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------------------------------------------------------------------------------
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-- --
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-- GNAT RUN-TIME COMPONENTS --
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-- --
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-- ADA.NUMERICS.GENERIC_REAL_ARRAYS --
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-- --
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-- B o d y --
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-- --
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-- Copyright (C) 2006-2011, Free Software Foundation, Inc. --
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-- --
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-- GNAT is free software; you can redistribute it and/or modify it under --
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-- terms of the GNU General Public License as published by the Free Soft- --
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-- ware Foundation; either version 3, or (at your option) any later ver- --
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-- sion. GNAT is distributed in the hope that it will be useful, but WITH- --
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-- OUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY --
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-- or FITNESS FOR A PARTICULAR PURPOSE. --
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-- --
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-- As a special exception under Section 7 of GPL version 3, you are granted --
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-- additional permissions described in the GCC Runtime Library Exception, --
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-- version 3.1, as published by the Free Software Foundation. --
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-- --
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-- You should have received a copy of the GNU General Public License and --
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-- a copy of the GCC Runtime Library Exception along with this program; --
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-- see the files COPYING3 and COPYING.RUNTIME respectively. If not, see --
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-- <http://www.gnu.org/licenses/>. --
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-- --
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-- GNAT was originally developed by the GNAT team at New York University. --
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-- Extensive contributions were provided by Ada Core Technologies Inc. --
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-- --
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------------------------------------------------------------------------------
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-- This version of Generic_Real_Arrays avoids the use of BLAS and LAPACK. One
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-- reason for this is new Ada 2012 requirements that prohibit algorithms such
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-- as Strassen's algorithm, which may be used by some BLAS implementations. In
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-- addition, some platforms lacked suitable compilers to compile the reference
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-- BLAS/LAPACK implementation. Finally, on some platforms there are more
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-- floating point types than supported by BLAS/LAPACK.
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with Ada.Containers.Generic_Anonymous_Array_Sort; use Ada.Containers;
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with System; use System;
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with System.Generic_Array_Operations; use System.Generic_Array_Operations;
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package body Ada.Numerics.Generic_Real_Arrays is
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package Ops renames System.Generic_Array_Operations;
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function Is_Non_Zero (X : Real'Base) return Boolean is (X /= 0.0);
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procedure Back_Substitute is new Ops.Back_Substitute
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(Scalar => Real'Base,
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Matrix => Real_Matrix,
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Is_Non_Zero => Is_Non_Zero);
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function Diagonal is new Ops.Diagonal
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(Scalar => Real'Base,
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Vector => Real_Vector,
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Matrix => Real_Matrix);
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procedure Forward_Eliminate is new Ops.Forward_Eliminate
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(Scalar => Real'Base,
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Real => Real'Base,
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Matrix => Real_Matrix,
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Zero => 0.0,
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One => 1.0);
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procedure Swap_Column is new Ops.Swap_Column
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(Scalar => Real'Base,
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Matrix => Real_Matrix);
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procedure Transpose is new Ops.Transpose
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(Scalar => Real'Base,
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Matrix => Real_Matrix);
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function Is_Symmetric (A : Real_Matrix) return Boolean is
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(Transpose (A) = A);
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-- Return True iff A is symmetric, see RM G.3.1 (90).
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function Is_Tiny (Value, Compared_To : Real) return Boolean is
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(abs Compared_To + 100.0 * abs (Value) = abs Compared_To);
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-- Return True iff the Value is much smaller in magnitude than the least
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-- significant digit of Compared_To.
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procedure Jacobi
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(A : Real_Matrix;
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Values : out Real_Vector;
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Vectors : out Real_Matrix;
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Compute_Vectors : Boolean := True);
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-- Perform Jacobi's eigensystem algorithm on real symmetric matrix A
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function Length is new Square_Matrix_Length (Real'Base, Real_Matrix);
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-- Helper function that raises a Constraint_Error is the argument is
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-- not a square matrix, and otherwise returns its length.
