmny == lapack.SelectedEV { if len(selected) != n { panic("lapack: bad selected length") } // Set m to the number of columns required to store the // selected eigenvectors, and standardize the slice // selected. for j := 0; j < n; { if j == n-1 || t[(j+1)*ldt+j] == 0 { // Diagonal 1×1 block corresponding to a // real eigenvalue. if selected[j] { m++ } j++ } else { // Diagonal 2×2 block corresponding to a // complex eigenvalue. if selected[j] || selected[j+1] { selected[j] = true selected[j+1] = false m += 2 } j += 2 } } } else { m = n } if m > mm { panic("lapack: insufficient number of columns") } checkMatrix(n, n, t, ldt) if (side == lapack.RightEV || side == lapack.RightLeftEV) && m > 0 { checkMatrix(n, m, vr, ldvr) } if (side == lapack.LeftEV || side == lapack.RightLeftEV) && m > 0 { checkMatrix(n, m, vl, ldvl) } } // Quick return if possible. if n == 0 { work[0] = 1 return m } const ( nbmin = 8 nbmax = 128 ) nb := impl.Ilaenv(1, "DTREVC", string(side)+string(howmny), n, -1, -1, -1) // Quick return in case of a workspace query. if lwork == -1 { work[0] = float64(n + 2*n*nb) return m } // Use blocked version of back-transformation if sufficient workspace. // Zero-out the workspace to avoid potential NaN propagation. if howmny == lapack.AllEVMulQ && lwork >= n+2*n*nbmin { nb = min((lwork-n)/(2*n), nbmax) impl.Dlaset(blas.All, n, 1+2*nb, 0, 0, work[:n+2*nb*n], 1+2*nb) } else { nb = 1 } // Set the constants to control overflow. ulp := dlamchP smlnum := float64(n) / ulp * dlamchS bignum := (1 - ulp) / smlnum // Split work into a vector of column norms and an n×2*nb matrix b. norms := work[:n] ldb := 2 * nb b := work[n : n+n*ldb] // Compute 1-norm of each column of strictly upper triangular part of T // to control overflow in triangular solver. norms[0] = 0 for j := 1; j < n; j++ { var cn float64 for i := 0; i < j; i++ { cn += math.Abs(t[i*ldt+j]) } norms[j] = cn } bi := blas64.Implementation() var ( x [4]float64 iv int // Index of column in current block. is int // ip is used below to specify the real or complex eigenvalue: // ip == 0, real eigenvalue, // 1, first of conjugate complex pair (wr,wi), // -1, second of conjugate complex pair (wr,wi). ip int iscomplex [nbmax]int // Stores ip for each column in current block. ) if side == lapack.LeftEV { goto leftev } // Compute right eigenvectors. // For complex right vector, iv-1 is for real part and iv for complex // part. Non-blocked version always uses iv=1, blocked version starts // with iv=nb-1 and goes down to 0 or 1. iv = max(2, nb) - 1 ip = 0 is = m - 1 for ki := n - 1; ki >= 0; ki-- { if ip == -1 { // Previous iteration (ki+1) was second of // conjugate pair, so this ki is first of // conjugate pair. ip = 1 continue } if ki == 0 || t[ki*ldt+ki-1] == 0 { // Last column or zero on sub-diagonal, so this // ki must be real eigenvalue. ip = 0 } else { // Non-zero on sub-diagonal, so this ki is // second of conjugate pair. ip = -1 } if howmny == lapack.SelectedEV { if ip == 0 { if !selected[ki] { continue } } else if !selected[ki-1] { continue } } // Compute the ki-th eigenvalue (wr,wi). wr := t[ki*ldt+ki] var wi float64 if ip != 0 { wi = math.Sqrt(math.Abs(t[ki*ldt+ki-1])) * math.Sqrt(math.Abs(t[(ki-1)*ldt+ki])) } smin := math.Max(ulp*(math.Abs(wr)+math.Abs(wi)), smlnum) if ip == 0 { // Real right eigenvector. b[ki*ldb+iv] = 1 // Form right-hand side. for k := 0; k < ki; k++ { b[k*ldb+iv] = -t[k*ldt+ki] } // Solve upper quasi-triangular system: // [ T[0:ki,0:ki] - wr ]*X = scale*b. for j := ki - 1; j >= 0; { if j == 0 || t[j*ldt+j-1] == 0 { // 1×1 diagonal block. scale, xnorm, _ := impl.Dlaln2(false, 1, 1, smin, 1, t[j*ldt+j:], ldt, 1, 1, b[j*ldb+iv:], ldb, wr, 0, x[:1], 2) // Scale X[0,0] to avoid overflow when updating the // right-hand side. if xnorm > 1 && norms[j] > bignum/xnorm { x[0] /= xnorm scale /= xnorm } // Scale if necessary. if scale != 1 { bi.Dscal(ki+1, scale, b[iv:], ldb) } b[j*ldb+iv] = x[0] // Update right-hand side. bi.Daxpy(j, -x[0], t[j:], ldt, b[iv:], ldb) j-- } else { // 2×2 diagonal block. scale, xnorm, _ := impl.Dlaln2(false, 2, 1, smin, 1, t[(j-1)*ldt+j-1:], ldt, 1, 1, b[(j-1)*ldb+iv:], ldb, wr, 0, x[:3], 2) // Scale X[0,0] and X[1,0] to avoid overflow // when updating the right-hand side. if xnorm > 1 { beta := math.Max(norms[j-1], norms[j]) if beta > bignum/xnorm { x[0] /= xnorm x[2] /= xnorm scale /= xnorm } } // Scale if necessary. if scale != 1 { bi.Dscal(ki+1, scale, b[iv:], ldb) } b[(j-1)*ldb+iv] = x[0] b[j*ldb+iv] = x[2] // Update right-hand side. bi.Daxpy(j-1, -x[0], t[j-1:], ldt, b[iv:], ldb) bi.Daxpy(j-1, -x[2], t[j:], ldt, b[iv:], ldb) j -= 2 } } // Copy the vector x or Q*x to VR and normalize. switch { case howmny != lapack.AllEVMulQ: // No back-transform: copy x to VR and normalize. bi.Dcopy(ki+1, b[iv:], ldb, vr[is:], ldvr) ii := bi.Idamax(ki+1, vr[is:], ldvr) remax := 1 / math.Abs(vr[ii*ldvr+is]) bi.Dscal(ki+1, remax, vr[is:], ldvr) for k := ki + 1; k < n; k++ { vr[k*ldvr+is] = 0 } case nb == 1: // Version 1: back-transform each vector with GEMV, Q*x. if ki > 0 { bi.Dgemv(blas.NoTrans, n, ki, 1, vr, ldvr, b[iv:], ldb, b[ki*ldb+iv], vr[ki:], ldvr) } ii := bi.Idamax(n, vr[ki:], ldvr) remax := 1 / math.Abs(vr[ii*ldvr+ki]) bi.Dscal(n, remax, vr[ki:], ldvr) default: // Version 2: back-transform block of vectors with GEMM. // Zero out below vector. for k := ki + 1; k < n; k++ { b[k*ldb+iv] = 