use num::Zero; use num_complex::Complex; use ::ComplexHelper; use na::{Scalar, Matrix, DefaultAllocator, VectorN, MatrixN}; use na::dimension::{DimSub, DimDiff, U1}; use na::storage::Storage; use na::allocator::Allocator; use lapack::fortran as interface; /// The Hessenberg decomposition of a general matrix. pub struct Hessenberg> where DefaultAllocator: Allocator + Allocator> { h: MatrixN, tau: VectorN> } impl> Hessenberg where DefaultAllocator: Allocator + Allocator> { /// Computes the hessenberg decomposition of the matrix `m`. pub fn new(mut m: MatrixN) -> Hessenberg { let nrows = m.data.shape().0; let n = nrows.value() as i32; assert!(m.is_square(), "Unable to compute the hessenberg decomposition of a non-square matrix."); assert!(!m.is_empty(), "Unable to compute the hessenberg decomposition of an empty matrix."); let mut tau = unsafe { Matrix::new_uninitialized_generic(nrows.sub(U1), U1) }; let mut info = 0; let lwork = N::xgehrd_work_size(n, 1, n, m.as_mut_slice(), n, tau.as_mut_slice(), &mut info); let mut work = unsafe { ::uninitialized_vec(lwork as usize) }; lapack_panic!(info); N::xgehrd(n, 1, n, m.as_mut_slice(), n, tau.as_mut_slice(), &mut work, lwork, &mut info); lapack_panic!(info); Hessenberg { h: m, tau: tau } } /// Computes the hessenberg matrix of this decomposition. #[inline] pub fn h(&self) -> MatrixN { let mut h = self.h.clone_owned(); h.fill_lower_triangle(N::zero(), 2); h } } impl> Hessenberg where DefaultAllocator: Allocator + Allocator> { /// Computes the matrices `(Q, H)` of this decomposition. #[inline] pub fn unpack(self) -> (MatrixN, MatrixN) { (self.q(), self.h()) } /// Computes the unitary matrix `Q` of this decomposition. #[inline] pub fn q(&self) -> MatrixN { let n = self.h.nrows() as i32; let mut q = self.h.clone_owned(); let mut info = 0; let lwork = N::xorghr_work_size(n, 1, n, q.as_mut_slice(), n, self.tau.as_slice(), &mut info); let mut work = vec![ N::zero(); lwork as usize ]; N::xorghr(n, 1, n, q.as_mut_slice(), n, self.tau.as_slice(), &mut work, lwork, &mut info); q } } /* * * Lapack functions dispatch. * */ pub trait HessenbergScalar: Scalar { fn xgehrd(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &mut [Self], work: &mut [Self], lwork: i32, info: &mut i32); fn xgehrd_work_size(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &mut [Self], info: &mut i32) -> i32; } pub trait HessenbergReal: HessenbergScalar { fn xorghr(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &[Self], work: &mut [Self], lwork: i32, info: &mut i32); fn xorghr_work_size(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &[Self], info: &mut i32) -> i32; } macro_rules! hessenberg_scalar_impl( ($N: ty, $xgehrd: path) => ( impl HessenbergScalar for $N { #[inline] fn xgehrd(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &mut [Self], work: &mut [Self], lwork: i32, info: &mut i32) { $xgehrd(n, ilo, ihi, a, lda, tau, work, lwork, info) } #[inline] fn xgehrd_work_size(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &mut [Self], info: &mut i32) -> i32 { let mut work = [ Zero::zero() ]; let lwork = -1 as i32; $xgehrd(n, ilo, ihi, a, lda, tau, &mut work, lwork, info); ComplexHelper::real_part(work[0]) as i32 } } ) ); macro_rules! hessenberg_real_impl( ($N: ty, $xorghr: path) => ( impl HessenbergReal for $N { #[inline] fn xorghr(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &[Self], work: &mut [Self], lwork: i32, info: &mut i32) { $xorghr(n, ilo, ihi, a, lda, tau, work, lwork, info) } #[inline] fn xorghr_work_size(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &[Self], info: &mut i32) -> i32 { let mut work = [ Zero::zero() ]; let lwork = -1 as i32; $xorghr(n, ilo, ihi, a, lda, tau, &mut work, lwork, info); ComplexHelper::real_part(work[0]) as i32 } } ) ); hessenberg_scalar_impl!(f32, interface::sgehrd); hessenberg_scalar_impl!(f64, interface::dgehrd); hessenberg_scalar_impl!(Complex, interface::cgehrd); hessenberg_scalar_impl!(Complex, interface::zgehrd); hessenberg_real_impl!(f32, interface::sorghr); hessenberg_real_impl!(f64, interface::dorghr);