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procedure Rotate (X, Y : in out Real; Sin, Tau : Real);
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-- Perform a Givens rotation
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procedure Sort_Eigensystem
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(Values : in out Real_Vector;
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Vectors : in out Real_Matrix);
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-- Sort Values and associated Vectors by decreasing absolute value
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procedure Swap (Left, Right : in out Real);
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-- Exchange Left and Right
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function Sqrt is new Ops.Sqrt (Real);
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-- Instant a generic square root implementation here, in order to avoid
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-- instantiating a complete copy of Generic_Elementary_Functions.
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-- Speed of the square root is not a big concern here.
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------------
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-- Rotate --
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------------
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procedure Rotate (X, Y : in out Real; Sin, Tau : Real) is
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Old_X : constant Real := X;
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Old_Y : constant Real := Y;
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begin
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X := Old_X - Sin * (Old_Y + Old_X * Tau);
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Y := Old_Y + Sin * (Old_X - Old_Y * Tau);
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end Rotate;
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----------
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-- Swap --
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----------
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procedure Swap (Left, Right : in out Real) is
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Temp : constant Real := Left;
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begin
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Left := Right;
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Right := Temp;
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end Swap;
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-- Instantiating the following subprograms directly would lead to
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-- name clashes, so use a local package.
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package Instantiations is
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function "+" is new
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Vector_Elementwise_Operation
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(X_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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X_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "+");
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function "+" is new
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Matrix_Elementwise_Operation
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(X_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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X_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "+");
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function "+" is new
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Vector_Vector_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Vector => Real_Vector,
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Right_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "+");
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function "+" is new
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Matrix_Matrix_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Matrix => Real_Matrix,
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Right_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "+");
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function "-" is new
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Vector_Elementwise_Operation
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(X_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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X_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "-");
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function "-" is new
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Matrix_Elementwise_Operation
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(X_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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X_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "-");
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function "-" is new
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Vector_Vector_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Vector => Real_Vector,
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Right_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "-");
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function "-" is new
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Matrix_Matrix_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Matrix => Real_Matrix,
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Right_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "-");
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function "*" is new
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Scalar_Vector_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Right_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "*");
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function "*" is new
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Scalar_Matrix_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Right_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "*");
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function "*" is new
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Vector_Scalar_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "*");
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function "*" is new
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Matrix_Scalar_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "*");
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function "*" is new
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Outer_Product
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Vector => Real_Vector,
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Right_Vector => Real_Vector,
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Matrix => Real_Matrix);
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function "*" is new
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Inner_Product
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Vector => Real_Vector,
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Right_Vector => Real_Vector,
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Zero => 0.0);
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function "*" is new
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Matrix_Vector_Product
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Matrix => Real_Matrix,
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Right_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Zero => 0.0);
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function "*" is new
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Vector_Matrix_Product
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Vector => Real_Vector,
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Matrix => Real_Matrix,
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Result_Vector => Real_Vector,
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Zero => 0.0);
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function "*" is new
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Matrix_Matrix_Product
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Matrix => Real_Matrix,
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Right_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Zero => 0.0);
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function "/" is new
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Vector_Scalar_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "/");
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function "/" is new
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Matrix_Scalar_Elementwise_Operation
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(Left_Scalar => Real'Base,
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Right_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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Left_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "/");
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313 |
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function "abs" is new
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L2_Norm
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(X_Scalar => Real'Base,
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Result_Real => Real'Base,
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X_Vector => Real_Vector,
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"abs" => "+");
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-- While the L2_Norm by definition uses the absolute values of the
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-- elements of X_Vector, for real values the subsequent squaring
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-- makes this unnecessary, so we substitute the "+" identity function
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-- instead.