0 } iscomplex[iv] = ip // Back-transform and normalization is done below. } } else { // Complex right eigenvector. // Initial solve // [ ( T[ki-1,ki-1] T[ki-1,ki] ) - (wr + i*wi) ]*X = 0. // [ ( T[ki, ki-1] T[ki, ki] ) ] if math.Abs(t[(ki-1)*ldt+ki]) >= math.Abs(t[ki*ldt+ki-1]) { b[(ki-1)*ldb+iv-1] = 1 b[ki*ldb+iv] = wi / t[(ki-1)*ldt+ki] } else { b[(ki-1)*ldb+iv-1] = -wi / t[ki*ldt+ki-1] b[ki*ldb+iv] = 1 } b[ki*ldb+iv-1] = 0 b[(ki-1)*ldb+iv] = 0 // Form right-hand side. for k := 0; k < ki-1; k++ { b[k*ldb+iv-1] = -b[(ki-1)*ldb+iv-1] * t[k*ldt+ki-1] b[k*ldb+iv] = -b[ki*ldb+iv] * t[k*ldt+ki] } // Solve upper quasi-triangular system: // [ T[0:ki-1,0:ki-1] - (wr+i*wi) ]*X = scale*(b1+i*b2) for j := ki - 2; j >= 0; { if j == 0 || t[j*ldt+j-1] == 0 { // 1×1 diagonal block. scale, xnorm, _ := impl.Dlaln2(false, 1, 2, smin, 1, t[j*ldt+j:], ldt, 1, 1, b[j*ldb+iv-1:], ldb, wr, wi, x[:2], 2) // Scale X[0,0] and X[0,1] to avoid // overflow when updating the right-hand side. if xnorm > 1 && norms[j] > bignum/xnorm { x[0] /= xnorm x[1] /= xnorm scale /= xnorm } // Scale if necessary. if scale != 1 { bi.Dscal(ki+1, scale, b[iv-1:], ldb) bi.Dscal(ki+1, scale, b[iv:], ldb) } b[j*ldb+iv-1] = x[0] b[j*ldb+iv] = x[1] // Update the right-hand side. bi.Daxpy(j, -x[0], t[j:], ldt, b[iv-1:], ldb) bi.Daxpy(j, -x[1], t[j:], ldt, b[iv:], ldb) j-- } else { // 2×2 diagonal block. scale, xnorm, _ := impl.Dlaln2(false, 2, 2, smin, 1, t[(j-1)*ldt+j-1:], ldt, 1, 1, b[(j-1)*ldb+iv-1:], ldb, wr, wi, x[:], 2) // Scale X to avoid overflow when updating // the right-hand side. if xnorm > 1 { beta := math.Max(norms[j-1], norms[j]) if beta > bignum/xnorm { rec := 1 / xnorm x[0] *= rec x[1] *= rec x[2] *= rec x[3] *= rec scale *= rec } } // Scale if necessary. if scale != 1 { bi.Dscal(ki+1, scale, b[iv-1:], ldb) bi.Dscal(ki+1, scale, b[iv:], ldb) } b[(j-1)*ldb+iv-1] = x[0] b[(j-1)*ldb+iv] = x[1] b[j*ldb+iv-1] = x[2] b[j*ldb+iv] = x[3] // Update the right-hand side. bi.Daxpy(j-1, -x[0], t[j-1:], ldt, b[iv-1:], ldb) bi.Daxpy(j-1, -x[1], t[j-1:], ldt, b[iv:], ldb) bi.Daxpy(j-1, -x[2], t[j:], ldt, b[iv-1:], ldb) bi.Daxpy(j-1, -x[3], t[j:], ldt, b[iv:], ldb) j -= 2 } } // Copy the vector x or Q*x to VR and normalize. switch { case howmny != lapack.AllEVMulQ: // No back-transform: copy x to VR and normalize. bi.Dcopy(ki+1, b[iv-1:], ldb, vr[is-1:], ldvr) bi.Dcopy(ki+1, b[iv:], ldb, vr[is:], ldvr) emax := 0.0 for k := 0; k <= ki; k++ { emax = math.Max(emax, math.Abs(vr[k*ldvr+is-1])+math.Abs(vr[k*ldvr+is])) } remax := 1 / emax bi.Dscal(ki+1, remax, vr[is-1:], ldvr) bi.Dscal(ki+1, remax, vr[is:], ldvr) for k := ki + 1; k < n; k++ { vr[k*ldvr+is-1] = 0 vr[k*ldvr+is] = 0 } case nb == 1: // Version 1: back-transform each vector with GEMV, Q*x. if ki-1 > 0 { bi.Dgemv(blas.NoTrans, n, ki-1, 1, vr, ldvr, b[iv-1:], ldb, b[(ki-1)*ldb+iv-1], vr[ki-1:], ldvr) bi.Dgemv(blas.NoTrans, n, ki-1, 1, vr, ldvr, b[iv:], ldb, b[ki*ldb+iv], vr[ki:], ldvr) } else { bi.Dscal(n, b[(ki-1)*ldb+iv-1], vr[ki-1:], ldvr) bi.Dscal(n, b[ki*ldb+iv], vr[ki:], ldvr) } emax := 0.0 for k := 0; k < n; k++ { emax = math.Max(emax, math.Abs(vr[k*ldvr+ki-1])+math.Abs(vr[k*ldvr+ki])) } remax := 1 / emax bi.Dscal(n, remax, vr[ki-1:], ldvr) bi.Dscal(n, remax, vr[ki:], ldvr) default: // Version 2: back-transform block of vectors with GEMM. // Zero out below vector. for k := ki + 1; k < n; k++ { b[k*ldb+iv-1] = 0 b[k*ldb+iv] = 0 } iscomplex[iv-1] = -ip iscomplex[iv] = ip iv-- // Back-transform and normalization is done below. } } if nb > 1 { // Blocked version of back-transform. // For complex case, ki2 includes both vectors (ki-1 and ki). ki2 := ki if ip != 0 { ki2-- } // Columns iv:nb of b are valid vectors. // When the number of vectors stored reaches nb-1 or nb, // or if this was last vector, do the Gemm. if iv < 2 || ki2 == 0 { bi.Dgemm(blas.NoTrans, blas.NoTrans, n, nb-iv, ki2+nb-iv, 1, vr, ldvr, b[iv:], ldb, 0, b[nb+iv:], ldb) // Normalize vectors. var remax float64 for k := iv; k < nb; k++ { if iscomplex[k] == 0 { // Real eigenvector. ii := bi.Idamax(n, b[nb+k:], ldb) remax = 1 / math.Abs(b[ii*ldb+nb+k]) } else if iscomplex[k] == 1 { // First eigenvector of conjugate pair. emax := 0.0 for ii := 0; ii < n; ii++ { emax = math.Max(emax, math.Abs(b[ii*ldb+nb+k])+math.Abs(b[ii*ldb+nb+k+1])) } remax = 1 / emax // Second eigenvector of conjugate pair // will reuse this value of remax. } bi.Dscal(n, remax, b[nb+k:], ldb) } impl.Dlacpy(blas.All, n, nb-iv, b[nb+iv:], ldb, vr[ki2:], ldvr) iv = nb - 1 } else { iv-- } } is-- if ip != 0 { is-- } } if side == lapack.RightEV { return m } leftev: // Compute left eigenvectors. // For complex left vector, iv is for real part and iv+1 for complex // part. Non-blocked version always uses iv=0. Blocked version starts // with iv=0, goes up to nb-2 or nb-1. iv = 0 ip = 0 is = 0 for ki := 0; ki < n; ki++ { if ip == 1 { // Previous iteration ki-1 was first of conjugate pair, // so this ki is second of conjugate pair. ip = -1 continue } if ki == n-1 || t[(ki+1)*ldt+ki] == 0 { // Last column or zero on sub-diagonal, so this ki must // be real eigenvalue. ip = 0 } else { // Non-zero on sub-diagonal, so this ki is first of // conjugate pair. ip = 1 } if howmny == lapack.SelectedEV && !selected[ki] { continue } // Compute the ki-th eigenvalue (wr,wi). wr := t[ki*ldt+ki] var wi float64 if ip != 0 { wi = math.Sqrt(math.Abs(t[ki*ldt+ki+1])) * math.Sqrt(math.Abs(t[(ki+1)*ldt+ki])) } smin := math.Max(ulp*(math.Abs(wr)+math.Abs(wi)), smlnum) if ip == 0 { // Real left eigenvector. b[ki*ldb+iv] = 1 // Form right-hand side. for k := ki + 1; k < n; k++ { b[k*ldb+iv] = -t[ki*ldt+k] } // Solve transposed quasi-triangular system: // [ T[ki+1:n,ki+1:n] - wr ]^T * X = scale*b vmax := 1.0 vcrit := bignum for j := ki + 1; j < n; { if j == n-1 || t[(j+1)*ldt+j] == 0 { // 1×1 diagonal block. // Scale if necessary to avoid overflow // when forming the right-hand side. if norms[j] > vcrit { rec := 1 / vmax bi.Dscal(n-ki, rec, b[ki*ldb+iv:], ldb) vmax = 1 vcrit = bignum } b[j*ldb+iv] -= bi.Ddot(j-ki-1, t[(ki+1)*ldt+j:], ldt, b[(ki+1)*ldb+iv:], ldb) // Solve [ T[j,j] - wr ]^T * X = b. scale, _, _ := impl.Dlaln2(false, 1, 1, smin, 1, t[j*ldt+j:], ldt, 1, 1, b[j*ldb+iv:], ldb, wr, 0, x[:1], 2) // Scale if necessary. if scale != 1 { bi.Dscal(n-ki, scale, b[ki*ldb+iv:], ldb) } b[j*ldb+iv] = x[0] vmax = math.Max(math.Abs(b[j*ldb+iv]), vmax) vcrit = bignum / vmax j++ } else { // 2×2 diagonal block. // Scale if necessary to avoid overflow // when forming the right-hand side. beta := math.Max(norms[j], norms[j+1]) if beta > vcrit { bi.Dscal(n-ki+1, 1/vmax, b[ki*ldb+iv:], 1) vmax = 1 vcrit = bignum } b[j*ldb+iv] -= bi.Ddot(j-ki-1, t[(ki+1)*ldt+j:], ldt, b[(ki+1)*ldb+iv:], ldb) b[(j+1)*ldb+iv] -= bi.Ddot(j-ki-1, t[(ki+1)*ldt+j+1:], ldt, b[(ki+1)*ldb+iv:], ldb) // Solve // [ T[j,j]-wr T[j,j+1] ]^T * X = scale*[ b1 ] // [ T[j+1,j] T[j+1,j+1]-wr ] [ b2 ] scale, _, _ := impl.Dlaln2(true, 2, 1, smin, 1, t[j*ldt+j:], ldt, 1, 1, b[j*ldb+iv:], ldb, wr, 0, x[:3], 2) // Scale if necessary. if scale != 1 { bi.Dscal(n-ki, scale, b[ki*ldb+iv:], ldb) } b[j*ldb+iv] = x[0] b[(j+1)*ldb+iv] = x[2] vmax = math.Max(vmax, math.Max(math.Abs(b[j*ldb+iv]), math.Abs(b[(j+1)*ldb+iv]))) vcrit = bignum / vmax j += 2 } } // Copy the vector x or Q*x to VL and normalize. switch { case howmny != lapack.AllEVMulQ: // No back-transform: copy x to VL and normalize. bi.Dcopy(n-ki, b[ki*ldb+iv:], ldb, vl[ki*ldvl+is:], ldvl) ii := bi.Idamax(n-ki, vl[ki*ldvl+is:], ldvl) + ki remax := 1 / math.Abs(vl[ii*ldvl+is]) bi.Dscal(n-ki, remax, vl[ki*ldvl+is:], ldvl) for k := 0; k < ki; k++ { vl[k*ldvl+is] = 0 } case nb == 1: // Version 1: back-transform each vector with Gemv, Q*x. if n-ki-1 > 0 { bi.Dgemv(blas.NoTrans, n, n-ki-1, 1, vl[ki+1:], ldvl, b[(ki+1)*ldb+iv:], ldb, b[ki*ldb+iv], vl[ki:], ldvl) } ii := bi.Idamax(n, vl[ki:], ldvl) remax := 1 / math.Abs(vl[ii*ldvl+ki]) bi.Dscal(n, remax, vl[ki:], ldvl) default: // Version 2: back-transform block of vectors with Gemm // zero out above vector. for k := 0; k < ki; k++ { b[k*ldb+iv] = 0 } iscomplex[iv] = ip // Back-transform and normalization is done below. } } else { // Complex left eigenvector. // Initial solve: // [ [ T[ki,ki] T[ki,ki+1] ]^T - (wr - i* wi) ]*X = 0. // [ [ T[ki+1,ki] T[ki+1,ki+1] ] ] if math.Abs(t[ki*ldt+ki+1]) >= math.Abs(t[(ki+1)*ldt+ki]) { b[ki*ldb+iv] = wi / t[ki*ldt+ki+1] b[(ki+1)*ldb+iv+1] = 1 } else { b[ki*ldb+iv] = 1 b[(ki+1)*ldb+iv+1] = -wi / t[(ki+1)*ldt+ki] } b[(ki+1)*ldb+iv] = 0 b[ki*ldb+iv+1] = 0 // Form right-hand side. for k := ki + 2; k < n; k++ { b[k*ldb+iv] = -b[ki*ldb+iv] * t[ki*ldt+k] b[k*ldb+iv+1] = -b[(ki+1)*ldb+iv+1] * t[(ki+1)*ldt+k] } // Solve transposed quasi-triangular system: // [ T[ki+2:n,ki+2:n]^T - (wr-i*wi) ]*X = b1+i*b2 vmax := 1.0 vcrit := bignum for j := ki + 2; j < n; { if j == n-1 || t[(j+1)*ldt+j] == 0 { // 1×1 diagonal block. // Scale if necessary to avoid overflow // when forming the right-hand side elements. if norms[j] > vcrit { rec := 1 / vmax bi.Dscal(n-ki, rec, b[ki*ldb+iv:], ldb) bi.Dscal(n-ki, rec, b[ki*ldb+iv+1:], ldb) vmax = 1 vcrit = bignum } b[j*ldb+iv] -= bi.Ddot(j-ki-2, t[(ki+2)*ldt+j:], ldt, b[(ki+2)*ldb+iv:], ldb) b[j*ldb+iv+1] -= bi.Ddot(j-ki-2, t[(ki+2)*ldt+j:], ldt, b[(ki+2)*ldb+iv+1:], ldb) // Solve [ T[j,j]-(wr-i*wi) ]*(X11+i*X12) = b1+i*b2. scale, _, _ := impl.Dlaln2(false, 1, 2, smin, 1, t[j*ldt+j:], ldt, 1, 1, b[j*ldb+iv:], ldb, wr, -wi, x[:2], 2) // Scale if necessary. if scale != 1 { bi.Dscal(n-ki, scale, b[ki*ldb+iv:], ldb) bi.Dscal(n-ki, scale, b[ki*ldb+iv+1:], ldb) } b[j*ldb+iv] = x[0] b[j*ldb+iv+1] = x[1] vmax = math.Max(vmax, math.Max(math.Abs(b[j*ldb+iv]), math.Abs(b[j*ldb+iv+1]))) vcrit = bignum / vmax j++ } else { // 2×2 diagonal block. // Scale if necessary to avoid overflow // when forming the right-hand side elements. if math.Max(norms[j], norms[j+1]) > vcrit { rec := 1 / vmax bi.Dscal(n-ki, rec, b[ki*ldb+iv:], ldb) bi.Dscal(n-ki, rec, b[ki*ldb+iv+1:], ldb) vmax = 1 vcrit = bignum } b[j*ldb+iv] -= bi.Ddot(j-ki-2, t[(ki+2)*ldt+j:], ldt, b[(ki+2)*ldb+iv:], ldb) b[j*ldb+iv+1] -= bi.Ddot(j-ki-2, t[(ki+2)*ldt+j:], ldt, b[(ki+2)*ldb+iv+1:], ldb) b[(j+1)*ldb+iv] -= bi.Ddot(j-ki-2, t[(ki+2)*ldt+j+1:], ldt, b[(ki+2)*ldb+iv:], ldb) b[(j+1)*ldb+iv+1] -= bi.Ddot(j-ki-2, t[(ki+2)*ldt+j+1:], ldt, b[(ki+2)*ldb+iv+1:], ldb) // Solve 2×2 complex linear equation // [ [T[j,j] T[j,j+1] ]^T - (wr-i*wi)*I ]*X = scale*b // [ [T[j+1,j] T[j+1,j+1]] ] scale, _, _ := impl.Dlaln2(true, 2, 2, smin, 1, t[j*ldt+j:], ldt, 1, 1, b[j*ldb+iv:], ldb, wr, -wi, x[:], 2) // Scale if necessary. if scale != 1 { bi.Dscal(n-ki, scale, b[ki*ldb+iv:], ldb) bi.Dscal(n-ki, scale, b[ki*ldb+iv+1:], ldb) } b[j*ldb+iv] = x[0] b[j*ldb+iv+1] = x[1] b[(j+1)*ldb+iv] = x[2] b[(j+1)*ldb+iv+1] = x[3] vmax01 := math.Max(math.Abs(x[0]), math.Abs(x[1])) vmax23 := math.Max(math.Abs(x[2]), math.Abs(x[3])) vmax = math.Max(vmax, math.Max(vmax01, vmax23)) vcrit = bignum / vmax j += 2 } } // Copy the vector x or Q*x to VL and normalize. switch { case howmny != lapack.AllEVMulQ: // No back-transform: copy x to VL and normalize. bi.Dcopy(n-ki, b[ki*ldb+iv:], ldb, vl[ki*ldvl+is:], ldvl) bi.Dcopy(n-ki, b[ki*ldb+iv+1:], ldb, vl[ki*ldvl+is+1:], ldvl) emax := 0.0 for k := ki; k < n; k++ { emax = math.Max(emax, math.Abs(vl[k*ldvl+is])+math.Abs(vl[k*ldvl+is+1])) } remax := 1 / emax bi.Dscal(n-ki, remax, vl[ki*ldvl+is:], ldvl) bi.Dscal(n-ki, remax, vl[ki*ldvl+is+1:], ldvl) for k := 0; k < ki; k++ { vl[k*ldvl+is] = 0 vl[k*ldvl+is+1] = 0 } case nb == 1: // Version 1: back-transform each vector with GEMV, Q*x. if n-ki-2 > 0 { bi.Dgemv(blas.NoTrans, n, n-ki-2, 1, vl[ki+2:], ldvl, b[(ki+2)*ldb+iv:], ldb, b[ki*ldb+iv], vl[ki:], ldvl) bi.Dgemv(blas.NoTrans, n, n-ki-2, 1, vl[ki+2:], ldvl, b[(ki+2)*ldb+iv+1:], ldb, b[(ki+1)*ldb+iv+1], vl[ki+1:], ldvl) } else { bi.Dscal(n, b[ki*ldb+iv], vl[ki:], ldvl) bi.Dscal(n, b[(ki+1)*ldb+iv+1], vl[ki+1:], ldvl) } emax := 0.0 for k := 0; k < n; k++ { emax = math.Max(emax, math.Abs(vl[k*ldvl+ki])+math.Abs(vl[k*ldvl+ki+1])) } remax := 1 / emax bi.Dscal(n, remax, vl[ki:], ldvl) bi.Dscal(n, remax, vl[ki+1:], ldvl) default: // Version 2: back-transform block of vectors with GEMM. // Zero out above vector. // Could go from ki-nv+1 to ki-1. for k := 0; k < ki; k++ { b[k*ldb+iv] = 0 b[k*ldb+iv+1] = 0 } iscomplex[iv] = ip iscomplex[iv+1] = -ip iv++ // Back-transform and normalization is done below. } } if nb > 1 { // Blocked version of back-transform. // For complex case, ki2 includes both vectors ki and ki+1. ki2 := ki if ip != 0 { ki2++ } // Columns [0:iv] of work are valid vectors. When the // number of vectors stored reaches nb-1 or nb, or if // this was last vector, do the Gemm. if iv >= nb-2 || ki2 == n-1 { bi.Dgemm(blas.NoTrans, blas.NoTrans, n, iv+1, n-ki2+iv, 1, vl[ki2-iv:], ldvl, b[(ki2-iv)*ldb:], ldb, 0, b[nb:], ldb) // Normalize vectors. var remax float64 for k := 0; k <= iv; k++ { if iscomplex[k] == 0 { // Real eigenvector. ii := bi.Idamax(n, b[nb+k:], ldb) remax = 1 / math.Abs(b[ii*ldb+nb+k]) } else if iscomplex[k] == 1 { // First eigenvector of conjugate pair. emax := 0.0 for ii := 0; ii < n; ii++ { emax = math.Max(emax, math.Abs(b[ii*ldb+nb+k])+math.Abs(b[ii*ldb+nb+k+1])) } remax = 1 / emax // Second eigenvector of conjugate pair // will reuse this value of remax. } bi.Dscal(n, remax, b[nb+k:], ldb) } impl.Dlacpy(blas.All, n, iv+1, b[nb:], ldb, vl[ki2-iv:], ldvl) iv = 0 } else { iv++ } } is++ if ip != 0 { is++ } } return m }