in modules/cealign/src/tnt/jama_eig.h [456:894]
void hqr2 () {
// 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.
// Initialize
int nn = this->n;
int n = nn-1;
int low = 0;
int high = nn-1;
Real eps = pow(2.0,-52.0);
Real exshift = 0.0;
Real p=0,q=0,r=0,s=0,z=0,t,w,x,y;
// Store roots isolated by balanc and compute matrix norm
Real norm = 0.0;
for (int i = 0; i < nn; i++) {
if ((i < low) || (i > high)) {
d[i] = H[i][i];
e[i] = 0.0;
}
for (int j = max(i-1,0); j < nn; j++) {
norm = norm + abs(H[i][j]);
}
}
// Outer loop over eigenvalue index
int iter = 0;
while (n >= low) {
// Look for single small sub-diagonal element
int l = n;
while (l > low) {
s = abs(H[l-1][l-1]) + abs(H[l][l]);
if (s == 0.0) {
s = norm;
}
if (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 = sqrt(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 = abs(x) + abs(z);
p = x / s;
q = z / s;
r = sqrt(p * p+q * q);
p = p / r;
q = q / r;
// Row modification
for (int 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 (int 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 (int 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 (int i = low; i <= n; i++) {
H[i][i] -= x;
}
s = abs(H[n][n-1]) + 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 = sqrt(s);
if (y < x) {
s = -s;
}
s = x - w / ((y - x) / 2.0 + s);
for (int 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
int 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 = abs(p) + abs(q) + abs(r);
p = p / s;
q = q / s;
r = r / s;
if (m == l) {
break;
}
if (abs(H[m][m-1]) * (abs(q) + abs(r)) <
eps * (abs(p) * (abs(H[m-1][m-1]) + abs(z) +
abs(H[m+1][m+1])))) {
break;
}
m--;
}
for (int 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 (int k = m; k <= n-1; k++) {
int 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 = abs(p) + abs(q) + abs(r);
if (x != 0.0) {
p = p / x;
q = q / x;
r = r / x;
}
}
if (x == 0.0) {
break;
}
s = 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 (int 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 (int i = 0; i <= 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 (int 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) {
int l = n;
H[n][n] = 1.0;
for (int i = n-1; i >= 0; i--) {
w = H[i][i] - p;
r = 0.0;
for (int 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 (abs(x) > abs(z)) {
H[i+1][n] = (-r - w * t) / x;
} else {
H[i+1][n] = (-s - y * t) / z;
}
}
// Overflow control
t = abs(H[i][n]);
if ((eps * t) * t > 1) {
for (int j = i; j <= n; j++) {
H[j][n] = H[j][n] / t;
}
}
}
}
// Complex vector
} else if (q < 0) {
int l = n-1;
// Last vector component imaginary so matrix is triangular
if (abs(H[n][n-1]) > 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 (int i = n-2; i >= 0; i--) {
Real ra,sa,vr,vi;
ra = 0.0;
sa = 0.0;
for (int 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 * (abs(w) + abs(q) +
abs(x) + abs(y) + 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 (abs(x) > (abs(z) + 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 = max(abs(H[i][n-1]),abs(H[i][n]));
if ((eps * t) * t > 1) {
for (int 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 (int i = 0; i < nn; i++) {
if (i < low || i > high) {
for (int j = i; j < nn; j++) {
V[i][j] = H[i][j];
}
}
}
// Back transformation to get eigenvectors of original matrix
for (int j = nn-1; j >= low; j--) {
for (int i = low; i <= high; i++) {
z = 0.0;
for (int k = low; k <= min(j,high); k++) {
z = z + V[i][k] * H[k][j];
}
V[i][j] = z;
}
}
}