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function "abs" is new
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Vector_Elementwise_Operation
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(X_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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X_Vector => Real_Vector,
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Result_Vector => Real_Vector,
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Operation => "abs");
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332 |
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function "abs" is new
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Matrix_Elementwise_Operation
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(X_Scalar => Real'Base,
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Result_Scalar => Real'Base,
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X_Matrix => Real_Matrix,
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Result_Matrix => Real_Matrix,
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Operation => "abs");
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function Solve is
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new Matrix_Vector_Solution (Real'Base, Real_Vector, Real_Matrix);
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function Solve is new Matrix_Matrix_Solution (Real'Base, Real_Matrix);
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function Unit_Matrix is new
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Generic_Array_Operations.Unit_Matrix
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(Scalar => Real'Base,
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Matrix => Real_Matrix,
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Zero => 0.0,
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One => 1.0);
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function Unit_Vector is new
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Generic_Array_Operations.Unit_Vector
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(Scalar => Real'Base,
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Vector => Real_Vector,
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Zero => 0.0,
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One => 1.0);
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end Instantiations;
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360 |
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---------
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362 |
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-- "+" --
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363 |
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---------
|
364 |
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365 |
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function "+" (Right : Real_Vector) return Real_Vector
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renames Instantiations."+";
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368 |
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function "+" (Right : Real_Matrix) return Real_Matrix
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369 |
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renames Instantiations."+";
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370 |
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371 |
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function "+" (Left, Right : Real_Vector) return Real_Vector
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372 |
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renames Instantiations."+";
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373 |
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374 |
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function "+" (Left, Right : Real_Matrix) return Real_Matrix
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renames Instantiations."+";
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|
|
377 |
|
|
---------
|
378 |
|
|
-- "-" --
|
379 |
|
|
---------
|
380 |
|
|
|
381 |
|
|
function "-" (Right : Real_Vector) return Real_Vector
|
382 |
|
|
renames Instantiations."-";
|
383 |
|
|
|
384 |
|
|
function "-" (Right : Real_Matrix) return Real_Matrix
|
385 |
|
|
renames Instantiations."-";
|
386 |
|
|
|
387 |
|
|
function "-" (Left, Right : Real_Vector) return Real_Vector
