feat: pre-release

This commit is contained in:
Volodymyr Orlov
2020-09-25 17:52:21 -07:00
parent 4067b20ed3
commit 2aca488553
4 changed files with 8 additions and 33 deletions
-13
View File
@@ -103,9 +103,7 @@ fn tred2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec
d[i] = V.get(n - 1, i);
}
// Householder reduction to tridiagonal form.
for i in (1..n).rev() {
// Scale to avoid under/overflow.
let mut scale = T::zero();
let mut h = T::zero();
for k in 0..i {
@@ -119,7 +117,6 @@ fn tred2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec
V.set(j, i, T::zero());
}
} else {
// Generate Householder vector.
for k in 0..i {
d[k] = d[k] / scale;
h = h + d[k] * d[k];
@@ -136,7 +133,6 @@ fn tred2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec
e[j] = T::zero();
}
// Apply similarity transformation to remaining columns.
for j in 0..i {
f = d[j];
V.set(j, i, f);
@@ -169,7 +165,6 @@ fn tred2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec
d[i] = h;
}
// Accumulate transformations.
for i in 0..n - 1 {
V.set(n - 1, i, V.get(i, i));
V.set(i, i, T::one());
@@ -210,7 +205,6 @@ fn tql2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec<
let mut f = T::zero();
let mut tst1 = T::zero();
for l in 0..n {
// Find small subdiagonal element
tst1 = T::max(tst1, d[l].abs() + e[l].abs());
let mut m = l;
@@ -226,8 +220,6 @@ fn tql2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec<
}
}
// If m == l, d[l] is an eigenvalue,
// otherwise, iterate.
if m > l {
let mut iter = 0;
loop {
@@ -236,7 +228,6 @@ fn tql2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec<
panic!("Too many iterations");
}
// Compute implicit shift
let mut g = d[l];
let mut p = (d[l + 1] - g) / (T::two() * e[l]);
let mut r = p.hypot(T::one());
@@ -252,7 +243,6 @@ fn tql2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec<
}
f = f + h;
// Implicit QL transformation.
p = d[m];
let mut c = T::one();
let mut c2 = c;
@@ -273,7 +263,6 @@ fn tql2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec<
p = c * d[i] - s * g;
d[i + 1] = h + s * (c * g + s * d[i]);
// Accumulate transformation.
for k in 0..n {
h = V.get(k, i + 1);
V.set(k, i + 1, s * V.get(k, i) + c * h);
@@ -284,7 +273,6 @@ fn tql2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec<
e[l] = s * p;
d[l] = c * p;
// Check for convergence.
if e[l].abs() <= tst1 * T::epsilon() {
break;
}
@@ -294,7 +282,6 @@ fn tql2<T: RealNumber, M: BaseMatrix<T>>(V: &mut M, d: &mut Vec<T>, e: &mut Vec<
e[l] = T::zero();
}
// Sort eigenvalues and corresponding vectors.
for i in 0..n - 1 {
let mut k = i;
let mut p = d[i];