/* * Applies a real elementary reflector H to a real m by n matrix A, * from either the left or the right. H is represented in the form * * H = I - tau * ( 1 ) * ( 1 v.T ) * ( v ) * * where tau is a real scalar and v is a real vector. * * If tau = 0, then H is taken to be the unit matrix. * * A is /a1\ a1 := a1 - w1 * \A2/ A2 := A2 - v*w1 * w1 := tau*(a1 + A2.T*v) if side == LEFT * := tau*(a1 + A2*v) if side == RIGHT * * Intermediate work space w1 required as parameter, no allocation. */ func applyHHTo2x1(tau, v, a1, A2, w1 *matrix.FloatMatrix, flags Flags) { tval := tau.GetAt(0, 0) if tval == 0.0 { return } // maybe with Scale(0.0), Axpy(w1, a1, 1.0) a1.CopyTo(w1) if flags&LEFT != 0 { // w1 = a1 + A2.T*v MVMult(w1, A2, v, 1.0, 1.0, TRANSA) } else { // w1 = a1 + A2*v MVMult(w1, A2, v, 1.0, 1.0, NOTRANS) } // w1 = tau*w1 Scale(w1, tval) // a1 = a1 - w1 a1.Minus(w1) // A2 = A2 - v*w1 if flags&LEFT != 0 { MVRankUpdate(A2, v, w1, -1.0) } else { MVRankUpdate(A2, w1, v, -1.0) } }
/* From LAPACK/dlarf.f * * Applies a real elementary reflector H to a real m by n matrix A, * from either the left or the right. H is represented in the form * * H = I - tau * ( 1 ) * ( 1 v.T ) * ( v ) * * where tau is a real scalar and v is a real vector. * * If tau = 0, then H is taken to be the unit matrix. * * A is /a1\ a1 := a1 - w1 * \A2/ A2 := A2 - v*w1 * w1 := tau*(a1 + A2.T*v) if side == LEFT * := tau*(a1 + A2*v) if side == RIGHT * * Allocates/frees intermediate work space matrix w1. */ func applyHouseholder(tau, v, a1, A2 *matrix.FloatMatrix, flags Flags) { tval := tau.GetAt(0, 0) if tval == 0.0 { return } w1 := a1.Copy() if flags&LEFT != 0 { // w1 = a1 + A2.T*v MVMult(w1, A2, v, 1.0, 1.0, TRANSA) } else { // w1 = a1 + A2*v MVMult(w1, A2, v, 1.0, 1.0, NOTRANS) } // w1 = tau*w1 Scale(w1, tval) // a1 = a1 - w1 a1.Minus(w1) // A2 = A2 - v*w1 MVRankUpdate(A2, v, w1, -1.0) }
func error(ref, val *matrix.FloatMatrix) (nrm float64, diff *matrix.FloatMatrix) { diff = ref.Minus(val) nrm = blas.Nrm2(diff).Float() return }