|
388 |
|
|
renames Instantiations."-";
|
389 |
|
|
|
390 |
|
|
function "-" (Left, Right : Real_Matrix) return Real_Matrix
|
391 |
|
|
renames Instantiations."-";
|
392 |
|
|
|
393 |
|
|
---------
|
394 |
|
|
-- "*" --
|
395 |
|
|
---------
|
396 |
|
|
|
397 |
|
|
-- Scalar multiplication
|
398 |
|
|
|
399 |
|
|
function "*" (Left : Real'Base; Right : Real_Vector) return Real_Vector
|
400 |
|
|
renames Instantiations."*";
|
401 |
|
|
|
402 |
|
|
function "*" (Left : Real_Vector; Right : Real'Base) return Real_Vector
|
403 |
|
|
renames Instantiations."*";
|
404 |
|
|
|
405 |
|
|
function "*" (Left : Real'Base; Right : Real_Matrix) return Real_Matrix
|
406 |
|
|
renames Instantiations."*";
|
407 |
|
|
|
408 |
|
|
function "*" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix
|
409 |
|
|
renames Instantiations."*";
|
410 |
|
|
|
411 |
|
|
-- Vector multiplication
|
412 |
|
|
|
413 |
|
|
function "*" (Left, Right : Real_Vector) return Real'Base
|
414 |
|
|
renames Instantiations."*";
|
415 |
|
|
|
416 |
|
|
function "*" (Left, Right : Real_Vector) return Real_Matrix
|
417 |
|
|
renames Instantiations."*";
|
418 |
|
|
|
419 |
|
|
function "*" (Left : Real_Vector; Right : Real_Matrix) return Real_Vector
|
420 |
|
|
renames Instantiations."*";
|
421 |
|
|
|
422 |
|
|
function "*" (Left : Real_Matrix; Right : Real_Vector) return Real_Vector
|
423 |
|
|
renames Instantiations."*";
|
424 |
|
|
|
425 |
|
|
-- Matrix Multiplication
|
426 |
|
|
|
427 |
|
|
function "*" (Left, Right : Real_Matrix) return Real_Matrix
|
428 |
|
|
renames Instantiations."*";
|
429 |
|
|
|
430 |
|
|
---------
|
431 |
|
|
-- "/" --
|
432 |
|
|
---------
|
433 |
|
|
|
434 |
|
|
function "/" (Left : Real_Vector; Right : Real'Base) return Real_Vector
|
435 |
|
|
renames Instantiations."/";
|
436 |
|
|
|
437 |
|
|
function "/" (Left : Real_Matrix; Right : Real'Base) return Real_Matrix
|
438 |
|
|
renames Instantiations."/";
|
439 |
|
|
|
440 |
|
|
-----------
|
441 |
|
|
-- "abs" --
|
442 |
|
|
-----------
|
443 |
|
|
|
444 |
|
|
function "abs" (Right : Real_Vector) return Real'Base
|
445 |
|
|
renames Instantiations."abs";
|
446 |
|
|
|
447 |
|
|
function "abs" (Right : Real_Vector) return Real_Vector
|
448 |
|
|
renames Instantiations."abs";
|
449 |
|
|
|
450 |
|
|
function "abs" (Right : Real_Matrix) return Real_Matrix
|
451 |
|
|
renames Instantiations."abs";
|
452 |
|
|
|
453 |
|
|
-----------------
|
454 |
|
|
-- Determinant --
|
455 |
|
|
-----------------
|
456 |
|
|
|
457 |
|
|
function Determinant (A : Real_Matrix) return Real'Base is
|
458 |
|
|
M : Real_Matrix := A;
|
459 |
|
|
B : Real_Matrix (A'Range (1), 1 .. 0);
|
460 |
|
|
R : Real'Base;
|
461 |
|
|
begin
|
462 |
|
|
Forward_Eliminate (M, B, R);
|
463 |
|
|
return R;
|
464 |
|
|
end Determinant;
|
465 |
|
|
|
466 |
|
|
-----------------
|
467 |
|
|
-- Eigensystem --
|
468 |
|
|
-----------------
|
469 |
|
|
|
470 |
|
|
procedure Eigensystem
|
471 |
|
|
(A : Real_Matrix;
|
472 |
|
|
Values : out Real_Vector;
|
473 |
|
|
Vectors : out Real_Matrix)
|
474 |
|
|
is
|
475 |
|
|
begin
|
476 |
|
|
Jacobi (A, Values, Vectors, Compute_Vectors => True);
|
477 |
|
|
Sort_Eigensystem (Values, Vectors);
|
478 |
|
|
end Eigensystem;
|
479 |
|
|
|
480 |
|
|
-----------------
|
481 |
|
|
-- Eigenvalues --
|
482 |
|
|
-----------------
|
483 |
|
|
|
484 |
|
|
function Eigenvalues (A : Real_Matrix) return Real_Vector is
|
485 |
|
|
Values : Real_Vector (A'Range (1));
|
486 |
|
|
Vectors : Real_Matrix (1 .. 0, 1 .. 0);
|
487 |
|
|
begin
|
488 |
|
|
Jacobi (A, Values, Vectors, Compute_Vectors => False);
|
489 |
|
|
Sort_Eigensystem (Values, Vectors);
|
490 |
|
|
return Values;
|
491 |
|
|
end Eigenvalues;
|
492 |
|
|
|
493 |
|
|
-------------
|
494 |
|
|
-- Inverse --
|
495 |
|
|
-------------
|
496 |
|
|
|
497 |
|
|
function Inverse (A : Real_Matrix) return Real_Matrix is
|
498 |
|
|
(Solve (A, Unit_Matrix (Length (A))));
|
499 |
|
|
|
500 |
|
|
------------
|
501 |
|
|
-- Jacobi --
|
502 |
|
|
------------
|
503 |
|
|
|
504 |
|
|
procedure Jacobi
|
505 |
|
|
(A : Real_Matrix;
|
506 |
|
|
Values : out Real_Vector;
|
507 |
|
|
Vectors : out Real_Matrix;
|
508 |
|
|
Compute_Vectors : Boolean := True)
|
509 |
|
|
is
|
510 |
|
|
-- This subprogram uses Carl Gustav Jacob Jacobi's iterative method
|
511 |
|
|
-- for computing eigenvalues and eigenvectors and is based on
|
512 |
|
|
-- Rutishauser's implementation.
