/* * Copyright(C) 1999-2021 National Technology & Engineering Solutions * of Sandia, LLC (NTESS). Under the terms of Contract DE-NA0003525 with * NTESS, the U.S. Government retains certain rights in this software. * * See packages/seacas/LICENSE for details */ #include /* Evaluates principal minor polynomial, returns the index of the eigenvalue just left of mu. Based on Wilkinson's algorithm AEP, p.302. Found that this algorithm could fail in practice when the p recursion overflowed. Fixed by rescaling the recursion if it got too large. Routine returns -1 if this re-scaling doesn't work for some reason. Otherwise it returns 0. Note Wilkinson indexes beta such that first off-diagonal entry in T is beta[2]. We index such that it is beta[1]. */ int sturmcnt(double *alpha, /* vector of Lanczos scalars */ double *beta, /* vector of Lanczos scalars */ int j, /* index of Lanczos step we're on */ double mu, /* argument to the sequence generating polynomial */ double *p /* work vector for sturm sequence */ ) { extern double DOUBLE_MAX; /* maximum double precision number to be used */ int cnt; /* number of sign changes in the sequence */ if (j == 1) { /* have to special case this one */ if (alpha[1] > mu) { cnt = 1; } else { cnt = 0; } } else { /* compute the Sturm sequence */ double limit = sqrt(DOUBLE_MAX); p[0] = 1; p[1] = alpha[1] - mu; double *pntr_p = &p[2]; double *pntr_p1 = &p[1]; double *pntr_p2 = &p[0]; double *pntr_alpha = &alpha[2]; double *pntr_beta = &beta[1]; for (int i = 2; i <= j; i++) { *pntr_p++ = (*pntr_alpha - mu) * (*pntr_p1) - (*pntr_beta) * (*pntr_beta) * (*pntr_p2); pntr_alpha++; pntr_beta++; pntr_p1++; pntr_p2++; double scale = fabs(*pntr_p1); if (scale > limit) { *pntr_p1 /= scale; *pntr_p2 /= scale; /* re-scale to avoid overflow in p recursion */ } } /* count sign changes */ cnt = 0; int last_sign = 1; pntr_p = &p[1]; for (int i = j; i; i--) { if (*pntr_p != *pntr_p || fabs(*pntr_p) > limit) { return (-1); /* ... re-scaling failed; bail out and return error code. Note (x != x) is TRUE iff x is NaN, so this check should be ok on non-IEEE floating point systems too. */ } int sign; if (*pntr_p > 0) { sign = 1; } else if (*pntr_p < 0) { sign = -1; } else { sign = -last_sign; } if (sign == last_sign) { cnt++; } last_sign = sign; pntr_p++; } } /* cnt is number of evals strictly > than mu. Instead send back index of the eigenvalue just left of mu. */ return (j - cnt); /* ... things seem ok. */ }