|
513 |
|
|
|
514 |
|
|
-- The given real symmetric matrix is transformed iteratively to
|
515 |
|
|
-- diagonal form through a sequence of appropriately chosen elementary
|
516 |
|
|
-- orthogonal transformations, called Jacobi rotations here.
|
517 |
|
|
|
518 |
|
|
-- The Jacobi method produces a systematic decrease of the sum of the
|
519 |
|
|
-- squares of off-diagonal elements. Convergence to zero is quadratic,
|
520 |
|
|
-- both for this implementation, as for the classic method that doesn't
|
521 |
|
|
-- use row-wise scanning for pivot selection.
|
522 |
|
|
|
523 |
|
|
-- The numerical stability and accuracy of Jacobi's method make it the
|
524 |
|
|
-- best choice here, even though for large matrices other methods will
|
525 |
|
|
-- be significantly more efficient in both time and space.
|
526 |
|
|
|
527 |
|
|
-- While the eigensystem computations are absolutely foolproof for all
|
528 |
|
|
-- real symmetric matrices, in presence of invalid values, or similar
|
529 |
|
|
-- exceptional situations it might not. In such cases the results cannot
|
530 |
|
|
-- be trusted and Constraint_Error is raised.
|
531 |
|
|
|
532 |
|
|
-- Note: this implementation needs temporary storage for 2 * N + N**2
|
533 |
|
|
-- values of type Real.
|
534 |
|
|
|
535 |
|
|
Max_Iterations : constant := 50;
|
536 |
|
|
N : constant Natural := Length (A);
|
537 |
|
|
|
538 |
|
|
subtype Square_Matrix is Real_Matrix (1 .. N, 1 .. N);
|
539 |
|
|
|
540 |
|
|
-- In order to annihilate the M (Row, Col) element, the
|
541 |
|
|
-- rotation parameters Cos and Sin are computed as
|
542 |
|
|
-- follows:
|
543 |
|
|
|
544 |
|
|
-- Theta = Cot (2.0 * Phi)
|
545 |
|
|
-- = (Diag (Col) - Diag (Row)) / (2.0 * M (Row, Col))
|
546 |
|
|
|
547 |
|
|
-- Then Tan (Phi) as the smaller root (in modulus) of
|
548 |
|
|
|
549 |
|
|
-- T**2 + 2 * T * Theta = 1 (or 0.5 / Theta, if Theta is large)
|
550 |
|
|
|
551 |
|
|
function Compute_Tan (Theta : Real) return Real is
|
552 |
|
|
(Real'Copy_Sign (1.0 / (abs Theta + Sqrt (1.0 + Theta**2)), Theta));
|
553 |
|
|
|
554 |
|
|
function Compute_Tan (P, H : Real) return Real is
|
555 |
|
|
(if Is_Tiny (P, Compared_To => H) then P / H
|
556 |
|
|
else Compute_Tan (Theta => H / (2.0 * P)));
|
557 |
|
|
|
558 |
|
|
function Sum_Strict_Upper (M : Square_Matrix) return Real;
|
559 |
|
|
-- Return the sum of all elements in the strict upper triangle of M
|
560 |
|
|
|
561 |
|
|
----------------------
|
562 |
|
|
-- Sum_Strict_Upper --
|
563 |
|
|
----------------------
|
564 |
|
|
|
565 |
|
|
function Sum_Strict_Upper (M : Square_Matrix) return Real is
|
566 |
|
|
Sum : Real := 0.0;
|
567 |
|
|
|
568 |
|
|
begin
|
569 |
|
|
for Row in 1 .. N - 1 loop
|
570 |
|
|
for Col in Row + 1 .. N loop
|
571 |
|
|
Sum := Sum + abs M (Row, Col);
|
572 |
|
|
end loop;
|
573 |
|
|
end loop;
|
574 |
|
|
|
575 |
|
|
return Sum;
|
576 |
|
|
end Sum_Strict_Upper;
|
577 |
|
|
|
578 |
|
|
M : Square_Matrix := A; -- Work space for solving eigensystem
|
579 |
|
|
Threshold : Real;
|
580 |
|
|
Sum : Real;
|
581 |
|
|
Diag : Real_Vector (1 .. N);
|
582 |
|
|
Diag_Adj : Real_Vector (1 .. N);
|
583 |
|
|
|
584 |
|
|
-- The vector Diag_Adj indicates the amount of change in each value,
|
585 |
|
|
-- while Diag tracks the value itself and Values holds the values as
|
586 |
|
|
-- they were at the beginning. As the changes typically will be small
|
587 |
|
|
-- compared to the absolute value of Diag, at the end of each iteration
|
588 |
|
|
-- Diag is computed as Diag + Diag_Adj thus avoiding accumulating
|
589 |
|
|
-- rounding errors. This technique is due to Rutishauser.
|
590 |
|
|
|
591 |
|
|
begin
|
592 |
|
|
if Compute_Vectors
|
593 |
|
|
and then (Vectors'Length (1) /= N or else Vectors'Length (2) /= N)
|
594 |
|
|
then
|
595 |
|
|
raise Constraint_Error with "incompatible matrix dimensions";
|
596 |
|
|
|
597 |
|
|
elsif Values'Length /= N then
|
598 |
|
|
raise Constraint_Error with "incompatible vector length";
|
599 |
|
|
|
600 |
|
|
elsif not Is_Symmetric (M) then
|
601 |
|
|
raise Constraint_Error with "matrix not symmetric";
|
602 |
|
|
end if;
|
603 |
|
|
|
604 |
|
|
-- Note: Only the locally declared matrix M and vectors (Diag, Diag_Adj)
|
605 |
|
|
-- have lower bound equal to 1. The Vectors matrix may have
|
606 |
|
|
-- different bounds, so take care indexing elements. Assignment
|
607 |
|
|
-- as a whole is fine as sliding is automatic in that case.
|
608 |
|
|
|
609 |
|
|
Vectors := (if not Compute_Vectors then (1 .. 0 => (1 .. 0 => 0.0))
|
610 |
|
|
else Unit_Matrix (Vectors'Length (1), Vectors'Length (2)));
|
611 |
|
|
Values := Diagonal (M);
|
612 |
|
|
|
613 |
|
|
Sweep : for Iteration in 1 .. Max_Iterations loop
|
614 |
|
|
|
615 |
|
|
-- The first three iterations, perform rotation for any non-zero
|
616 |
|
|
-- element. After this, rotate only for those that are not much
|
617 |
|
|
-- smaller than the average off-diagnal element. After the fifth
|
618 |
|
|
-- iteration, additionally zero out off-diagonal elements that are
|
619 |
|
|
-- very small compared to elements on the diagonal with the same
|
620 |
|
|
-- column or row index.
|
621 |
|
|
|
622 |
|
|
Sum := Sum_Strict_Upper (M);
|
623 |
|
|
|
624 |
|
|
exit Sweep when Sum = 0.0;
|
625 |
|
|
|
626 |
|
|
Threshold := (if Iteration < 4 then 0.2 * Sum / Real (N**2) else 0.0);
|
627 |
|
|
|
628 |
|
|
-- Iterate over all off-diagonal elements, rotating any that have
|
629 |
|
|
-- an absolute value that exceeds the threshold.
|
630 |
|
|
|
631 |
|
|
Diag := Values;
|
632 |
|
|
Diag_Adj := (others => 0.0); -- Accumulates adjustments to Diag
|
633 |
|
|
|
634 |
|
|
for Row in 1 .. N - 1 loop
|
635 |
|
|
for Col in Row + 1 .. N loop
|
636 |
|
|
|
637 |
|
|
-- If, before the rotation M (Row, Col) is tiny compared to
|
638 |
|
|
-- Diag (Row) and Diag (Col), rotation is skipped. This is
|
639 |
|
|
-- meaningful, as it produces no larger error than would be
|
640 |
|
|
-- produced anyhow if the rotation had been performed.
|
641 |
|
|
-- Suppress this optimization in the first four sweeps, so
|
642 |
|
|
-- that this procedure can be used for computing eigenvectors
|
643 |
|
|
-- of perturbed diagonal matrices.
|
644 |
|
|
|
645 |
|
|
if Iteration > 4
|
646 |
|
|
and then Is_Tiny (M (Row, Col), Compared_To => Diag (Row))
|
647 |
|
|
and then Is_Tiny (M (Row, Col), Compared_To => Diag (Col))
|
648 |
|
|
then
|
649 |
|
|
M (Row, Col) := 0.0;
|
650 |
|
|
|
651 |
|
|
elsif abs M (Row, Col) > Threshold then
|
652 |
|
|
Perform_Rotation : declare
|
653 |
|
|
Tan : constant Real := Compute_Tan (M (Row, Col),
|
654 |
|
|
Diag (Col) - Diag (Row));
|
655 |
|
|
Cos : constant Real := 1.0 / Sqrt (1.0 + Tan**2);
|
656 |
|
|
Sin : constant Real := Tan * Cos;
|
657 |
|
|
Tau : constant Real := Sin / (1.0 + Cos);
|
658 |
|
|
Adj : constant Real := Tan * M (Row, Col);
|
659 |
|
|
|
660 |
|
|
begin
|
661 |
|
|
Diag_Adj (Row) := Diag_Adj (Row) - Adj;
|
662 |
|
|
Diag_Adj (Col) := Diag_Adj (Col) + Adj;
|
663 |
|
|
Diag (Row) := Diag (Row) - Adj;
|
664 |
|
|
Diag (Col) := Diag (Col) + Adj;
|
665 |
|
|
|
666 |
|
|
M (Row, Col) := 0.0;
|
667 |
|
|
|
668 |
|
|
for J in 1 .. Row - 1 loop -- 1 <= J < Row
|
669 |
|
|
Rotate (M (J, Row), M (J, Col), Sin, Tau);
|
670 |
|
|
end loop;
|
671 |
|
|
|
672 |
|
|
for J in Row + 1 .. Col - 1 loop -- Row < J < Col
|
673 |
|
|
Rotate (M (Row, J), M (J, Col), Sin, Tau);
|
674 |
|
|
end loop;
|
675 |
|
|
|
676 |
|
|
for J in Col + 1 .. N loop -- Col < J <= N
|
677 |
|
|
Rotate (M (Row, J), M (Col, J), Sin, Tau);
|
678 |
|
|
end loop;
|
679 |
|
|
|
680 |
|
|
for J in Vectors'Range (1) loop
|
681 |
|
|
Rotate (Vectors (J, Row - 1 + Vectors'First (2)),
|
682 |
|
|
Vectors (J, Col - 1 + Vectors'First (2)),
|
683 |
|
|
Sin, Tau);
|
684 |
|
|
end loop;
|
685 |
|
|
end Perform_Rotation;
|
686 |
|
|
end if;
|
687 |
|
|
end loop;
|
688 |
|
|
end loop;
|
689 |
|
|
|
690 |
|
|
Values := Values + Diag_Adj;
|
691 |
|
|
end loop Sweep;
|
692 |
|
|
|
693 |
|
|
-- All normal matrices with valid values should converge perfectly.
|
694 |
|
|
|
695 |
|
|
if Sum /= 0.0 then
|
696 |
|
|
raise Constraint_Error with "eigensystem solution does not converge";
|
697 |
|
|
end if;
|
698 |
|
|
end Jacobi;
|
699 |
|
|
|
700 |
|
|
-----------
|
701 |
|
|
-- Solve --
|
702 |
|
|
-----------
|
703 |
|
|
|
704 |
|
|
function Solve (A : Real_Matrix; X : Real_Vector) return Real_Vector
|
705 |
|
|
renames Instantiations.Solve;
|
706 |
|
|
|
707 |
|
|
function Solve (A, X : Real_Matrix) return Real_Matrix
|
708 |
|
|
renames Instantiations.Solve;
|
709 |
|
|
|
710 |
|
|
----------------------
|
711 |
|
|
-- Sort_Eigensystem --
|
712 |
|
|
----------------------
|
713 |
|
|
|
714 |
|
|
procedure Sort_Eigensystem
|
715 |
|
|
(Values : in out Real_Vector;
|
716 |
|
|
Vectors : in out Real_Matrix)
|
717 |
|
|
is
|
718 |
|
|
procedure Swap (Left, Right : Integer);
|
719 |
|
|
-- Swap Values (Left) with Values (Right), and also swap the
|
720 |
|
|
-- corresponding eigenvectors. Note that lowerbounds may differ.
|
721 |
|
|
|
722 |
|
|
function Less (Left, Right : Integer) return Boolean is
|
723 |
|
|
(Values (Left) > Values (Right));
|
724 |
|
|
-- Sort by decreasing eigenvalue, see RM G.3.1 (76).
|
725 |
|
|
|
726 |
|
|
procedure Sort is new Generic_Anonymous_Array_Sort (Integer);
|
727 |
|
|
-- Sorts eigenvalues and eigenvectors by decreasing value
|
728 |
|
|
|
729 |
|
|
procedure Swap (Left, Right : Integer) is
|
730 |
|
|
begin
|
731 |
|
|
Swap (Values (Left), Values (Right));
|
732 |
|
|
Swap_Column (Vectors, Left - Values'First + Vectors'First (2),
|
733 |
|
|
Right - Values'First + Vectors'First (2));
|
734 |
|
|
end Swap;
|
735 |
|
|
|
736 |
|
|
begin
|
737 |
|
|
Sort (Values'First, Values'Last);
|
738 |
|
|
end Sort_Eigensystem;
|
739 |
|
|
|
740 |
|
|
---------------
|
741 |
|
|
-- Transpose --
|
742 |
|
|
---------------
|
743 |
|
|
|
744 |
|
|
function Transpose (X : Real_Matrix) return Real_Matrix is
|
745 |
|
|
R : Real_Matrix (X'Range (2), X'Range (1));
|
746 |
|
|
begin
|
747 |
|
|
Transpose (X, R);
|
748 |
|
|
return R;
|
749 |
|
|
end Transpose;
|
750 |
|
|
|
751 |
|
|
-----------------
|
752 |
|
|
-- Unit_Matrix --
|
753 |
|
|
-----------------
|
754 |
|
|
|
755 |
|
|
function Unit_Matrix
|
756 |
|
|
(Order : Positive;
|
757 |
|
|
First_1 : Integer := 1;
|
758 |
|
|
First_2 : Integer := 1) return Real_Matrix
|
759 |
|
|
renames Instantiations.Unit_Matrix;
|
760 |
|
|
|
761 |
|
|
-----------------
|
762 |
|
|
-- Unit_Vector --
|
763 |
|
|
-----------------
|
764 |
|
|
|
765 |
|
|
function Unit_Vector
|
766 |
|
|
(Index : Integer;
|
767 |
|
|
Order : Positive;
|
768 |
|
|
First : Integer := 1) return Real_Vector
|
769 |
|
|
renames Instantiations.Unit_Vector;
|
770 |
|
|
|
771 |
|
|
end Ada.Numerics.Generic_Real_Arrays;
|